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A. Thavaneswaran
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2020 – today
- 2023
- [c38]Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks. COMPSAC 2023: 1343-1348 - [c37]Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram:
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. COMPSAC 2023: 1349-1354 - [c36]You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau:
A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility. COMPSAC 2023: 1355-1362 - [c35]Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka:
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. COMPSAC 2023: 1363-1369 - [c34]Golnaz Sababipour ASL, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
Stock Volatility Forecasting with Transformer Network. SSCI 2023: 90-96 - [c33]Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
Portfolio Diversification with Clustering Techniques. SSCI 2023: 97-102 - [c32]Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka:
Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies. SSCI 2023: 146-151 - [c31]Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Thimani Ranathungage, Joy Dip Das:
High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies. SSCI 2023: 375-380 - 2022
- [c30]Sulalitha Bowala, Mohammadreza Makhan, You Liang, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo:
Superiority of the Neural Network Dynamic Regression Models for Ontario Electricity Demand Forecasting. CCECE 2022: 182-187 - [c29]Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal:
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies. CIFEr 2022: 1-8 - [c28]Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali:
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. CIFEr 2022: 1-8 - [c27]You Liang, Aerambamoorthy Thavaneswaran:
Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models. COMPSAC 2022: 250-259 - [c26]You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala:
A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies. COMPSAC 2022: 1274-1279 - [c25]Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani:
Deep Learning Predictions for Cryptocurrencies. COMPSAC 2022: 1280-1285 - [c24]Japjeet Singh, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal:
Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies. FUZZ-IEEE 2022: 1-8 - [c23]Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
LSTM based Algorithmic Trading model for Bitcoin. SSCI 2022: 344-351 - 2021
- [j20]Manmohit Singh, Ruppa K. Thulasiram, A. Thavaneswaran:
A novel data-driven neuro arch (DDNA) model for option pricing on cloud. J. Bank. Financial Technol. 5(2): 89-103 (2021) - [c22]Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran:
Optimal Bidding Strategy in Day-Ahead Electricity Market for Large Consumers. CCECE 2021: 1-6 - [c21]Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Yuvraj Gajpal, Aerambamoorthy Thavaneswaran:
Intelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market. COMPSAC 2021: 166-175 - [c20]Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo, Ruppa K. Thulasiram, Behrouz Banitalebi:
A Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning. COMPSAC 2021: 218-227 - [c19]Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram:
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. COMPSAC 2021: 1742-1747 - [c18]You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner:
Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures. COMPSAC 2021: 1748-1753 - [c17]Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram:
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. COMPSAC 2021: 1760-1765 - [c16]Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram:
A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient. FUZZ-IEEE 2021: 1-6 - [c15]You Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali:
Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach. SSCI 2021: 1-7 - [c14]Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo:
Data-Driven Fuzzy Demand Forecasting Models for Resilient Supply Chains. SSCI 2021: 1-8 - [c13]Na Yu, You Liang, A. Thavaneswaran:
Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization. SSCI 2021: 1-7 - 2020
- [c12]Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran:
Data Driven Approach for Reduced Value at Risk Forecasts in Renewable Power Supply Systems. CCECE 2020: 1-6 - [c11]You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram:
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price. COMPSAC 2020: 225-234 - [c10]You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque:
