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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2010

* Kamal Smimou and Ruppa K. Thulasiram, (2010) A Simple Parallel Algorithm for Large-Scale Portfolio Problems, Emerald J. Risk Finance Vol.11, No.5, pp.481-495.

* Rashedur M. Rahman, Ruppa K. Thulasiram and Parimala Thulasiraman, (2010) Neural Network Algorithms on Distributed and Shared Memory Architectures for Finance Applications, IGI-Global , USA Intl. J. Grid and High Performance Computing (Accepted).

* D. Bondarenko , Ruppa K. Thulasiram, (2009) Performance Evaluation of Parallel Algorithms for Pricing Multidimensional Financial Derivatives, InderScience, Intl. J. Computational Sc., and Engineering (Accepted: Oct.4, 2009).

* David Allenotor and Ruppa K. Thulasiram, (2009), A Fuzzy Grid-QoS Framework for Obtaining Higher Grid Resources Availability, InderScience, Intl. J. High Performance Computing and Networking (accepted: Oct.14, 2009).

* David Allenotor and Ruppa K. Thulasiram, (2008) GFRoM: Grid Resources Pricing: A Fuzzy Real Option Model and Quality of Service Guarantee, InderScience, Intl. J. High Performance Computing and Networking. (accepted on: April 29, 2008) (Proof corrected: Aug. 4, 2010) (In Press).

* Steven Solomon, Ruppa K. Thulasiram and Parimala Thulasiraman (2010), Option Pricing on the GPU, Proc. of the IEEE 12th Intl. Conf. on High Performance and Computing and Communications (HPCC), Sep. 2010, Melbourne, Australia (19%).

* Steven Solomon, Parimala Thulasiraman and Ruppa K. Thulasiram (2010), Exploiting Parallelism in Iterative Irregular Maxflow Computations on GPU Accelerators, Proc. of the IEEE 12th Intl. Conf. on High Performance and Computing and Communications (HPCC), Sep. 2010, Melbourne, Australia (19%).

* David Allenotor , Ruppa K. Thulasiram (2010), Simulation and Evaluation of a Financial Option Based Model for Grid Resources Management, Proc. of the IEEE Advanced High Performance Computing and Networking (AHPCN), Sep, 2010 Melbourne, Australia (Invited Paper).

* Hari Prasain , Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha (2010), Performance Evaluation of PSO-based Algorithm for Option Pricing on Homogeneous Multi-core Architecture, Proc. of the 2010 IASTED Computational Intelligence Conf., Maui, HI, USA Aug. 2010.

* Hari Prasain , Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha (2010), Particle Swarm Optimization Algorithm for Option Pricing, Proc. 2010 ACM Genetic and Evolutionary Computing Conference (ACM-GECCO), July 2010, Portland, OR, USA.

* Hari Prasain , , Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha (2010), A Particle Swarm Optimization Algorithm for Option Pricing, Proc. of the 24th IEEE/ACM Intl. Parallel and Distributed Processing Symposium (IPDPS) 3rd Workshop on Parallel and Distributed Computing in Finance (PDCoF), Atlanta, GA, USA, April 2010.

* More to be added ....



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



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