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Items where Greenwich Author is "Chinthalapati, V L Raju"

Items where Greenwich Author is "Chinthalapati, V L Raju"

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Number of items: 16.

Article

Bakhach, Amer M., Tsang, Edward P.K. and Chinthalapati, V. L. Raju (2018) TSFDC: A Trading strategy based on forecasting directional change. Intelligent Systems in Accounting, Finance and Management, 25 (3). pp. 105-123. ISSN 1055-615X (Print), 1099-1174 (Online) (doi:https://doi.org/10.1002/isaf.1425)

Sergueiva, Antoaneta, Chinthalapati, V. L. Raju, Verousis, Thanos and Chen, Louisa (2017) Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance, 17 (12). pp. 1885-1904. ISSN 1469-7696 (Print), 1469-7688 (Online) (doi:https://doi.org/10.1080/14697688.2017.1357973)

Chinthalapati, Venkata, Mateus, Cesario and Todorovic, Natasa (2017) Alphas in disguise: A new approach to uncovering them. International Journal of Finance and Economics, 22 (3). pp. 234-243. ISSN 1076-9307 (Print), 1099-1158 (Online) (doi:https://doi.org/10.1002/ijfe.1581)

Mateus, Cesario, Chinthalapati, Raju and Mateus, Irina B. (2016) Intraday industry-specific spillover effect in European equity markets. Quarterly Review of Economics and Finance, 63. pp. 278-298. ISSN 1062-9769 (doi:https://doi.org/10.1016/j.qref.2016.04.011)

Mateus, Cesario, Chinthalapati, V L Raju and Mateus, Irina B. (2014) Intraday industry-specific spillover effect in European equity markets. Social Science Research Network.

Chinthalapati, V L Raju (2012) Learning from Noisy Data and Markovian Processes. Submitted. (Submitted)

Chinthalapati, V.L.R., Yadati, N. and Karumanchi, R. (2006) Learning Dynamic Prices in Multi-Seller Electronic Retail Markets with Price Sensitive Customers, Stochastic Demands, and Inventory Replenishment. IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews, 36 (1). pp. 92-106. ISSN 1094-6977 (doi:https://doi.org/10.1109/TSMCC.2005.860578)

Narahari, Y., Raju, C. V. L., Ravikumar, K. and Shah, Sourabh (2005) Dynamic pricing models for electronic business. Sadhana - Academy Proceedings in Engineering Sciences, 30 (2 & 3). pp. 231-256. ISSN 0256-2499 (Print), 0973-7677 (Online)

Conference Proceedings

Ye, Ailun, Chinthalapati, V. L. Raju, Serguieva, Antoaneta and Tsang, Edward (2018) Developing sustainable trading strategies using directional changes with high frequency data. In: 2017 IEEE International Conference on Big Data (Big Data). IEEE, pp. 4265-4271. ISBN 978-1-5386-2716-7 (doi:https://doi.org/10.1109/BigData.2017.8258453)

Bakhach, Amer, Tsang, Edward, Ng, Wing Lon and Chinthalapati, V L Raju (2017) Backlash algorithm: A trading strategy based on directional change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE. ISBN 978-1-5090-4241-8 (doi:https://doi.org/10.1109/SSCI.2016.7850004)

Chinthalapati, V L Raju (2014) Financial Time Series Forecasting using Agent Based Models in Equity and FX Markets. In: Proceedings of the 6th Computer Science and Electronic Engineering Conference (CEEC), 2014. IEEE Xplore. ISBN 978-­1-­4799-­6691-­2 (doi:https://doi.org/10.1109/CEEC.2014.6958562)

Ghosh, Pradeep and Chinthalapati, V L Raju (2014) Financial time series forecasting using agent based models in equity and FX markets. In: 2014 6th Computer Science and Electronic Engineering Conference (CEEC). IEEE, pp. 97-102. ISBN 978-­1-­4799-­6691-­2 (doi:https://doi.org/10.1109/CEEC.2014.6958562)

Chinthalapati, V L Raju (2012) Volatility Forecast in FX Markets using Evolutionary Computing and Heuristic Techniques. In: Computational Intelligence for Financial Engineering & Economics (CIFEr), 2012 IEEE Conference. IEEE. ISBN 9781467318020 (doi:https://doi.org/10.1109/CIFEr.2012.6327813)

Chinthalapati, V. L. Raju and Bhatnagar, S. (2006) A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing. In: Decision and Control, 2006 45th IEEE Conference. IEEE Xplore, San Diego, CA, pp. 4151-4156. ISBN 1-4244-0171-2 (doi:https://doi.org/10.1109/CDC.2006.376769)

Raju, C. V. L., Yadati, N. and Ravikumar, K. (2006) Learning dynamic prices in electronic retail markets with customer segmentation. In: Annals of Operations Research: International Conference of OR for Development (ICORD 2002). Kluwer Academic Publishers, pp. 59-75. ISSN 0254-5330 (Print), 1572-9338 (Online) (doi:https://doi.org/10.1007/s10479-006-7372-3)

Working Paper

Chinthalapati, V L Raju (2011) High frequency statistical arbitrage via the optimal thermal causal path. [Working Paper] (doi:https://doi.org/10.2139/ssrn.2033172)

This list was generated on Fri Mar 22 17:08:45 2019 UTC.