A. Thavaneswaran

21 papers B 2Journal 17Unranked 2
YearRankTypeTitle / Venue / Authors
2021 J jnl
A novel data-driven neuro arch (DDNA) model for option pricing on cloud.
J. Bank. Financial Technol.
Manmohit Singh, Ruppa K. Thulasiram, A. Thavaneswaran
2021 — conf
Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization.
SSCI
Na Yu, You Liang, A. Thavaneswaran
2021 — conf
Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach.
SSCI
You Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali
2020 B conf
Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading.
FUZZ-IEEE
A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram
2019 B conf
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model.
FUZZ-IEEE
A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh
2015 J jnl
Measuring the bullwhip effect for supply chains with seasonal demand components.
Eur. J. Oper. Res.
Chaitra H. Nagaraja, A. Thavaneswaran, S. S. Appadoo
2013 J jnl
Binary option pricing using fuzzy numbers.
Appl. Math. Lett.
A. Thavaneswaran, S. S. Appadoo, Julieta Frank
2011 J jnl
Doubly stochastic models with GARCH innovations.
Appl. Math. Lett.
Shelton Peiris, A. Thavaneswaran, S. S. Appadoo
2011 J jnl
Possibilistic moment generating functions.
Appl. Math. Lett.
Alex Paseka, S. S. Appadoo, A. Thavaneswaran
2009 J jnl
RCA models with GARCH innovations.
Appl. Math. Lett.
A. Thavaneswaran, S. S. Appadoo, Melody Ghahramani
2009 J jnl
Recursive estimation for continuous time stochastic volatility models.
Appl. Math. Lett.
Hui Gong, A. Thavaneswaran
2009 J jnl
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing.
Math. Comput. Model.
A. Thavaneswaran, S. S. Appadoo, Alex Paseka
2008 J jnl
A note on GARCH model identification.
Comput. Math. Appl.
Melody Ghahramani, A. Thavaneswaran
2007 J jnl
An introduction to volatility models with indices.
Appl. Math. Lett.
Shelton Peiris, A. Thavaneswaran
2007 J jnl
Fuzzy coefficient volatility (FCV) models with applications.
Math. Comput. Model.
A. Thavaneswaran, Kulathava Ranee Thiagarajah, Srimantoorao Semischetty Appadoo
2007 J jnl
Option valuation model with adaptive fuzzy numbers.
Comput. Math. Appl.
Kulathava Ranee Thiagarajah, S. S. Appadoo, A. Thavaneswaran
2006 J jnl
Properties of a New Family of Volatility Sign Models.
Comput. Math. Appl.
A. Thavaneswaran, S. S. Appadoo
2006 J jnl
RCA models with correlated errors.
Appl. Math. Lett.
S. S. Appadoo, A. Thavaneswaran, Jagbir Singh
2006 J jnl
Recent developments in volatility modeling and applications.
Adv. Decis. Sci.
A. Thavaneswaran, Srimantoorao Semischetty Appadoo, C. R. Bector
2005 J jnl
Random coefficient GARCH models.
Math. Comput. Model.
A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta
2005 J jnl
Random coefficient mixture (RCM) GARCH models.
Math. Comput. Model.
A. Thavaneswaran, S. S. Appadoo, Jagbir Singh