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).

Important Dates

December 11 – December 21: Fall Term Exam Period (includes tests and midterm exams for Fall/Winter Term classes)

December 22 – January 1: Winter Holiday (University Closed)

Upcoming Exams

STAT 2000 Final Exam
Saturday, December 16 at 1:30 p.m.

STAT 1000 Final Exam
Saturday, December 16 at 6:00 p.m.

STAT 4100 A01 Final Exam
Saturday, December 16 at 6:00 p.m.

STAT 3000 A01 Final Exam
Monday, December 18 at 1:30 p.m.

Upcoming Seminar

PIMS lecture: Pauline van den Driessche — Thursday, January 18 at 4 p.m., Robert Schultz Theatre.

Where are they now?

Yung-Ming Chang, Ph.D. (2002)

Yanqing Yi, Ph.D. (2008)