Concepedia
Statistics
Publications
42
Citations
1K
H-Index
19
Active since
1986
Affiliations
University of Manitoba(Current)
University of Waterloo
Toronto Metropolitan University
The University of Sydney
Illinois State University
A. Thavaneswaran is an author at University of Manitoba specializing in engineering, business, and statistics.
Top concepts
EngineeringBusinessStatisticsFinanceAsset PricingVolatility ModelingForecastingEstimation TheoryPredictive AnalyticsData Science
Publications per year
1986–2024
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
A. Thavaneswaran, S.S. Appadoo, Alex Paseka · Mathematical and Computer Modelling · 2008 · 75 citations
Option Pricing, Fuzzy Logic, Fuzzy Numbers +9
ESTIMATION FOR NON‐LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
A. Thavaneswaran, B. Abraham · Journal of Time Series Analysis · 1988 · 72 citations
Parameter Estimation, Nonlinear Filtering, Engineering +17
Binary option pricing using fuzzy numbers
A. Thavaneswaran, S.S. Appadoo, Julieta Frank · Applied Mathematics Letters · 2012 · 55 citations
Mathematical Programming, Option Pricing, Fuzzy Logic +6
Option valuation model with adaptive fuzzy numbers
K. Thiagarajah, S. S. Appadoo, A. Thavaneswaran · Computers & Mathematics with Applications · 2007 · 54 citations
Option Pricing, Fuzzy Logic, Fuzzy Computing +5
Generalized value at risk forecasting
A. Thavaneswaran, Alex Paseka, Julieta Frank · Communication in Statistics- Theory and Methods · 2019 · 48 citations
Forecasting Methodology, Volatility Modeling, Engineering +18
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