333 citations · 608 across the 18 of their papers we have counts for
Showing cs.CEShow all
3 papers · 1 filter
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…
cs.CE2020★ 1 cited
Wavelet Denoising and Attention-based RNN-ARIMA Model to Predict Forex Price
Zhiwen Zeng, Matloob Khushi
Every change of trend in the forex market presents a great opportunity as well as a risk for investors. Accurate forecasting of forex prices is a crucial element in any effective h…