Aerambamoorthy Thavaneswaran

53 papers B 32Journal 3Unranked 18
YearRankTypeTitle / Venue / Authors
2025 B conf
Adapting Hybridization of Deep Learning Algorithms for High-Frequency Datasets.
COMPSAC
Joy Dip Das, Avanthi Saumyamala, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2025 B conf
Hybrid LSTM/GRU and Support Vector Regression Models for Stock Index Prediction.
COMPSAC
Joy Dip Das, Ruppa K. Thulasiram, Sulalitha Bowala, Avanthi Saumyamala, Aerambamoorthy Thavaneswaran
2025 — conf
Non-Linear Data Representation with Machine Learning for Dynamic Covariance Based Financial Portfolio Optimization.
CIFEr
Joy Dip Das, Avanthi M. Gedara, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2025 B conf
Novel Data Driven High Dimensional Volatility Networks and Dynamic Price Networks.
COMPSAC
Avanthi Saumyamala, Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
2025 — conf
Novel Financial Network Models Using Neuro Correlations and Applications.
CiFer Companion
Avanthi Saumyamala, Aerambamoorthy Thavaneswaran, Sulalitha Bowala, Joy Dip Das, Ruppa K. Thulasiram, Alex Paseka
2025 B conf
On the Superiority of Data-Driven Combined Forecasts Based on Deep Learning Models.
COMPSAC
Sulalitha Bowala, Md. Erfanul Hoque, Hina Shaheen, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Alex Paseka
2025 B conf
Statistical and Deep Learning Approaches for Risk Assessment and Volatility Forecasting in Renewable Energy Investments.
COMPSAC
Shalini Jayanetti, Sulalitha Bowala, Sumeet Kalia, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque, Razvan G. Romanescu
2025 B conf
Superiority of RMT Filtered Data-Driven Covariance Matrix for Portfolio Optimization and Resilient Networks.
COMPSAC
Avanthi Saumyamala, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Ruppa K. Thulasiram
2025 B conf
Superiority of the Neural Network Models for Multivariate Price and Volatility Forecasting.
COMPSAC
Avanthi Saumyamala, You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Ruppa K. Thulasiram
2025 — conf
The Superiority of Direct Neuro Volatility Forecasts Over GARCH and Machine Learning Forecasts for Financial Assets.
CiFer Companion
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Avanthi Saumyamala, Joy Dip Das, Ruppa K. Thulasiram, Alex Paseka
2024 B conf
A Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Juan Liyau, Areebah Muhammad, Thimani Ranathungage, Ruppa K. Thulasiram
2024 B conf
Application of a Novel Fuzzy Pattern Mining Algorithm for Sequence Data.
COMPSAC
Thimani Ranathungage, Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2024 B conf
Neural Network Fuzzy Electricity Demand Forecasts Based on Fuzzy Inputs.
COMPSAC
Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Srimantoorao Semischetty Appadoo
2024 B conf
Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading.
COMPSAC
Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka
2024 B conf
Novel Non-linear Adaptive Fuzzy Adjacency Matrices for Financial Volatility Network Models.
COMPSAC
Avanthi Saumyamala, Sulalitha Bowala, You Liang, Shanika Basnayake, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2024 B conf
Novel Resilient Model Risk Forecasts Based on Neuro Volatility Models.
COMPSAC
Md. Erfanul Hoque, Sulalitha Bowala, Avanthi Saumyamala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2023 B conf
A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau
2023 B conf
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading.
COMPSAC
Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka
2023 B conf
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.
COMPSAC
Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2023 — conf
High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies.
SSCI
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Thimani Ranathungage, Joy Dip Das
2023 — conf
Portfolio Diversification with Clustering Techniques.
SSCI
Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2023 B conf
Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks.
COMPSAC
Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2023 — conf
Stock Volatility Forecasting with Transformer Network.
SSCI
Golnaz Sababipour ASL, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2023 — conf
Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies.
SSCI
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka
2022 B conf
A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala
2022 — conf
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies.
CIFEr
Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal
2022 B conf
Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies.
FUZZ-IEEE
Japjeet Singh, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal
2022 B conf
Deep Learning Predictions for Cryptocurrencies.
COMPSAC
Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani
2022 — conf
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods.
CIFEr
Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali
2022 — conf
LSTM based Algorithmic Trading model for Bitcoin.
SSCI
Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2022 B conf
Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran
2022 — conf
Superiority of the Neural Network Dynamic Regression Models for Ontario Electricity Demand Forecasting.
CCECE
Sulalitha Bowala, Mohammadreza Makhan, You Liang, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo
2021 B conf
A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient.
FUZZ-IEEE
Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram
2021 B conf
A Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning.
COMPSAC
Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo, Ruppa K. Thulasiram, Behrouz Banitalebi
2021 B conf
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.
COMPSAC
Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
2021 — conf
Data-Driven Fuzzy Demand Forecasting Models for Resilient Supply Chains.
SSCI
Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo
2021 B conf
Intelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market.
COMPSAC
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Yuvraj Gajpal, Aerambamoorthy Thavaneswaran
2021 B conf
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.
COMPSAC
Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram
2021 — conf
Optimal Bidding Strategy in Day-Ahead Electricity Market for Large Consumers.
CCECE
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran
2021 B conf
Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner
2020 — conf
A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility.
SSCI
You Liang, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque
2020 B conf
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram
2020 — conf
Data Driven Approach for Reduced Value at Risk Forecasts in Renewable Power Supply Systems.
CCECE
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran
2020 B conf
Data-Driven Adaptive Regularized Risk Forecasting.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque
2020 — conf
Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources.
SSCI
Manmohit Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2020 B conf
Dynamic Data Science Applications in Optimal Profit Algorithmic Trading.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque, Ruppa K. Thulasiram
2020 B conf
Modeling of Short-Term Electricity Demand and Comparison of Machine Learning Approaches for Load Forecasting.
COMPSAC
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque
2020 B conf
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.
COMPSAC
Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram
2020 — conf
Regularized Probabilistic Forecasting of Electricity Wholesale Price and Demand.
SSCI
Behrouz Banitalebi, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran
2019 — conf
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model.
COMPSAC (2)
Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Md. Erfanul Hoque, Nalini Ravishanker
2019 J jnl
Modeling financial durations using penalized estimating functions.
Comput. Stat. Data Anal.
Yaohua Zhang, Jian Zou, Nalini Ravishanker, Aerambamoorthy Thavaneswaran
2014 J jnl
Estimation of call prices for some stochastic volatility models.
Model. Assist. Stat. Appl.
Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska
2012 J jnl
RCA model with quadratic GARCH innovation distribution.
Appl. Math. Lett.
S. S. Appadoo, Aerambamoorthy Thavaneswaran, Saumen Mandal