A. Thavaneswaran

Publication Activity (10 Years)

Years Active: 2005-2021
Publications (10 Years): 6

Top Topics

Black Scholes Model

Portfolio Optimization

Top Venues

Appl. Math. Lett.

J. Bank. Financial Technol.

Publications

Na Yu, You Liang, A. Thavaneswaran
Data-Driven Robust and Sparse Solutions for Large-scale Fuzzy Portfolio Optimization. SSCI (2021)
You Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali
Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach. SSCI (2021)
Manmohit Singh, Ruppa K. Thulasiram, A. Thavaneswaran
A novel data-driven neuro arch (DDNA) model for option pricing on cloud. J. Bank. Financial Technol. 5 (2) (2021)
A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram
Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading. FUZZ-IEEE (2020)
A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model. FUZZ-IEEE (2019)
Chaitra H. Nagaraja, A. Thavaneswaran, S. S. Appadoo
Measuring the bullwhip effect for supply chains with seasonal demand components. Eur. J. Oper. Res. 242 (2) (2015)
A. Thavaneswaran, S. S. Appadoo, Julieta Frank
Binary option pricing using fuzzy numbers. Appl. Math. Lett. 26 (1) (2013)
S. S. Appadoo, A. Thavaneswaran, S. Mandal
RCA model with quadratic GARCH innovation distribution. Appl. Math. Lett. 25 (10) (2012)
Alex Paseka, S. S. Appadoo, A. Thavaneswaran
Possibilistic moment generating functions. Appl. Math. Lett. 24 (5) (2011)
Shelton Peiris, A. Thavaneswaran, S. S. Appadoo
Doubly stochastic models with GARCH innovations. Appl. Math. Lett. 24 (11) (2011)
Hui Gong, A. Thavaneswaran
Recursive estimation for continuous time stochastic volatility models. Appl. Math. Lett. 22 (11) (2009)
A. Thavaneswaran, S. S. Appadoo, Alex Paseka
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing. Math. Comput. Model. 49 (1-2) (2009)
A. Thavaneswaran, S. S. Appadoo, M. Ghahramani
RCA models with GARCH innovations. Appl. Math. Lett. 22 (1) (2009)
M. Ghahramani, A. Thavaneswaran
A note on GARCH model identification. Comput. Math. Appl. 55 (11) (2008)
A. Thavaneswaran, Kulathava Ranee Thiagarajah, Srimantoorao Semischetty Appadoo
Fuzzy coefficient volatility (FCV) models with applications. Math. Comput. Model. 45 (7-8) (2007)
Shelton Peiris, A. Thavaneswaran
An introduction to volatility models with indices. Appl. Math. Lett. 20 (2) (2007)
Kulathava Ranee Thiagarajah, S. S. Appadoo, A. Thavaneswaran
Option valuation model with adaptive fuzzy numbers. Comput. Math. Appl. 53 (5) (2007)
A. Thavaneswaran, S. S. Appadoo
Properties of a New Family of Volatility Sign Models. Comput. Math. Appl. 52 (6-7) (2006)
S. S. Appadoo, A. Thavaneswaran, Jagbir Singh
RCA models with correlated errors. Appl. Math. Lett. 19 (8) (2006)
A. Thavaneswaran, Srimantoorao Semischetty Appadoo, C. R. Bector
Recent developments in volatility modeling and applications. Adv. Decis. Sci. 2006 (2006)
A. Thavaneswaran, S. S. Appadoo, Jagbir Singh
Random coefficient mixture (RCM) GARCH models. Math. Comput. Model. 42 (5-6) (2005)
A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta
Random coefficient GARCH models. Math. Comput. Model. 41 (6-7) (2005)