PM (Post Millenium) Publications in Computational Finance

Journals and Conferences

In Reverse Chronological Order
2010  2009  2008  2007  2006  2005  2004  2003  2002  2001  2000
Technical Memos and Notes
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2002

*. 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; Program Chairs: S. Akl and T.Gonzalez; 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

*. Quang Trinh, Arindam Mitra, Ruppa K. Thulasiram , and Parimala Thulasiraman , "A Multi-Agent Algorithm for Financial Derivatives", IIIS Proc. of the 6th World Multiconference on Systemics, Cybernetics and Informatics ( SCI 2002) , Orlando, FL, USA, July 14-17, 2002, pp.153-158.

*. Ruppa K. Thulasiram , Suresh Jayaraman and Srinivasan Sampath, " Financial Forecasting using Neural Networks under Multithreaded Environment", IIIS Proc. of the 6th World Multiconference on Systemics, Cybernetics and Informatics ( SCI 2002) , Orlando, FL, USA, July 14-17, 2002, pp.147-152.

*. Ruppa K. Thulasiram , Chen Zhen and Abba Gumel, " A second order L_{0} stable algorithm for evaluating European options ", Invited Talk Canadian Mathematical Society - Mathematics of Finance Conference, June 2002, Quebec City 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 Symposium on High Performance Computing Systems and Applications (HPCS 2002), June 2002, Moncton, New Brunswick, Canada, pp. 251-257. Abstract

*. Kevin Theobald, Rishi Kumar, Gagan Agarwal, Gerd Heber, Ruppa Thulasiram and Guang R. Gao, " Implementation and evaluation of a communication intensive application on the EARTH multithreaded system ", Concurrency and Computation: Practice and Experience ( Vol.14 , Issue 3, March 2002, pp.183-201) Abstract .


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



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