Data-Driven Adaptive Regularized Risk Forecasting. COMPSAC 2020: 1296-1301 - [c9]Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque:
Modeling of Short-Term Electricity Demand and Comparison of Machine Learning Approaches for Load Forecasting. COMPSAC 2020: 1302-1307 - [c8]Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram:
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. COMPSAC 2020: 1308-1313 - [c7]You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque, Ruppa K. Thulasiram:
Dynamic Data Science Applications in Optimal Profit Algorithmic Trading. COMPSAC 2020: 1314-1319 - [c6]A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram:
Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading. FUZZ-IEEE 2020: 1-8 - [c5]Behrouz Banitalebi, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran:
Regularized Probabilistic Forecasting of Electricity Wholesale Price and Demand. SSCI 2020: 28-35 - [c4]Manmohit Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources. SSCI 2020: 376-383 - [c3]You Liang, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque:
A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility. SSCI 2020: 1107-1114
2010 – 2019
- 2019
- [j19]Yaohua Zhang, Jian Zou, Nalini Ravishanker, Aerambamoorthy Thavaneswaran:
Modeling financial durations using penalized estimating functions. Comput. Stat. Data Anal. 131: 145-158 (2019) - [c2]Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker:
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model. COMPSAC (2) 2019: 221-226 - [c1]A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh:
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model. FUZZ-IEEE 2019: 1-6 - 2015
- [j18]Chaitra H. Nagaraja, A. Thavaneswaran, S. S. Appadoo:
Measuring the bullwhip effect for supply chains with seasonal demand components. Eur. J. Oper. Res. 242(2): 445-454 (2015) - 2014
- [j17]Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska:
Estimation of call prices for some stochastic volatility models. Model. Assist. Stat. Appl. 9(3): 191-200 (2014) - 2013
- [j16]A. Thavaneswaran, S. S. Appadoo, Julieta Frank:
Binary option pricing using fuzzy numbers. Appl. Math. Lett. 26(1): 65-72 (2013) - 2012
- [j15]S. S. Appadoo, Aerambamoorthy Thavaneswaran, Saumen Mandal:
RCA model with quadratic GARCH innovation distribution. Appl. Math. Lett. 25(10): 1452-1457 (2012) - 2011
- [j14]Alex Paseka, S. S. Appadoo, A. Thavaneswaran:
Possibilistic moment generating functions. Appl. Math. Lett. 24(5): 630-635 (2011) - [j13]Shelton Peiris, A. Thavaneswaran, S. S. Appadoo:
Doubly stochastic models with GARCH innovations. Appl. Math. Lett. 24(11): 1768-1773 (2011)
2000 – 2009
- 2009
- [j12]A. Thavaneswaran, S. S. Appadoo, Melody Ghahramani:
RCA models with GARCH innovations. Appl. Math. Lett. 22(1): 110-114 (2009) - [j11]Hui Gong, A. Thavaneswaran:
Recursive estimation for continuous time stochastic volatility models. Appl. Math. Lett. 22(11): 1770-1774 (2009) - [j10]A. Thavaneswaran, S. S. Appadoo, Alex Paseka:
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing. Math. Comput. Model. 49(1-2): 352-368 (2009) - 2008
- [j9]Melody Ghahramani, A. Thavaneswaran:
A note on GARCH model identification. Comput. Math. Appl. 55(11): 2469-2475 (2008) - 2007
- [j8]Shelton Peiris, A. Thavaneswaran:
An introduction to volatility models with indices. Appl. Math. Lett. 20(2): 177-182 (2007) - [j7]Kulathava Ranee Thiagarajah, S. S. Appadoo, A. Thavaneswaran:
Option valuation model with adaptive fuzzy numbers. Comput. Math. Appl. 53(5): 831-841 (2007) - [j6]A. Thavaneswaran, Kulathava Ranee Thiagarajah, Srimantoorao Semischetty Appadoo:
Fuzzy coefficient volatility (FCV) models with applications. Math. Comput. Model. 45(7-8): 777-786 (2007) - 2006
- [j5]S. S. Appadoo, A. Thavaneswaran, Jagbir Singh:
RCA models with correlated errors. Appl. Math. Lett. 19(8): 824-829 (2006) - [j4]A. Thavaneswaran, S. S. Appadoo:
Properties of a New Family of Volatility Sign Models. Comput. Math. Appl. 52(6-7): 809-818 (2006) - [j3]A. Thavaneswaran, Srimantoorao Semischetty Appadoo, C. R. Bector:
Recent developments in volatility modeling and applications. Adv. Decis. Sci. 2006: 86320:1-86320:23 (2006) - 2005
- [j2]A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta:
Random coefficient GARCH models. Math. Comput. Model. 41(6-7): 723-733 (2005) - [j1]A. Thavaneswaran, S. S. Appadoo, Jagbir Singh:
Random coefficient mixture (RCM) GARCH models. Math. Comput. Model. 42(5-6): 519-532 (2005)
Coauthor Index
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last updated on 2024-01-27 23:40 CET by the dblp team
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