Defended, M.Sc.: Friday, September 16, 2011

Thesis Title: Accelerating Complex Chooser Option Pricing with GPU

PhD Candidate: Completed Candidacy Exam on June 6, 2012

Thesis Title:Pricing Cloud Compute Commodities with Financial Economic Models

Publications

Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiraman, Computing Value-at-Risk using Genetic Algorithm , Journal of Risk Finance , Emerald , Vol. 16 Iss 2 pp. 170 - 189, http://dx.doi.org/10.1108/JRF-09-2014-0132.

Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiraman, Clabacus: A Risk-Adjusted Cloud Resources Pricing Model using Financial Option Theory , IEEE , IEEE Transactions on Cloud Computing, SI:Cloud Economics (In Press).

Jose J. Mijares Chan, Bhanu Sharma, Jiaqing Lv, Gabriel Thomas, Ruppa Thulasiram, Parimala Thulasiraman, True Random Number Generator Using GPUs and Histogram Equalization Techniques , The 13th IEEE International Conference on Hiigh Performance Computing and Communications (HPCC), Banff, Alberta, Canada, Sept. 2-4, 2011 (Received Best Paper Award).

Bhanu Sharma, Parimala Thulasiraman and Ruppa K. Thulasiram, Pricing Cloud Compute Commodities: A Novel Financial Economic Model , IEEE/ACM International Symposium on Cluster, Cloud and Grid Computing (CCGrid), Ottawa, ON, Canada, May 13-16 2012.

Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiraman, Portfolio Management using Particle Swarm Optimization on GPU , The 10th International Symposium on Parallel and Distributed Processing with Applications (ISPA), Leganes, Madrid, Spain, July 10-13, 2012.

Saurabh Kumar Garg, Bhanu Sharma, Rodrigos N. Calheiros, Ruppa K. Thulasiram, Parimala Thulasiraman, and Rajkumar Buyya, Rendering Financial Application as a Software Service on Cloud , The 5th International Conference on Contemporary Computing (IC3), Noida, India, August 2012.

Bhanu Sharma, Ruppa K. Thulasiram and Parimala Thulasiraman, Normalized Particle Swarm Optimization for Complex Chooser Option Pricing on Graphics Processing Unit, Springer , The Journal of Supercomputing, Volume 66, Issue 1 (2013), pp 170-192.

Patent