Andrew Paskaramoorthy | DeepAI

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Featured Co-authors

Terence L van Zyl
21 publications
Tim Gebbie
13 publications
Terence van Zyl
8 publications
Matthew Woolway
4 publications
Matthew Kruger
1 publication

research

∙ 09/13/2022

Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations

Portfolio management is a multi-period multi-objective optimisation prob...

0 Terence L van Zyl, et al. ∙

research

∙ 09/28/2021

AMA-K: Aggressive Multi-Temporal Allocation An Algorithm for Aggressive Online Portfolio Selection

Online portfolio selection is an integral componentof wealth management....

0 Matthew Kruger, et al. ∙

research

∙ 07/05/2021

ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection

Portfolio optimisation is a multi-objective optimisation problem (MOP), ...

0 Terence van Zyl, et al. ∙

research

∙ 03/30/2020

A Framework for Online Investment Algorithms

The artificial segmentation of an investment management process into a w...

1 Andrew Paskaramoorthy, et al. ∙