Thesis Title : Bio-inspired Algorithms for Pricing Options

Publications: Journals and Conferences

* Yeshwanth Udayshankar, Sameer Kumar, Girish K. Jhai, Ruppa K. Thulasiram and Parimala Thulasiraman, An Aggregated Ant Colony Optimization Approach for Pricing, Proceedings (CD-RoM) of the 23rd IEEE/ACM Intl. Parallel and Distributed Processing Symposium (IPDPS) Workshop on Parallel and Distributed Computing in Finance (PDCoF), Rome, Italy, May 24-29, 2009.

* Sameer Kumar, Gitika Chadha, Ruppa K. Thulasiram2 and Parimala Thulasiraman, Ant Colony Optimization to Price Exotic Options, Proceedings of the 2009 IEEE Congress on Evolutionary Computation, Trondheim, Norway, May 18-21, 2009, pp. 2366-2373

* Girish K. Jha, Sameer Kumar, Ruppa K. Thulasiram, and Parimala Thulasiraman, Option Pricing using Particle Swarm optimization, Proceedings 2nd ACM C* Conference on Computer Science and Software Engineering, Montreal, Canada, May 18-20, 2009, pp.267-272.

* Sameer Kumar , Ruppa K. Thulasiram and Parimala Thulasiraman, (2009) ACO for Option Pricing; In Anthony Brabazon and Michael O'Neill (Eds.), Handbook on Computational Intelligence in Finance Vol. 2, Seires on Computational Intelligence 185, pp. 51-73; Springer-Verlag Berlin Heidelberg 2009.

Technical Memos and Notes

Research results are written initially as technical reports. They may be submitted for external publications.

Working Papers

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram