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

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)

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)