41 citations · 197 across the 38 of their papers we have counts for
Showing 2026 · cs.CEShow all
2 papers · 2 filters
cs.CE2026
CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets
Yu Peng, Matloob Khushi, Josiah Poon
Managing drawdown, the peak-to-trough decline in an investment portfolio's value, is a precondition for long-term survival in practical investment management. However, mainstream s…
cs.CE2026
CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?
Yu Peng, Matloob Khushi, Josiah Poon
Cryptocurrency price prediction is a significant challenge in quantitative investment. In recent years, time series models have made significant progress in financial forecasting t…