Sameer Kumar, Ruppa Thulasiram and Parimala Thulasiraman, A Novel Application of ACO to Price Transmission Rights in Electricity Markets, 5th World Congress on Nature and Biologically Inspired Computing (NaBiC) 2013, Fargo, ND, Aug. 12-14, 2013.
Sameer K. Singh, Ruppa K. Thulasiram and Parimala Thulasiraman, Pricing Transmission Rights using Ant Colony
Optimization , ACM Genetic and Evolutionary Computation Conference (GECCO), Dublin, Ireland, 2011.
Girish K. Jha, Sameer Kumar, Hari Prasain, Parimala Thulasiraman and Ruppa K. Thulasiram,
Option pricing Using Particle Swarm Optimization ,
The ACM Canadian Conference on Computer Science and Software Engineering (C3S2E), Montreal, Quebec, May 2009, pp.267-272.
Sameer Kumar, Gitika Chadha, Parimala Thulasiraman and Ruppa K. Thulasiram,
Ant Colony Optimization to Price Exotic Options , IEEE Congress on Evolutionary Computation, Trondheim, Norway, May 2009, pp. 2366-2373.
Sameer Kumar, Ruppa K. Thulasiram and Parimala Thulasiraman, A Bioinspired Algorithm to Price Options", The ACM Canadian Conference on Computer Science and Software Engineering (C3S2E), Montreal, Quebec, May 2008.
Book Chapter
Sameer Kumar, Parimala Thulasiraman and Ruppa K. Thulasiram,
"ACO for Option Pricing", in Natural
Computing in Computational Finance - Volume II,
(Ed. Anthony Brabazon), Springer Verlag, 2008.