A. Thavaneswaran

According to our database, A. Thavaneswaran authored at least 58 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Portfolio Diversification with Clustering Techniques.

Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies.

Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Thimani Ranathungage, Joy Dip Das

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies.

Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Stock Volatility Forecasting with Transformer Network.

Golnaz Sababipour ASL, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Comparison of Trading Strategies: Dual Momentum vs Pairs Trading.

Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility.

You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.

Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks.

Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

2022

LSTM based Algorithmic Trading model for Bitcoin.

Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2022

Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies.

Japjeet Singh, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal

Proceedings of the IEEE International Conference on Fuzzy Systems, 2022

Deep Learning Predictions for Cryptocurrencies.

Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani

Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies.

You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala

Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models.

You Liang, Aerambamoorthy Thavaneswaran

Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods.

Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies.

Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Superiority of the Neural Network Dynamic Regression Models for Ontario Electricity Demand Forecasting.

Sulalitha Bowala, Mohammadreza Makhan, You Liang, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo

Proceedings of the IEEE Canadian Conference on Electrical and Computer Engineering, 2022

2021

A novel data-driven neuro arch (DDNA) model for option pricing on cloud.

Manmohit Singh, Ruppa K. Thulasiram, A. Thavaneswaran

J. Bank. Financial Technol., 2021

Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization.

Na Yu, You Liang, A. Thavaneswaran

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2021

Data-Driven Fuzzy Demand Forecasting Models for Resilient Supply Chains.

Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2021

Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach.

You Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2021

A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient.

Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram

Proceedings of the 30th IEEE International Conference on Fuzzy Systems, 2021

Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.

Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.

You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.

Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

A Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning.

Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo, Ruppa K. Thulasiram, Behrouz Banitalebi

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

Intelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market.

Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Yuvraj Gajpal, Aerambamoorthy Thavaneswaran

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

Optimal Bidding Strategy in Day-Ahead Electricity Market for Large Consumers.

Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran

Proceedings of the 34th IEEE Canadian Conference on Electrical and Computer Engineering, 2021

2020

Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources.

Manmohit Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility.

You Liang, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

Regularized Probabilistic Forecasting of Electricity Wholesale Price and Demand.

Behrouz Banitalebi, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading.

A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram

Proceedings of the 29th IEEE International Conference on Fuzzy Systems, 2020

Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.

Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Data-Driven Adaptive Regularized Risk Forecasting.

You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Dynamic Data Science Applications in Optimal Profit Algorithmic Trading.

You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque, Ruppa K. Thulasiram

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price.

You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Modeling of Short-Term Electricity Demand and Comparison of Machine Learning Approaches for Load Forecasting.

Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Data Driven Approach for Reduced Value at Risk Forecasts in Renewable Power Supply Systems.

Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran

Proceedings of the IEEE Canadian Conference on Electrical and Computer Engineering, 2020

2019

Modeling financial durations using penalized estimating functions.

Yaohua Zhang, Jian Zou, Nalini Ravishanker, Aerambamoorthy Thavaneswaran

Comput. Stat. Data Anal., 2019

Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model.

A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh

Proceedings of the 2019 IEEE International Conference on Fuzzy Systems, 2019

Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model.

Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker

Proceedings of the 43rd IEEE Annual Computer Software and Applications Conference, 2019

2015

Measuring the bullwhip effect for supply chains with seasonal demand components.

Chaitra H. Nagaraja, A. Thavaneswaran, S. S. Appadoo

Eur. J. Oper. Res., 2015

2014

Estimation of call prices for some stochastic volatility models.

Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska

Model. Assist. Stat. Appl., 2014

2013

Binary option pricing using fuzzy numbers.

A. Thavaneswaran, S. S. Appadoo, Julieta Frank

Appl. Math. Lett., 2013

2012

RCA model with quadratic GARCH innovation distribution.

S. S. Appadoo, Aerambamoorthy Thavaneswaran, Saumen Mandal

Appl. Math. Lett., 2012

2011

Doubly stochastic models with GARCH innovations.

Shelton Peiris, A. Thavaneswaran, S. S. Appadoo

Appl. Math. Lett., 2011

Possibilistic moment generating functions.

Alex Paseka, S. S. Appadoo, A. Thavaneswaran

Appl. Math. Lett., 2011

2009

Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing.

A. Thavaneswaran, S. S. Appadoo, Alex Paseka

Math. Comput. Model., 2009

RCA models with GARCH innovations.

A. Thavaneswaran, S. S. Appadoo, Melody Ghahramani

Appl. Math. Lett., 2009

Recursive estimation for continuous time stochastic volatility models.

Hui Gong, A. Thavaneswaran

Appl. Math. Lett., 2009

2008

A note on GARCH model identification.

Melody Ghahramani, A. Thavaneswaran

Comput. Math. Appl., 2008

2007

Fuzzy coefficient volatility (FCV) models with applications.

A. Thavaneswaran, Kulathava Ranee Thiagarajah, Srimantoorao Semischetty Appadoo

Math. Comput. Model., 2007

Option valuation model with adaptive fuzzy numbers.

Kulathava Ranee Thiagarajah, S. S. Appadoo, A. Thavaneswaran

Comput. Math. Appl., 2007

An introduction to volatility models with indices.

Shelton Peiris, A. Thavaneswaran

Appl. Math. Lett., 2007

2006

Recent developments in volatility modeling and applications.

A. Thavaneswaran, Srimantoorao Semischetty Appadoo, C. R. Bector

Adv. Decis. Sci., 2006

Properties of a New Family of Volatility Sign Models.

A. Thavaneswaran, S. S. Appadoo

Comput. Math. Appl., 2006

RCA models with correlated errors.

S. S. Appadoo, A. Thavaneswaran, Jagbir Singh

Appl. Math. Lett., 2006

2005

Random coefficient GARCH models.

A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta

Math. Comput. Model., 2005

Random coefficient mixture (RCM) GARCH models.

A. Thavaneswaran, S. S. Appadoo, Jagbir Singh

Math. Comput. Model., 2005