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Aerambamoorthy Thavaneswaran

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

32

Venues

1

Active years

2019–2026

Best venue rank

B

Where they publish

Papers

32 indexed papers, newest first.

YearVenueTitleAuthors
2026COMPSACA Study on Long-Horizon Stock Forecasting Failures With Deep Sequential Models.Joy Dip Das, Ruppa K. Thulasiram, Abhinav Jain, Aerambamoorthy Thavaneswaran
2025COMPSACOn the Superiority of Data-Driven Combined Forecasts Based on Deep Learning Models.Sulalitha Bowala, Md. Erfanul Hoque, Hina Shaheen, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Alex Paseka
2025COMPSACAdapting Hybridization of Deep Learning Algorithms for High-Frequency Datasets.Joy Dip Das, Avanthi Saumyamala, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2025COMPSACHybrid LSTM/GRU and Support Vector Regression Models for Stock Index Prediction.Joy Dip Das, Ruppa K. Thulasiram, Sulalitha Bowala, Avanthi Saumyamala, Aerambamoorthy Thavaneswaran
2025COMPSACStatistical and Deep Learning Approaches for Risk Assessment and Volatility Forecasting in Renewable Energy Investments.Shalini Jayanetti, Sulalitha Bowala, Sumeet Kalia, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque, Razvan G. Romanescu
2025COMPSACNovel Data Driven High Dimensional Volatility Networks and Dynamic Price Networks.Avanthi Saumyamala, Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
2025COMPSACSuperiority of RMT Filtered Data-Driven Covariance Matrix for Portfolio Optimization and Resilient Networks.Avanthi Saumyamala, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Ruppa K. Thulasiram
2025COMPSACSuperiority of the Neural Network Models for Multivariate Price and Volatility Forecasting.Avanthi Saumyamala, You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Ruppa K. Thulasiram
2024COMPSACNeural Network Fuzzy Electricity Demand Forecasts Based on Fuzzy Inputs.Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Srimantoorao Semischetty Appadoo
2024COMPSACNovel Resilient Model Risk Forecasts Based on Neuro Volatility Models.Md. Erfanul Hoque, Sulalitha Bowala, Avanthi Saumyamala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2024COMPSACA Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts.You Liang, Aerambamoorthy Thavaneswaran, Juan Liyau, Areebah Muhammad, Thimani Ranathungage, Ruppa K. Thulasiram
2024COMPSACApplication of a Novel Fuzzy Pattern Mining Algorithm for Sequence Data.Thimani Ranathungage, Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2024COMPSACNovel Data-Driven Dynamic Network Science Application in Algorithmic Trading.Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka
2024COMPSACNovel Non-linear Adaptive Fuzzy Adjacency Matrices for Financial Volatility Network Models.Avanthi Saumyamala, Sulalitha Bowala, You Liang, Shanika Basnayake, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2023COMPSACResilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks.Joy Dip Das, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran
2023COMPSACFuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2023COMPSACA Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility.You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau
2023COMPSACComparison of Trading Strategies: Dual Momentum vs Pairs Trading.Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka
2022COMPSACLong Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models.You Liang, Aerambamoorthy Thavaneswaran
2022COMPSACA Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies.You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala
2022COMPSACDeep Learning Predictions for Cryptocurrencies.Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani
2021COMPSACIntelligent Probabilistic Forecasts of Day-Ahead Electricity Prices in a Highly Volatile Power Market.Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Yuvraj Gajpal, Aerambamoorthy Thavaneswaran
2021COMPSACA Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning.Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Srimantoorao Semischetty Appadoo, Ruppa K. Thulasiram, Behrouz Banitalebi
2021COMPSACAn Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
2021COMPSACPortfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner
2021COMPSACNovel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram
2020COMPSACModeling of Short-Term Electricity Demand and Comparison of Machine Learning Approaches for Load Forecasting.Behrouz Banitalebi, Srimantoorao Semischetty Appadoo, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque
2020COMPSACA Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price.You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram
2020COMPSACDynamic Data Science Applications in Optimal Profit Algorithmic Trading.You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque, Ruppa K. Thulasiram
2020COMPSACData-Driven Adaptive Regularized Risk Forecasting.You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque
2020COMPSACPortfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram
2019COMPSACFuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model.Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Md. Erfanul Hoque, Nalini Ravishanker