Alex Paseka

Possibilistic moment generating functions

A. Thavaneswaran, S. S. Appadoo, Alex Paseka, 2011, Appl. Math. Lett..

Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

A. Thavaneswaran, S. S. Appadoo, Alex Paseka, 2009, Math. Comput. Model..

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

Ruppa K. Thulasiram, You Liang, A. Thavaneswaran, 2021, 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC).

An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility

Ruppa K. Thulasiram, Md. Erfanul Hoque, A. Thavaneswaran, 2021, 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC).

A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient

Ruppa K. Thulasiram, Md. Erfanul Hoque, You Liang, 2021, 2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE).

Interest Rate Models

Aerambamoorthy Thavaneswaran, Alex Paseka, T. Koulis, 2011 .

Current draft : October 30 , 2009 First draft : June 23 , 2004 Information in Option Prices and the Underlying Asset Dynamics

Alex Paseka, Christopher G. Lamoureux, 2009 .

Generalized value at risk forecasting

Aerambamoorthy Thavaneswaran, Alex Paseka, Julieta Frank, 2019, Communications in Statistics - Theory and Methods.