A. Thavaneswaran

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S.S. AppadooProfessor of Supply Chain Management, University of ManitobaVerified email at ad.umanitoba.ca
You LiangToronto Metropolitan UniversityVerified email at torontomu.ca
Ruppa ThulasiramProfessor, Computer Scieince, University of ManitobaVerified email at umanitoba.ca
Melody GhahramaniUniversity of WinnipegVerified email at uwinnipeg.ca
Erfanul HoqueAssistant Professor - Statistics and Data Science, Thompson Rivers UniversityVerified email at tru.ca
Julieta FrankProfessor, University of ManitobaVerified email at umanitoba.ca
Mary ThompsonStatistics & Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
Hugh GongAssociate Professor, Valparaiso UniversityVerified email at valpo.edu
David Edmund AllenSchool of Maths and Statistics University of Sydney, School of Business and Law, Edith Cowan, andVerified email at sydney.edu.au
Na YuToronto Metropolitan UniversityVerified email at torontomu.ca
Manmohit SinghUniversity of ManitobaVerified email at myumanitoba.ca
Theodoro KoulisGenentechVerified email at gene.com
Kooi Huat NgAssistant ProfessorVerified email at utar.edu.my
Jian ZouWorcester Polytechnic InstituteVerified email at wpi.edu
Yaohua ZhangVertex PharmaceuticalsVerified email at vrtx.com
Mahendran ShitanHeriot-Watt University MalaysiaVerified email at hw.ac.uk
Assoc. Prof. Dr. Ng Kok HaurInstitute of Mathematical Sciences, Faculty of Science, Universiti MalayaVerified email at um.edu.my
Dr. Girish Kumar JhaPrincipal Scientist & Head, Division of Agricultural Bioinformatics, IASRI, New DelhiVerified email at icar.gov.in

A. Thavaneswaran

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Verified email at cc.umanitoba.ca - Homepage

Statistics probability applied mathematics computer modeling


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Estimation for non‐linear time series models using estimating equations A Thavaneswaran, B Abraham Journal of Time Series Analysis 9 (1), 99-108, 1988	93	1988
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing A Thavaneswaran, SS Appadoo, A Paseka Mathematical and Computer Modelling 49 (1-2), 352-368, 2009	83	2009
Option valuation model with adaptive fuzzy numbers K Thiagarajah, SS Appadoo, A Thavaneswaran Computers & Mathematics with applications 53 (5), 831-841, 2007	75	2007
Non-parametric estimation of the conditional mode M Samanta, A Thavaneswaran Communications in Statistics-Theory and Methods 19 (12), 4515-4524, 1990	67	1990
Binary option pricing using fuzzy numbers A Thavaneswaran, SS Appadoo, J Frank Applied Mathematics Letters 26 (1), 65-72, 2013	65	2013
Fuzzy coefficient volatility (FCV) models with applications A Thavaneswaran, K Thiagarajah, SS Appadoo Mathematical and Computer Modelling 45 (7-8), 777-786, 2007	62	2007
Optimal estimation for semimartingales A Thavaneswaran, ME Thompson Journal of Applied Probability 23 (2), 409-417, 1986	57	1986
Measuring the bullwhip effect for supply chains with seasonal demand components CH Nagaraja, A Thavaneswaran, SS Appadoo European Journal of Operational Research 242 (2), 445-454, 2015	47	2015
Generalized value at risk forecasting A Thavaneswaran, A Paseka, J Frank Communications in Statistics-Theory and Methods 49 (20), 4988-4995, 2020	45	2020
A nonlinear time series model and estimation of missing observations B Abraham, A Thavaneswaran Annals of the Institute of Statistical Mathematics 43 (3), 493-504, 1991	40	1991
Random coefficient GARCH models A Thavaneswaran, SS Appadoo, M Samanta Mathematical and Computer Modelling 41 (6-7), 723-733, 2005	36	2005
Prediction via estimating functions A Thavaneswaran, CC Heyde Journal of Statistical Planning and Inference 77 (1), 89-101, 1999	34	1999
Fuzzy value-at-risk forecasts using a novel data-driven neuro volatility predictive model A Thavaneswaran, RK Thulasiram, Z Zhu, ME Hoque, N Ravishanker 2019 IEEE 43rd Annual Computer Software and Applications Conference (COMPSAC …, 2019	28	2019
A BLACK-SCHOLES MODEL WITH GARCH VOLATILITY. H Gong, A Thavaneswaran, J Singh Mathematical Scientist 35 (1), 2010	27	2010
Joint estimation using quadratic estimating function Y Liang, A Thavaneswaran, B Abraham Journal of Probability and Statistics 2011, 2011	26	2011
Forecasting volatility A Thavaneswaran, SS Appadoo, S Peiris Statistics & probability letters 75 (1), 1-10, 2005	26	2005
Novel data-driven fuzzy algorithmic volatility forecasting models with applications to algorithmic trading A Thavaneswaran, Y Liang, Z Zhu, RK Thulasiram 2020 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-8, 2020	24	2020
Generalized duration models and optimal estimation using estimating functions A Thavaneswaran, N Ravishanker, Y Liang Annals of the Institute of Statistical Mathematics 67, 129-156, 2015	24	2015
An introduction to generalized moving average models and applications S Peiris, D Allen, A Thavaneswaran Journal of Applied Statistical Science 13 (3), 251-267, 2004	23	2004
Option pricing for some stochastic volatility models A Thavaneswaran, J Singh, SS Appadoo The Journal of Risk Finance 7 (4), 425-445, 2006	22	2006

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