MSc. Thesis Title : A Bioinspired Algorithm for Pricing Options
Defended: Friday, March 14, 2008, 4.30pm.
PhD Thesis Title: Ant Colony Optimization to Price Transmission Rights in Electricity Markets
Defended: Wednesday, July 8, 2015, 3pm.
Publications:
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Sameer Kumar, Ruppa Thulasiram and Parimala Thulasiraman, A Novel Application of ACO to Price Transmission Rights in Electricity Markets, 5th World Congress on Nature and Biologically Inspired Computing (NaBiC) 2013, Fargo, ND, Aug. 12-14, 2013.
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Sameer K. Singh, Ruppa K. Thulasiram and Parimala Thulasiraman, Pricing Transmission Rights using Ant Colony
Optimization , ACM Genetic and Evolutionary Computation Conference (GECCO), Dublin, Ireland, 2011.
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Girish K. Jha, Sameer Kumar, Hari Prasain, Parimala Thulasiraman and Ruppa K. Thulasiram,
Option pricing Using Particle Swarm Optimization ,
The ACM Canadian Conference on Computer Science and Software Engineering (C3S2E), Montreal, Quebec, May 2009, pp.267-272.
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Sameer Kumar, Gitika Chadha, Parimala Thulasiraman and Ruppa K. Thulasiram,
Ant Colony Optimization to Price Exotic Options , IEEE Congress on Evolutionary Computation, Trondheim, Norway, May 2009, pp. 2366-2373.
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Sameer Kumar, Ruppa K. Thulasiram and Parimala Thulasiraman, A Bioinspired Algorithm to Price Options", The ACM Canadian Conference on Computer Science and Software Engineering (C3S2E), Montreal, Quebec, May 2008.
Book Chapter
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Sameer Kumar, Parimala Thulasiraman and Ruppa K. Thulasiram,
"ACO for Option Pricing", in Natural
Computing in Computational Finance - Volume II,
(Ed. Anthony Brabazon), Springer Verlag, 2008.