A. Thavaneswaran - researchr alias

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Viewing Publication 1 - 22 from 22

2021

Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo ApproachYou Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali. ssci 2021: 1-7 [doi]

A novel data-driven neuro arch (DDNA) model for option pricing on cloudManmohit Singh, Ruppa K. Thulasiram, A. Thavaneswaran. jbft, 5(2):89-103, 2021. [doi]

Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio OptimizationNa Yu, You Liang, A. Thavaneswaran. ssci 2021: 1-7 [doi]

2020

Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic TradingA. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram. fuzzIEEE 2020: 1-8 [doi]

2019

Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility ModelA. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh. fuzzIEEE 2019: 1-6 [doi]

2015

Measuring the bullwhip effect for supply chains with seasonal demand componentsC. H. Nagaraja, A. Thavaneswaran, S. S. Appadoo. eor, 242(2):445-454, 2015. [doi]

2013

Binary option pricing using fuzzy numbersA. Thavaneswaran, S. S. Appadoo, J. Frank. appml, 26(1):65-72, 2013. [doi]

2012

RCA model with quadratic GARCH innovation distributionS. S. Appadoo, A. Thavaneswaran, S. Mandal. appml, 25(10):1452-1457, 2012. [doi]

2011

Possibilistic moment generating functionsA. Paseka, S. S. Appadoo, A. Thavaneswaran. appml, 24(5):630-635, 2011. [doi]

Doubly stochastic models with GARCH innovationsS. Peiris, A. Thavaneswaran, S. S. Appadoo. appml, 24(11):1768-1773, 2011. [doi]

2009

Recursive estimation for continuous time stochastic volatility modelsH. Gong, A. Thavaneswaran. appml, 22(11):1770-1774, 2009. [doi]

RCA models with GARCH innovationsA. Thavaneswaran, S. S. Appadoo, M. Ghahramani. appml, 22(1):110-114, 2009. [doi]

Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricingA. Thavaneswaran, S. S. Appadoo, A. Paseka. mcm, 49(1-2):352-368, 2009. [doi]

2008

A note on GARCH model identificationM. Ghahramani, A. Thavaneswaran. cma, 55(11):2469-2475, 2008. [doi]

2007

An introduction to volatility models with indicesM. Shelton Peiris, A. Thavaneswaran. appml, 20(2):177-182, 2007. [doi]

Fuzzy coefficient volatility (FCV) models with applicationsA. Thavaneswaran, Kulathava Ranee Thiagarajah, Srimantoorao Semischetty Appadoo. mcm, 45(7-8):777-786, 2007. [doi]

Option valuation model with adaptive fuzzy numbersKulathava Ranee Thiagarajah, S. S. Appadoo, A. Thavaneswaran. cma, 53(5):831-841, 2007. [doi]

2006

RCA models with correlated errorsS. S. Appadoo, A. Thavaneswaran, Jagbir Singh. appml, 19(8):824-829, 2006. [doi]

Recent developments in volatility modeling and applicationsA. Thavaneswaran, Srimantoorao Semischetty Appadoo, C. R. Bector. jamds, 2006, 2006. [doi]

Properties of a New Family of Volatility Sign ModelsA. Thavaneswaran, S. S. Appadoo. cma, 52(6-7):809-818, 2006. [doi]

2005

Random coefficient GARCH modelsA. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta. mcm, 41(6-7):723-733, 2005. [doi]

Random coefficient mixture (RCM) GARCH modelsA. Thavaneswaran, S. S. Appadoo, Jagbir Singh. mcm, 42(5-6):519-532, 2005. [doi]

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