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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2005

*. Kiran Kola and Ruppa K. Thulasiram, "UNNATI: Ubiquitous option pricing - a fiNaNcial ApplicaTIon framework", Proc. 13th Intl. Conf. on Advanced Computing and Communications, Coimbatore, India, pp.191-198, Dec. 2005.

*. Sajib Barua, Ruppa K. Thulasiram, and Parimala Thulasiraman, "High Performance Computing for a Financial Application using Fast Fourier Transform", Proc. European Parallel Computing Conference, (EuroPar 2005), Lisbon, Portugal, Aug.30-Sep2, 2005 (LNCS Vol.3648; pp.1246-1253).

*. Ruppa K. Thulasiram and Adineke Bamgbade, "An Application of Instance Based Learning Algorithm for Predicting Stock Market Index", Proc. (CD-RoM) Intl. Conf. on Computational Intelligence in Economics and Finance, Salt Lake City, Utah, USA, July 2005.

*. Carson K. Leung, Ruppa K. Thulasiram and Dmitri Bondarenko, "The Use of Data Mining Techniques in Detecting Noises and Pre-Processing Financial Time Series", Proc. (CD-RoM) Intl. Conf. on Computational Intelligence in Economics and Finance, Salt Lake City, Utah, USA, July 2005.

*. Ruppa K. Thulasiram, Parimala Thulasiraman, and Md. Rashedur Rahman, "Wavelet Optimized Finite-Difference Approach to Solve Jump-Diffusion type Partial Differential Equation for Option Pricing", Proc. Society for Computational Economics (SCE) 5th International Conference on Computing in Economics and Finance (CEF05), Washington, DC, USA, June 2005.

*. Sergiy Rakhmayil, Ilona Shiller and Ruppa K. Thulasiram "Cost of Option Pricing Errors Associated with Incorrect Estimates of the Underlying Assets Volatility: Monte Carlo Simulation", 11th IMACS International Conference on Monte Carlo Methods, Tallahassee, FL, USA, May 2005.

*. Kai Huang and Ruppa K. Thulasiram, "Parallel Algorithm for Pricing American Asian Options with Multi-Dimensional Assets", Proc. 19th Intl. Symp. High Performance Computing Systems and Applications (HPCS), Guelph, ON, Canada, pp.177-185, May 2005.


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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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