14 citations · 25 across the 8 of their papers we have counts for
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cs.LG2022★ 1 cited
Volatility forecasting using Deep Learning and sentiment analysis
V Ncume, T. L van Zyl, A Paskaramoorthy
Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a comp…
cs.NE2022
Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
Portfolio management is a multi-period multi-objective optimisation problem subject to a wide range of constraints. However, in practice, portfolio management is treated as a singl…