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You Liang
You Liang
Toronto Metropolitan University
Dirección de correo verificada de torontomu.ca
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Role of thoracic consolidation radiation in extensive stage small cell lung cancer: a systematic review and meta-analysis of randomised controlled trials
S Rathod, B Jeremic, A Dubey, M Giuliani, B Bashir, A Chowdhury, ...
European Journal of Cancer 110, 110-119, 2019
322019
Joint estimation using quadratic estimating function
Y Liang, A Thavaneswaran, B Abraham
Journal of Probability and Statistics 2011, 2011
262011
Novel data-driven fuzzy algorithmic volatility forecasting models with applications to algorithmic trading
A Thavaneswaran, Y Liang, Z Zhu, RK Thulasiram
2020 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-8, 2020
242020
Generalized duration models and optimal estimation using estimating functions
A Thavaneswaran, N Ravishanker, Y Liang
Annals of the Institute of Statistical Mathematics 67, 129-156, 2015
242015
Dynamic data science applications in optimal profit algorithmic trading
Y Liang, A Thavaneswaran, N Yu, ME Hoque, RK Thulasiram
2020 IEEE 44th Annual Computers, Software, and Applications Conference …, 2020
172020
A novel algorithmic trading strategy using data-driven innovation volatility
Y Liang, A Thavaneswaran, ME Hoque
2020 IEEE Symposium Series on Computational Intelligence (SSCI), 1107-1114, 2020
122020
Data-driven adaptive regularized risk forecasting
Y Liang, A Thavaneswaran, Z Zhu, RK Thulasiram, ME Hoque
2020 IEEE 44th Annual Computers, Software, and Applications Conference …, 2020
122020
Inference for random coefficient volatility models
A Thavaneswaran, Y Liang, J Frank
Statistics & Probability Letters 82 (12), 2086-2090, 2012
112012
RCA models: joint prediction of mean and volatility
Y Liang, A Thavaneswaran, N Ravishanker
Statistics & Probability Letters 83 (2), 527-533, 2013
92013
Inference for linear and nonlinear stable error processes via estimating functions
A Thavaneswaran, N Ravishanker, Y Liang
Journal of Statistical Planning and Inference 143 (4), 827-841, 2013
82013
A novel dynamic data-driven algorithmic trading strategy using joint forecasts of volatility and stock price
Y Liang, A Thavaneswaran, A Paseka, Z Zhu, RK Thulasiram
2020 IEEE 44th Annual Computers, Software, and Applications Conference …, 2020
72020
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations
A Thavaneswaran, Y Liang, N Yu, A Paseka, RK Thulasiram
2021 IEEE 45th Annual Computers, Software, and Applications Conference …, 2021
62021
A novel data driven machine learning algorithm for fuzzy estimates of optimal portfolio weights and risk tolerance coefficient
A Thavaneswaran, Y Liang, A Paseka, ME Hoque, RK Thulasiram
2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-6, 2021
62021
A novel data-driven algorithmic trading strategy using joint forecasts of volatility and stock price
Y Liang, A Thavaneswaran, A Paseka, Z Zhu, RK Thulasiram
proceedings (Symposia) of IEEE 44th Annual Computers, Software, and …, 2020
52020
Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models
Y Liang, A Thavaneswaran
2022 IEEE 46th Annual Computers, Software, and Applications Conference …, 2022
42022
A novel optimal profit resilient filter pairs trading strategy for cryptocurrencies
Y Liang, A Thavaneswaran, A Paseka, W Qiao, M Ghahramani, S Bowala
2022 IEEE 46th Annual Computers, Software, and Applications Conference …, 2022
32022
Intelligent probabilistic forecasts of VIX and its volatility using machine learning methods
A Thavaneswaran, Y Liang, S Das, RK Thulasiram, J Bhanushali
2022 IEEE Symposium on Computational Intelligence for Financial Engineering …, 2022
32022
Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach
Y Liang, A Thavaneswaran, A Paseka, J Bhanushali
2021 IEEE Symposium Series on Computational Intelligence (SSCI), 1-7, 2021
32021
Inference for Diffusion Processes using Combined Estimating Functions
A Thavaneswaran, Y Liang, N Ravishanker
Sri Lankan Journal of Applied Statistics 12 (1), 145-160, 2012
32012
Recent Developments in Option Pricing
H Gong, A Thavaneswaran, Y Liang
Journal of Mathematical Finance 1 (03), 63, 2011
32011
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Artículos 1–20