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Aerambamoorthy Thavaneswaran · Study

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Aerambamoorthy Thavaneswaran

6 works· latest 2020· 3 institutionscluster: provisionalORCID 0000-0002-3211-8308

h-index6

i106

Citations222

Works here6

86

05

14

19

20

Most cited in this library

Generalized value at risk forecasting2019 · 53 citations
Measuring the bullwhip effect for supply chains with seasonal demand components2014 · 41 citations
Optimal estimation for semimartingales1986 · 40 citations
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model2019 · 30 citations
Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading2020 · 29 citations

Works

6 shown

Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading

IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)·2020·4 authors·other

29citations

Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model

IEEE Annual International Computer Software and Applications Conference (COMPSAC)·2019·5 authors·other

30citations

Generalized value at risk forecasting

Communication in Statistics- Theory and Methods·2019·3 authors

53citations

Measuring the bullwhip effect for supply chains with seasonal demand components

European Journal of Operational Research·2014·3 authors

41citations

Random coefficient GARCH models

Mathematical and Computer Modelling·2005·3 authors·Open access

29citations

Optimal estimation for semimartingales

Journal of Applied Probability·1986·2 authors

40citations