A. Thavaneswaran - Citegraph

Author Info

Name	Affiliation	Papers
A. THAVANESWARAN	Department of Statistics, University of Manitoba, Winnipeg, Manitoba, Canada	36
Collaborators	Citations	PageRank
44	130	21.94
Referers	Referees	References
160	70	67

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100160

Publications (36 rows)

Collaborators (44 rows)

Referers (100 rows)

Referees (70 rows)

Title	Citations	PageRank	Year
Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures	0	0.34	2021
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility	0	0.34	2021
Optimal Bidding Strategy in Day-Ahead Electricity Market for Large Consumers	0	0.34	2021
A Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning	2	0.42	2021
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations	0	0.34	2021
Intelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market	2	0.42	2021
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price	0	0.34	2020
Portfolio Optimization Using A Novel Data-Driven Ewma Covariance Model With Big Data	0	0.34	2020
Regularized Probabilistic Forecasting of Electricity Wholesale Price and Demand	2	0.42	2020
Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources	0	0.34	2020
Dynamic Data Science Applications In Optimal Profit Algorithmic Trading	0	0.34	2020
Data-Driven Adaptive Regularized Risk Forecasting	0	0.34	2020
Modeling Of Short-Term Electricity Demand And Comparison Of Machine Learning Approaches For Load Forecasting	0	0.34	2020
Data Driven Approach for Reduced Value at Risk Forecasts in Renewable Power Supply Systems	2	0.42	2020
A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility.	0	0.34	2020
Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading	3	0.56	2020
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model	4	0.60	2019
Modeling financial durations using penalized estimating functions.	0	0.34	2019
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model	5	0.62	2019
Measuring the bullwhip effect for supply chains with seasonal demand components.	8	0.56	2015
Binary option pricing using fuzzy numbers.	16	0.98	2013
RCA model with quadratic GARCH innovation distribution.	0	0.34	2012
Doubly stochastic models with GARCH innovations	0	0.34	2011
Possibilistic moment generating functions	2	0.43	2011
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing	22	1.79	2009
RCA models with GARCH innovations	3	0.74	2009
Recursive estimation for continuous time stochastic volatility models	2	0.40	2009
A note on GARCH model identification	1	0.48	2008
Fuzzy coefficient volatility (FCV) models with applications	20	1.43	2007
An introduction to volatility models with indices	1	0.48	2007
Option valuation model with adaptive fuzzy numbers	22	1.06	2007
Recent developments in volatility modeling and applications	1	0.41	2006
RCA models with correlated errors	3	0.90	2006
Properties of a New Family of Volatility Sign Models	0	0.34	2006
Random coefficient mixture (RCM) GARCH models	0	0.34	2005
Random coefficient GARCH models	9	3.42	2005