Drona Kandhai - researchr alias

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Viewing Publication 1 - 13 from 13

2024

Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank AnnouncementAleksander Janczewski, Ioannis Anagnostou, Drona Kandhai. entropy, 26(9):738, September 2024. [doi]

2018

Incorporating Contagion in Portfolio Credit Risk Models Using Network TheoryIoannis Anagnostou, Sumit Sourabh, Drona Kandhai. complexity, 2018, 2018. [doi]

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural NetworksGeorgios Moysiadis, Ioannis Anagnostou, Drona Kandhai. pkdd 2019: 23-36 [doi]

2012

Understanding Complex Dynamics in derivatives Finance: Why do Options Markets Smile?G. Qiu, Drona Kandhai, N. F. Johnson, Peter M. A. Sloot. advcs, 15(7), 2012. [doi]

2010

Modeling options markets by focusing on active tradersrG. Qiu, Drona Kandhai, Peter M. A. Sloot. procedia, 1(1):2457-2462, 2010. [doi]

2004

Lattice BGK simulations of flow in a symmetric bifurcationAbdel Monim M. Artoli, Drona Kandhai, Huub C. J. Hoefsloot, Alfons G. Hoekstra, Peter M. A. Sloot. fgcs, 20(6):909-916, 2004. [doi]

2003

Lattice Boltzmann, a Robust and Accurate Solver for Interactive Computational HemodynamicsAbdel Monim M. Artoli, Drona Kandhai, Huub C. J. Hoefsloot, Alfons G. Hoekstra, Peter M. A. Sloot. iccS 2003: 1034-1043 [doi]

2001

Iterative momentum relaxation for fast lattice-Boltzmann simulationsDrona Kandhai, A. Koponen, Alfons G. Hoekstra, Peter M. A. Sloot. fgcs, 18(1):89-96, 2001. [doi]

2000

The Distributed ASCI Supercomputer ProjectHenri E. Bal, Raoul Bhoedjang, Rutger F. H. Hofman, Ceriel J. H. Jacobs, Thilo Kielmann, Jason Maassen, Rob van Nieuwpoort, John Romain, Luc Renambot, Tim Rühl, Ronald Veldema, Kees Verstoep, Aline Baggio, Gerco Ballintijn, Ihor Kuz, Guillaume Pierre, Maarten van Steen, Andrew S. Tanenbaum, Gerben Doornbos, Desmond Germans, Hans J. W. Spoelder, Evert Jan Baerends, Stan J. A. van Gisbergen, Hamid Afsermanseh, G. Dick van Albada, Adam Belloum, David Dubbeldam, Zeger W. Hendrikse, Louis O. Hertzberger, Alfons G. Hoekstra, Kamil Iskra, Drona Kandhai, Dennis Koelma, Frank van der Linden, Benno J. Overeinder, Peter M. A. Sloot, Piero Spinnato, Dick H. J. Epema, Arjan J. C. van Gemund, Pieter P. Jonker, Andrei Radulescu, Kees van Reeuwijk, Henk J. Sips, Peter M. W. Knijnenburg, Michael S. Lew, Floris Sluiter, Lex Wolters, Hans Blom, Cees de Laat. sigops, 34(4):76-96, 2000. [doi]

The Distributed ASCI Supercomputer ProjectHenri E. Bal, Raoul Bhoedjang, Rutger F. H. Hofman, Ceriel J. H. Jacobs, Thilo Kielmann, Jason Maassen, Rob van Nieuwpoort, John Romain, Luc Renambot, Tim Rühl, Ronald Veldema, Kees Verstoep, Aline Baggio, Gerco Ballintijn, Ihor Kuz, Guillaume Pierre, Maarten van Steen, Andrew S. Tanenbaum, Gerben Doornbos, Desmond Germans, Hans J. W. Spoelder, Evert Jan Baerends, Stan J. A. van Gisbergen, Hamid Afsermanseh, G. Dick van Albada, Adam Belloum, David Dubbeldam, Zeger W. Hendrikse, Louis O. Hertzberger, Alfons G. Hoekstra, Kamil Iskra, Drona Kandhai, Dennis Koelma, Frank van der Linden, Benno J. Overeinder, Peter M. A. Sloot, Piero Spinnato, Dick H. J. Epema, Arjan J. C. van Gemund, Pieter P. Jonker, Andrei Radulescu, Kees van Reeuwijk, Henk J. Sips, Peter M. W. Knijnenburg, Michael S. Lew, Floris Sluiter, Lex Wolters, Hans Blom, Cees de Laat. sigops, 34(4):76-96, 2000. [doi]

1999

Iterative Momentum Relaxation for Fast Lattice-Boltzmann SimulationsDrona Kandhai, A. Koponen, Alfons G. Hoekstra, Peter M. A. Sloot. hpcn 1999: 311-318

1998

Parallel Latice-Boltzmann Simulation of Fluid Flow in Centrifugal Elutriation ChambersDrona Kandhai, David Dubbeldam, Alfons G. Hoekstra, Peter M. A. Sloot. hpcn 1998: 173-182

1996

Constrained Migration of an Atmospheric Circulation ModelDrona Kandhai, Peter M. A. Sloot, J. P. Huot. hpcn 1996: 193-199

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