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

RCA models with GARCH innovations. - A. Thavaneswaran; S. S. Appadoo; Melody Ghahramani (Appl. Math. Lett., 2009)

Shrinkage Estimation of Linear Regression Models with GARCH Errors. - S. Hossain; Melody Ghahramani (J. Stat. Theory Appl., 2016)

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)