Search Results - "Thulasiram, Ruppa K."

Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading by Thavaneswaran, A., Liang, You, Zhu, Zimo, Thulasiram, Ruppa K.

“…The explosion of algorithmic trading has been one of the most prominent trends in the finance industry. In this paper, two strategies for algorithmic trading…”
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Trust and scalable blockchain-based message exchanging scheme on VANET by Chukwuocha, Chukwuka, Thulasiraman, Parimala, Thulasiram, Ruppa K.

“…Ephemeral vehicular ad hoc networks (VANETs) are large decentralized, distributed networks that communicate by exchanging information about their surroundings…”
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Guest Editorial Introduction to the Special Section on Blockchain in Future Networks and Vertical Industries by Wu, Yulei, Yan, Zheng, Thulasiram, Ruppa K., Atiquzzaman, Mohammed

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Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model by Thavaneswaran, A., Thulasiram, Ruppa K., Frank, Julieta, Zhu, Zimo, Singh, Manmohit

“…Recently there has been a growing interest in combining randomness and fuzziness to solve option pricing problems in finance using volatility models such as…”
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Exploration/exploitation of a hybrid-enhanced MPSO-GA algorithm on a fused CPU-GPU architecture by Franz, Wayne, Thulasiraman, Parimala, Thulasiram, Ruppa K.

“…SummaryRecent work in metaheuristic algorithms has shown that solution quality may be improved by composing algorithms with orthogonal characteristics. At the…”
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Nature-inspired soft computing for financial option pricing using high-performance analytics by Thulasiram, Ruppa K., Thulasiraman, Parimala, Prasain, Hari, Jha, Girish K.

“…Summary High‐performance computing has witnessed the push towards computer hardware design in the past decade. Many real world problems are both data and…”
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Guest Editorial: Special Issue on Green Pervasive and Ubiquitous Systems by Jiang, Hai, Liu, Fangwing, Thulasiram, Ruppa K., Gelenbe, Erol

“…The papers in this special section focus on green pervasive and ubiquitous computing. These computing systems are a promising paradigm in human’s daily life,…”
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A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient by Thavaneswaran, Aerambamoorthy, Liang, You, Paseka, Alex, Hoque, Md. Erfanul, Thulasiram, Ruppa K.

“…Recently, there has been a growing interest in portfolio optimization using graphical LASSO (GL) machine learning method, by assuming normality for asset…”
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Clabacus: A Risk-Adjusted Cloud Resources Pricing Model Using Financial Option Theory by Sharma, Bhanu, Thulasiram, Ruppa K., Thulasiraman, Parimala, Buyya, Rajkumar

“…In Cloud computing, clients would like to pay fair price for the resources while providers would like to make profit for their services. In this study, we…”
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Computing value-at-risk using genetic algorithm by Sharma, Bhanu, Thulasiram, Ruppa K., Thulasiraman, Parimala

“…Purpose - Value-at-risk (VaR) is a risk measure of potential loss on a specific portfolio. The main uses of VaR are in risk management and financial reporting…”
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Deep Learning-Based Credit Score Prediction: Hybrid LSTM-GRU Model by ASL, Golnaz Sababipour, Shamsi, Kiarash, Thulasiram, Ruppa K., Akcora, Cuneyt, Leung, Carson

“…Credit score prediction is a crucial task in financial industry, as it helps lenders and financial institutions evaluate the creditworthiness of borrowers and…”
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A simple parallel algorithm for large-scale portfolio problems by Smimou, Kamal, Thulasiram, Ruppa K

“…Purpose - Although the mean-variance portfolio selection model has been investigated in the literature, the difficulty associated with the application of the…”
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Portfolio Diversification with Clustering Techniques by Das, Joy Dip, Bowala, Sulalitha, Thulasiram, Ruppa K., Thavaneswaran, Aerambamoorthy

“…Diversifying asset allocation is a crucial aspect of building a profitable portfolio. The resiliency of the portfolio depends on the optimization techniques as…”
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Stock Volatility Forecasting with Transformer Network by Asl, Golnaz Sababipour, Thulasiram, Ruppa K., Thavaneswaran, Aerambamoorthy

“…Financial market is in general volatile with so many uncertainties and volatility is one of the main measures of uncertainty in the market among other…”
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A New Era of Blockchain-Powered Decentralized Finance (DeFi) - A Review by Dos Santos, Saulo, Singh, Japjeet, Thulasiram, Ruppa K., Kamali, Shahin, Sirico, Louis, Loud, Lisa

“…The Bitcoin whitepaper [1] published in 2008 pro-posed a novel decentralized ledger, later called blockchain, which enabled multiple transacting parties to…”
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A software architecture framework for on-line option pricing by Kola, Kiran, Thulasiram, Ruppa K., Thulasiraman, Parimala

“…The problem of growing computational complexity in the finance industry demands manageable, high-speed and real-time solutions in solving complex mathematical…”
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Comparison of Trading Strategies: Dual Momentum vs Pairs Trading by Singh, Japjeet, Thulasiram, Ruppa K., Thavaneswaran, Aerambamoorthy, Paseka, Alex

“…There have been several studies in the literature discussing the profitability with various trading strategies. Two common strategies are pairs trading and…”
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Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks by Das, Joy Dip, Bowala, Sulalitha, Thulasiram, Ruppa K., Thavaneswaran, Aerambamoorthy

“…Constructing resilient portfolios is of crucial and utmost importance to investment management. This study compares traditional and data-driven models for…”
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Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods by Thavaneswaran, Aerambamoorthy, Liang, You, Das, Sanjiv, Thulasiram, Ruppa K., Bhanushali, Janakumar

“…The market focuses on the Cboe Volatility Index (VIX) or Fear Index, an option-implied forecast of 30 calendar-day realized volatility of S&P 500 returns…”
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Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources by Singh, Manmohit, Thulasiram, Ruppa K., Thavaneswaran, Aerambamoorthy

“…Due to highly unpredictable nature of financial derivatives market such as options, profiting from these financial products has always been a challenge for…”
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