Skip to content

Author

Aaron Ng

We have 2 of 15 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Conference Sep 2026

LSTM-Based Portfolio Optimization Across Multi-Market Equity Universes: A Comparative Study of LQ45, DJIA, SSE50, and a Global Portfolio

This study integrates long short-term memory (LSTM) return forecasting with mean-variance optimization across Indonesia’s LQ45, the U.S. DJIA, and China’s SSE50 under a leakage-aware protocol (Jan–Feb 2026, 32 trading days). Forecast-free Minimum Variance proves more robust than LSTM-driven Maximum Sharpe, attaining th...

Nicholas Reynard Kusuma, Aaron Ng, Kie Van Ivanky Saputra · 0 citations
Conference Sep 2026

Comparative Analysis of Linear and Ensemble Models for Short-Term Residential Energy Forecasting Across Multiple Forecast Horizons

Accurate forecasting of household appliance energy consumption is essential for supporting smart-home energy management and residential electricity efficiency. This study compares the forecasting performance of Linear Models (LM), Random Forest (RF), and Extreme Gradient Boosting (XGBoost) using a multivariate dataset....

Leyton Raynaldo Ozzora, Aaron Ng, Nicholas Reynard Kusuma et al. · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.