Search Results - "Ranathungage, Thimani"

Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading by Ranathungage, Thimani, Thavaneswaran, Aerambamoorthy, Liang, You, Thulasiram, Ruppa, Paseka, Alex

“…One of the recent developments in computational finance has been the rise in using graph-based approaches to analyse stock market dynamics systematically. In…”
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A Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts by Liang, You, Thavaneswaran, Aerambamoorthy, Liyau, Juan, Muhammad, Areebah, Ranathungage, Thimani, Thulasiram, Ruppa

“…Pairs trading and multiple trading strategies are types of market-neutral strategies to use a pair or a combination of stocks and other financial instruments…”
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Application of a Novel Fuzzy Pattern Mining Algorithm for Sequence Data by Ranathungage, Thimani, Bowala, Sulalitha, Hoque, Md Erfanul, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa

“…For many Markov chains that arise in applications (health, finance, etc.), state spaces are huge, and existing matrix methods may not be practical or even not…”
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High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies by Bowala, Sulalitha, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa, Ranathungage, Thimani, Das, Joy Dip

“…Recently there has been a growing interest in constructing portfolios with stocks and cryptocurrencies. As cryptocurrency prices increase over the years, there…”
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