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
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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.
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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).
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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).
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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.
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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.
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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.
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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