Random coefficient mixture (RCM) GARCH models. - A. Thavaneswaran; S. S. Appadoo; Jagbir Singh (Math. Comput. Model., 2005)

Random coefficient GARCH models. - A. Thavaneswaran; Srimantoorao Semischetty Appadoo; M. Samanta (Math. Comput. Model., 2005)

RCA models with correlated errors. - S. S. Appadoo; A. Thavaneswaran; Jagbir Singh (Appl. Math. Lett., 2006)

Properties of a New Family of Volatility Sign Models. - A. Thavaneswaran; S. S. Appadoo (Comput. Math. Appl., 2006)

Recent developments in volatility modeling and applications. - A. Thavaneswaran; Srimantoorao Semischetty Appadoo; C. R. Bector (Adv. Decis. Sci., 2006)

An introduction to volatility models with indices. - Shelton Peiris; A. Thavaneswaran (Appl. Math. Lett., 2007)

Option valuation model with adaptive fuzzy numbers. - Kulathava Ranee Thiagarajah; S. S. Appadoo; A. Thavaneswaran (Comput. Math. Appl., 2007)

Fuzzy coefficient volatility (FCV) models with applications. - A. Thavaneswaran; Kulathava Ranee Thiagarajah; Srimantoorao Semischetty Appadoo (Math. Comput. Model., 2007)

A note on GARCH model identification. - Melody Ghahramani; A. Thavaneswaran (Comput. Math. Appl., 2008)

Recursive estimation for continuous time stochastic volatility models. - Hui Gong; A. Thavaneswaran (Appl. Math. Lett., 2009)

RCA models with GARCH innovations. - A. Thavaneswaran; S. S. Appadoo; Melody Ghahramani (Appl. Math. Lett., 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)

Possibilistic moment generating functions. - Alex Paseka; S. S. Appadoo; A. Thavaneswaran (Appl. Math. Lett., 2011)

Doubly stochastic models with GARCH innovations. - Shelton Peiris; A. Thavaneswaran; S. S. Appadoo (Appl. Math. Lett., 2011)

RCA model with quadratic GARCH innovation distribution. - S. S. Appadoo; Aerambamoorthy Thavaneswaran; Saumen Mandal (Appl. Math. Lett., 2012)

Binary option pricing using fuzzy numbers. - A. Thavaneswaran; S. S. Appadoo; Julieta Frank (Appl. Math. Lett., 2013)

Estimation of call prices for some stochastic volatility models. - Hui Gong; Aerambamoorthy Thavaneswaran; Darja Kalajdzievska (Model. Assist. Stat. Appl., 2014)

Measuring the bullwhip effect for supply chains with seasonal demand components. - Chaitra H. Nagaraja; A. Thavaneswaran; S. S. Appadoo (Eur. J. Oper. Res., 2015)

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 (COMPSAC (2), 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 (FUZZ-IEEE, 2019)

Modeling financial durations using penalized estimating functions. - Yaohua Zhang; Jian Zou; Nalini Ravishanker; Aerambamoorthy Thavaneswaran (Comput. Stat. Data Anal., 2019)

Data Driven Approach for Reduced Value at Risk Forecasts in Renewable Power Supply Systems. - Behrouz Banitalebi; Srimantoorao Semischetty Appadoo; Aerambamoorthy Thavaneswaran (CCECE, 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 (COMPSAC, 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 (COMPSAC, 2020)

Dynamic Data Science Applications in Optimal Profit Algorithmic Trading. - You Liang; Aerambamoorthy Thavaneswaran; Na Yu; Md. Erfanul Hoque; Ruppa K. Thulasiram (COMPSAC, 2020)

Data-Driven Adaptive Regularized Risk Forecasting. - You Liang; Aerambamoorthy Thavaneswaran; Zimo Zhu; Ruppa K. Thulasiram; Md. Erfanul Hoque (COMPSAC, 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 (COMPSAC, 2020)

Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading. - A. Thavaneswaran; You Liang; Zimo Zhu; Ruppa K. Thulasiram (FUZZ-IEEE, 2020)

Regularized Probabilistic Forecasting of Electricity Wholesale Price and Demand. - Behrouz Banitalebi; Md. Erfanul Hoque; Srimantoorao Semischetty Appadoo; Aerambamoorthy Thavaneswaran (SSCI, 2020)

A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility. - You Liang; Aerambamoorthy Thavaneswaran; Md. Erfanul Hoque (SSCI, 2020)

Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources. - Manmohit Singh; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran (SSCI, 2020)

Optimal Bidding Strategy in Day-Ahead Electricity Market for Large Consumers. - Behrouz Banitalebi; Srimantoorao Semischetty Appadoo; Aerambamoorthy Thavaneswaran (CCECE, 2021)

Intelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market. - Behrouz Banitalebi; Srimantoorao Semischetty Appadoo; Yuvraj Gajpal; Aerambamoorthy Thavaneswaran (COMPSAC, 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 (COMPSAC, 2021)

An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. - Md. Erfanul Hoque; Aerambamoorthy Thavaneswaran; Alex Paseka; Ruppa K. Thulasiram (COMPSAC, 2021)

Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures. - You Liang; Aerambamoorthy Thavaneswaran; Alexander Paseka; Ruppa K. Thulasiram; Ethan Johnson-Skinner (COMPSAC, 2021)

Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. - Aerambamoorthy Thavaneswaran; You Liang; Na Yu; Alex Paseka; Ruppa K. Thulasiram (COMPSAC, 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 (FUZZ-IEEE, 2021)

Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach. - You Liang; A. Thavaneswaran; Alexander Paseka; Janakumar Bhanushali (SSCI, 2021)

Data-Driven Fuzzy Demand Forecasting Models for Resilient Supply Chains. - Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram; Md. Erfanul Hoque; Srimantoorao Semischetty Appadoo (SSCI, 2021)

Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization. - Na Yu; You Liang; A. Thavaneswaran (SSCI, 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)

Superiority of the Neural Network Dynamic Regression Models for Ontario Electricity Demand Forecasting. - Sulalitha Bowala; Mohammadreza Makhan; You Liang; Aerambamoorthy Thavaneswaran; Srimantoorao Semischetty Appadoo (CCECE, 2022)

Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies. - Sulalitha Bowala; Japjeet Singh; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram; Saumen Mandal (CIFEr, 2022)

Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. - Aerambamoorthy Thavaneswaran; You Liang; Sanjiv Das; Ruppa K. Thulasiram; Janakumar Bhanushali (CIFEr, 2022)

Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models. - You Liang; Aerambamoorthy Thavaneswaran (COMPSAC, 2022)

A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies. - You Liang; Aerambamoorthy Thavaneswaran; Alex Paseka; Wei Qiao; Melody Ghahramani; Sulalitha Bowala (COMPSAC, 2022)

Deep Learning Predictions for Cryptocurrencies. - Aerambamoorthy Thavaneswaran; You Liang; Sulalitha Bowala; Alex Paseka; Melody Ghahramani (COMPSAC, 2022)

Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies. - Japjeet Singh; Sulalitha Bowala; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram; Saumen Mandal (FUZZ-IEEE, 2022)

LSTM based Algorithmic Trading model for Bitcoin. - Japjeet Singh; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran (SSCI, 2022)

Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks. - Joy Dip Das; Sulalitha Bowala; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran (COMPSAC, 2023)

Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. - Md. Erfanul Hoque; Sulalitha Bowala; Alex Paseka; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram (COMPSAC, 2023)

A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility. - You Liang; Aerambamoorthy Thavaneswaran; Alex Paseka; Sulalitha Bowala; Juan Liyau (COMPSAC, 2023)

Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. - Japjeet Singh; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran; Alex Paseka (COMPSAC, 2023)

Stock Volatility Forecasting with Transformer Network. - Golnaz Sababipour ASL; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran (SSCI, 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 (SSCI, 2023)

High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies. - Sulalitha Bowala; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram; Thimani Ranathungage; Joy Dip Das (SSCI, 2023)

Portfolio Diversification with Clustering Techniques. - Joy Dip Das; Sulalitha Bowala; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran (SSCI, 2023)

Neural Network Fuzzy Electricity Demand Forecasts Based on Fuzzy Inputs. - Sulalitha Bowala; Md. Erfanul Hoque; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram; Srimantoorao Semischetty Appadoo (COMPSAC, 2024)

Novel Resilient Model Risk Forecasts Based on Neuro Volatility Models. - Md. Erfanul Hoque; Sulalitha Bowala; Avanthi Saumyamala; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram (COMPSAC, 2024)

A Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts. - You Liang; Aerambamoorthy Thavaneswaran; Juan Liyau; Areebah Muhammad; Thimani Ranathungage; Ruppa K. Thulasiram (COMPSAC, 2024)

Application of a Novel Fuzzy Pattern Mining Algorithm for Sequence Data. - Thimani Ranathungage; Sulalitha Bowala; Md. Erfanul Hoque; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram (COMPSAC, 2024)

Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading. - Thimani Ranathungage; Aerambamoorthy Thavaneswaran; You Liang; Ruppa K. Thulasiram; Alex Paseka (COMPSAC, 2024)

Novel Non-linear Adaptive Fuzzy Adjacency Matrices for Financial Volatility Network Models. - Avanthi Saumyamala; Sulalitha Bowala; You Liang; Shanika Basnayake; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram (COMPSAC, 2024)

The Superiority of Direct Neuro Volatility Forecasts Over GARCH and Machine Learning Forecasts for Financial Assets. - Sulalitha Bowala; Aerambamoorthy Thavaneswaran; Avanthi Saumyamala; Joy Dip Das; Ruppa K. Thulasiram; Alex Paseka (CiFer Companion, 2025)

Non-Linear Data Representation with Machine Learning for Dynamic Covariance Based Financial Portfolio Optimization. - Joy Dip Das; Avanthi M. Gedara; Sulalitha Bowala; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran (CIFEr, 2025)

Novel Financial Network Models Using Neuro Correlations and Applications. - Avanthi Saumyamala; Aerambamoorthy Thavaneswaran; Sulalitha Bowala; Joy Dip Das; Ruppa K. Thulasiram; Alex Paseka (CiFer Companion, 2025)