A. Thavaneswaran
Photo of A. Thavaneswaran

Professor

Office 326 Machray Hall
(204) 474-8984

Personal Webpage

Citations at Google Scholar

Research Interests

inference for stochastic processes, prediction, filtering, smoothing, nonlinear time series, empirical financial time series modelling, survival analysis

Recent Publications

  • Appadoo, SS and Thavaneswaran, A. (). Advances in Fuzzy Sets and Systems. .
  • Ghahramani, M. and Thavaneswaran, A. (). Moment Properties of Hidden Semimartingale Models (HSM) with GARCH Errors. .
  • Thulasiram, Q.R.K., Bector, CR and Thavaneswaran, A. (). FUZZY ALGEBRAIC OPTION PRICING TECHNIQUE-A FUNDAMENTAL INVESTIGATION$\pm$. .
  • Appadoo, S.S., Thavaneswaran, A. and Muthukumarana, S. (2012). Option Pricing Applications of Quadratic Volatility Models. Journal of Mathematical Finance 2 (2), 159–174.
  • Ghahramani, M. and Thavaneswaran, A. (2012). Nonlinear recursive estimation of volatility via estimating functions. Journal of Statistical Planning and Inference 142 (1), 171–180.

→ See more publications

Sydney Collaboration

Please see this page.

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Mathematical Finance

2011 CMS Summer Meeting Org: Tahi Choulli and Alexander Melnikov (Alberta)

Takuji Arai (Koei, Tokyo), Hatem Ben-Ameur (HEC Montréal), Carole Bernard (Waterloo), Abel Cadenillas (Alberta), Robert Elliott (Calgary; Adelaide; Australia), Christoph Frei (Alberta), Matheus Grasselli (MacMaster), Cody Hyndman (Concordia), Alexey Kuznetsov (York), Nadia Massoud (York), Tom Salisbury (York), Martin Schweizer (ETH, Zurich), Anatoliy Swishchuk (Calgary), Aerambamoorthy Thavaneswaran (Manitoba).

Upcoming Exams

STAT 2000 A01 Midterm
Wednesday, July 25 at 5:30 p.m.

STAT 1000 A03 Quiz #2
Monday, July 30 at 10:30 a.m.

STAT 2000 A01 Quiz #2
Monday, July 30 at 10:30 a.m.

STAT 1000 A03 Midterm
Tuesday, July 31 at 5:00 p.m.

Where are they now?

Dankit K. Nassiuma, Ph.D. (1992)

Leo Odongo, Ph.D. (1993)