*. Ruppa K. Thulasiram, Rashedur Md. Rahman, and Parimala Thulasiraman, "Neural Network Training Algorithms on Parallel Architectures for Finance Applications", Proceedings of the ICPP Workshop on High Performance Scientific and Engineering Computing and Applications (HPSECA), Kaohsiung, Taiwan, ROC, October 6-9, 2003. (To appear).
*. Mohammed R. Rahman, Ruppa K. Thulasiram, and Parimala Thulasiraman "Forecasting Stock Prices using Neural Networks on a Beowulf Cluster ", IASTED Proceedings of the Fourteenth IASTED International Conference on Parallel and Distributed Computing and Systems (PDCS 2002), November 2002, MIT, Cambridge, MA USA, pp.470-475; Editor: S. Akl; Abstract
*. Ruppa K. Thulasiram, and
" Performance Evaluation of Parallel Algorithms for Pricing
Multidimensional Financial Derivatives ",
IEEE Computer Society Proceedings of the Fourth International Workshop
on High Performance
Scientific and Engineering Computing with Applications
(HPSECA 2002), August 2002, Vancouver, BC, Canada, pp.306-313.
*. Ruppa K. Thulasiram, Parimala Thulasiraman, Chima Adiele, and Dmitri Bondarenko "Performance Analysis of a Multithreaded Pricing Algorithm on Cilk", IEEE Computer Society Proceedings of the Sixteenth International Symposi um on High Performance Computing Systems and Applications (HPCS 2002), June 2002, Moncton, New Brunswick, Canada, pp. 251-257. Abstract
Technical Memos and Notes
Research results are written initially as technical reports. They may be submitted for external publications.
*. Ruppa K. Thulasiram, Dmitri Bondarenko, "Research Experiences in Finance Computations: Parallel Algorithm Design, Development, Implementation for Option Pricing Problems employing Lattice Approach, Monte-Carlo Simulation and Optimization Techniques on MPI and Cilk", CFD TM07, August 17, 2001. Abstract
*. Mohammed R. Rahman, Ruppa K. Thulasiram, and Parimala Thulasiraman
CFD TM12 , May 2002.
"Stock Price Forecasting with Parallel Backpropagation
If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram