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).

Graduations

Congratulations to our October, 2017 graduate: Bo Yun Min (M.Sc.).

Upcoming Exam

STAT 1000 Midterm
Monday, October 30 at 5:30 p.m.

Upcoming Seminars

Statistics seminar: Francis Zwiers: “Probable maximum precipitation estimation and uncertainty quantification using bivariate extreme value analysis” — Thursday, October 19 at 2:45 p.m., 301 Biological Sciences.

Interdisciplinary seminar: Francis Zwiers: “Changing Weather Extremes: Who or What is to Blame?” — Friday, October 20 at 3:30 p.m., Robert Schultz Theatre.

PIMS lecture: Melania Alvarez — Thursday, October 26 at 4 p.m., Robert Schultz Theatre.

Statistics seminar: Paul Gustafson — Thursday, November 2 at 2:45 p.m., 301 Biological Sciences.

Where are they now?

Llwellyn Maria Armstrong, M.Sc (1992)

Mostofa Sarkar, M.Sc. (2012)