Aerambamoorthy Thavaneswaran

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 35

Top Topics

Demand Forecasting

Machine Learning

Top Venues

Publications

Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. COMPSAC (2023)
Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
Portfolio Diversification with Clustering Techniques. SSCI (2023)
Joydip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks. COMPSAC (2023)
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Thimani Ranathungage, Joy Dip Das
High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies. SSCI (2023)
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka
Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies. SSCI (2023)
Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. COMPSAC (2023)
You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau
A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility. COMPSAC (2023)
Golnaz Sababipour Asl, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
Stock Volatility Forecasting with Transformer Network. SSCI (2023)
Aerambamoorthy Thavaneswaran, You Liang, Sanjiv Das, Ruppa K. Thulasiram, Janakumar Bhanushali
Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods. CIFEr (2022)
Sulalitha Bowala, Mohammadreza Makhan, You Liang, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo
Superiority of the Neural Network Dynamic Regression Models for Ontario Electricity Demand Forecasting. CCECE (2022)
Sulalitha Bowala, Japjeet Singh, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies. CIFEr (2022)
Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani
Deep Learning Predictions for Cryptocurrencies. COMPSAC (2022)
You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala
A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies. COMPSAC (2022)
Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
LSTM based Algorithmic Trading model for Bitcoin. SSCI (2022)
You Liang, Aerambamoorthy Thavaneswaran
Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models. COMPSAC (2022)
Japjeet Singh, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Saumen Mandal
Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies. FUZZ-IEEE (2022)
Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram
A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient. FUZZ-IEEE (2021)
Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo
Data-Driven Fuzzy Demand Forecasting Models for Resilient Supply Chains. SSCI (2021)
Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo, Ruppa K. Thulasiram, Behrouz Banitalebi
A Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning. COMPSAC (2021)
You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner
Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures. COMPSAC (2021)
Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. COMPSAC (2021)
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Yuvraj Gajpal, Aerambamoorthy Thavaneswaran
Intelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market. COMPSAC (2021)
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran
Optimal Bidding Strategy in Day-Ahead Electricity Market for Large Consumers. CCECE (2021)
Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. COMPSAC (2021)
Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. COMPSAC (2020)
You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque
Data-Driven Adaptive Regularized Risk Forecasting. COMPSAC (2020)
Manmohit Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources. SSCI (2020)
You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price. COMPSAC (2020)
You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque, Ruppa K. Thulasiram
Dynamic Data Science Applications in Optimal Profit Algorithmic Trading. COMPSAC (2020)
Behrouz Banitalebi, Md. Erfanul Hoque, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran
Regularized Probabilistic Forecasting of Electricity Wholesale Price and Demand. SSCI (2020)
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran
Data Driven Approach for Reduced Value at Risk Forecasts in Renewable Power Supply Systems. CCECE (2020)
You Liang, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque
A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility. SSCI (2020)
Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque
Modeling of Short-Term Electricity Demand and Comparison of Machine Learning Approaches for Load Forecasting. COMPSAC (2020)
Yaohua Zhang, Jian Zou, Nalini Ravishanker, Aerambamoorthy Thavaneswaran
Modeling financial durations using penalized estimating functions. Comput. Stat. Data Anal. 131 (2019)
Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model. COMPSAC (2) (2019)
Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska
Estimation of call prices for some stochastic volatility models. Model. Assist. Stat. Appl. 9 (3) (2014)