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

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

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Number of items: 15.

Algorithmic trading

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)

Approximation Algorithms

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)

directional change

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)

directional changes

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 978-1538627167 (doi:https://doi.org/10.1109/BigData.2017.8258453)

FX trading

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)

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 978-1538627167 (doi:https://doi.org/10.1109/BigData.2017.8258453)

interconnected multiplex

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)

Mortgage Refinancing

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)

multichannel contagion mechanism

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)

multiple-market stabilisation strategies

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)

Perturbation

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)

Stochastic Optimization

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)

sustainable trading strategies

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 978-1538627167 (doi:https://doi.org/10.1109/BigData.2017.8258453)

systemic resilience

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)

systemic risk

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)

This list was generated on Fri Jul 10 16:34:00 2020 UTC.