1. Zhang* Y, Zou* J, Ravishanker N, Thavaneswaran A. (2019). Modeling Financial Durations Using Penalized Estimating Functions. Computational Statistics & Data Analysis. : 145-158. 2. Thavaneswaran A, Paseka A, Frank J. (2019). Generalized Value at Risk Forecasting (May 15, 2019).Communications in Statistics Theory and Methods. 3. Paseka A , Thavaneswaran A. (2017). Bond valuation for generalized Langevin processes with integrated Levy noise. The Journal of Risk Finance. : 541 – 563. 4. Thavaneswaran A, Mandal S and Pathmanathan D. (2016). Estimation for Wrapped Zero Inflated Poisson and Wrapped Poisson Distributions. International Journal of Statistics and Probability. : 1-8. 5. Liang Y, Thavaneswaran A , Abraham B. (2016). Recent Developments in Recursive Estimation for Time Series Models. International Journal of Statistics and Probability. 6: 1-19. 6. Brobbey* A, Thavaneswaran A, Mandal S. (2015). Wrapped zero-inflated Poisson distribution and its properties. International Journal of Statistics and Probability. 5(1): 111-115. 7. Thavaneswaran A , Ravishanker N and Liang* Y. (2015). Generalized duration models and optimal estimation using estimating functions. Annals of the Institute of Statistical Mathematics. 67:129-156. 8. Mahendran S, Thavaneswaran A, Vazifedan* T. (2015). First-order random coefficient autoregressive (RCA(1)) models: Joint Whittle estimation and information. ACTA ET COMMENTATIONES UNIVERSITATIS TARTUENSIS DE MATHEMATICA. 19(1) 9. Nagarajah C, Thavaneswaran A , Appadoo S. (2015). Measuring the bullwhip effect for supply chains with seasonal demand components. European Journal of Operational Research. 242(2): 445-454. 10. Ng K, Peiris S,Thavaneswaran A, Ng K.H. (2015). Modelling the risk of price durations in financial markets:Quadratic Estimating Functions and Applications. Economic Computation& Economic Cybernetics Studies.
Conference Publications 1. A. Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu*, Md. Erfanul Hoque, Nalini Ravishanker. (2019). Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model. 2019 IEEE 43rd Annual Computer Software and Applications Conference (COMPSAC), Milwaukee, United States Conference Date: 2019/7 2. Anurag Kumar Pandey, Ruppa K. Thulasiram and A. Thavaneswaran. (2019). A MapReduce based Algorithm for Data Migration in a Private Cloud Environment. 8th Intl. Conf. on Cloud Computing: Services and Architecture. 8th International Conf. on Cloud Computing: Services and Architectures, Toronto, Canada (195-212) 3. Thavaneswaran A., Thulasiram, Ruppa K., Frank, J., Zhu*, Z. Singh Manmohit*. (2019). Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model. Proc. IEEE International Conference on Fuzzy Systems. FUZZ-IEEE 2019 IEEE International Conference on Fuzzy Systems, New Orleans, LA, United States Conference Date: 2019/6 Paper Published Refereed?: Yes, Invited?: No 4. Shapiro A, Appadoo S,Thavaneswaran A. (2016). Value at risk given a linguistic perspective: Some preliminary observations. Proceedings of the 2016 Actuarial Research Conference (ARC). Actuarial Research Conference (ARC) 2016, Conference Date: 2016/7 Paper Published Refereed?: Yes, Invited?: No