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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2009

* Ruppa K. Thulasiram, P. Thulasiraman and K.P.J. Reddy, (2009) Direct Microscopic Simulation of Price Particles for Option Pricing using Parallel Quasi Monte-Carlo Technique, Multi-Science Publishing Co. Ltd, UK Intl. J. Aerospace Innovations, Vol. 1, No.2, pp.89-99, 2009.

* 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.

* J. Wang, E. Osagie, P. Thulasiraman and R.K. Thulasiram, "HOPNET: A Hybrid ant colony OPtimization routing algorithm for Mobile ad hoc Network", Elsevier Ad hoc Networks - Vol.7, pp.269-705, 2009.

* Kiran Kola, Ruppa K. Thulasiram and Parimala Thulasiraman, "A Software Architecture Framework for On-line Option Pricing" , The Journal of Supercomputing Volume 47, No. 2, pp. 146-170, 2009.

* Girish K. Jha, Ruppa K. Thulasiram and A. Thavaneswaran, "Applications of Possibility Theory in Finance" , Invited (paper) talk at the International Conference on Frontiers of Interface between Statistics and Sciences in honor of Prof. C.R.Rao's 90th birthday, Hyderabad, India, Dec.30, 2009 - Jan.2, 2010.

* Girish K. Jha, Parimala Thulasiraman, and Ruppa K. Thulasiram, "PSO based Neural Network for Time series Forecasting" , Proc. IEEE International Joint Conference on Neural Networks, Atlanta, GA, USA June 15-18, 2009, pp.1422-1427.

* Girish K. Jha, Ruppa K. Thulasiram, and Parimala Thulasiraman, "Comparison Of Adaptive Neuro-Fuzzy And Particle Swarm Optimization" , Proc. (CD-RoM) 30th Annual Conference of the Administrative Sciences Association of Canada (ASAC), Niagara Falls, ON, June 6-9, 2009.

* David Allenotor, Ruppa K. Thulasiram and Parimala Thulasiraman , A Novel Application of Option Pricing to Distributed Resources Management, 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.

* 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.

* David Allenotor, Ruppa K. Thulasiram, and Parimala Thulasiraman, A Financial Option Based Grid Resources Pricing Model: Towards an Equilibrium between i Service Quality for User and Profitability for Service Providers, Springer-Verlag Proceedings of the 4 th Intl. Conf. on Grid and Pervasive Computing , Geneva, Switzerland, May 4-7, 2009. Vol.5529, pp.13-24.


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



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