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Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.

, , , , and . COMPSAC, page 1742-1747. IEEE, (2021)

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Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing., , and . Math. Comput. Model., 49 (1-2): 352-368 (2009)Comparison of Trading Strategies: Dual Momentum vs Pairs Trading., , , and . COMPSAC, page 1363-1369. IEEE, (2023)Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies., , , , and . SSCI, page 146-151. IEEE, (2023)Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations., , , , and . COMPSAC, page 1742-1747. IEEE, (2021)An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility., , , and . COMPSAC, page 1760-1765. IEEE, (2021)A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies., , , , , and . COMPSAC, page 1274-1279. IEEE, (2022)Deep Learning Predictions for Cryptocurrencies., , , , and . COMPSAC, page 1280-1285. IEEE, (2022)Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models., , , , and . COMPSAC, page 1349-1354. IEEE, (2023)A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient., , , , and . FUZZ-IEEE, page 1-6. IEEE, (2021)A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility., , , , and . COMPSAC, page 1355-1362. IEEE, (2023)