Research Assistants supported by this grant:: Mr. Rashedur Rahman (Graduate) and Mr. Dmitri Bondarenko (Undergraduate)

Some of the research results from this funding are published and are listed in the publication link. They are also listed here.

*. 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 Dmitri Bondarenko " 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. Abstract

*. 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 Neural Network", Abstract

Working Papers

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