All Stories

  1. Clabacus: A Risk-Adjusted Cloud Resources Pricing Model Using Financial Option Theory

    Article • IEEE Transactions on Cloud Computing, July 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  2. Computing value-at-risk using genetic algorithm

    Article • The Journal of Risk Finance, March 2015, Emerald

    Professor Parimala Thulasiraman

  3. Nature-inspired soft computing for financial option pricing using high-performance analytics

    Article • Concurrency and Computation Practice and Experience, September 2014, Wiley

    Professor Parimala Thulasiraman

  4. Exploration/exploitation of a hybrid-enhanced MPSO-GA algorithm on a fused CPU-GPU architecture

    Article • Concurrency and Computation Practice and Experience, July 2014, Wiley

    Professor Parimala Thulasiraman

  5. Portfolio diversification using ant brood sorting clustering

    Article • July 2014, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  6. A novel application of ACO to price transmission rights in electricity markets

    Article • August 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  7. MAZACORNET: Mobility aware zone based ant colony optimization routing for VANET

    Article • June 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  8. A load-rebalance PSO heuristic for task matching in heterogeneous computing systems

    Article • April 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  9. Normalized particle swarm optimization for complex chooser option pricing on graphics processing unit

    Article • The Journal of Supercomputing, February 2013, Springer Science + Business Media

    Professor Parimala Thulasiraman

  10. A Novel Architecture for Financial Investment Services on a Private Cloud

    Article • January 2013, Springer Science + Business Media

    Professor Parimala Thulasiraman

  11. Memory Efficient Multi-Swarm PSO Algorithm in OpenCL on an APU

    Article • January 2013, Springer Science + Business Media

    Professor Parimala Thulasiraman

  12. Scheduling Using Multiple Swarm Particle Optimization with Memetic Features on Graphics Processing Units

    Article • January 2013, Springer Science + Business Media

    Professor Parimala Thulasiraman

  13. Optimizing Option Pricing Algorithms and Profiling Power Consumption on VLIW APU Architecture

    Article • July 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  14. Pricing Cloud Compute Commodities: A Novel Financial Economic Model

    Article • May 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  15. Financial Option Pricing on APU

    Article • January 2012, Springer Science + Business Media

    Professor Parimala Thulasiraman

  16. Financial Application as a Software Service on Cloud

    Article • January 2012, Springer Science + Business Media

    Professor Parimala Thulasiraman

  17. True Random Number Generator Using GPUs and Histogram Equalization Techniques

    Article • September 2011, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  18. Resource Provisioning Policies to Increase IaaS Provider's Profit in a Federated Cloud Environment

    Article • September 2011, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  19. Collaborative multi-swarm PSO for task matching using graphics processing units

    Article • January 2011, ACM (Association for Computing Machinery)

    Professor Parimala Thulasiraman

  20. Pricing transmission rights using ant colony optimization

    Article • January 2011, ACM (Association for Computing Machinery)

    Professor Parimala Thulasiraman

  21. Option Pricing on the GPU

    Article • September 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  22. Preface

    Article • Parallel Computing, July 2010, Elsevier

    Professor Parimala Thulasiraman

  23. A parallel Particle swarm optimization algorithm for option pricing

    Article • April 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  24. Particle swarm optimization algorithm for option pricing

    Article • January 2010, ACM (Association for Computing Machinery)

    Professor Parimala Thulasiraman

  25. Direct simulation of price particles for option pricing using Monte-Carlo

    Article • International Journal of Aerospace Innovations, June 2009, Multi-Science Publishing Co. Ltd.

    Professor Parimala Thulasiraman

  26. HOPNET: A hybrid ant colony optimization routing algorithm for mobile ad hoc network

    Article • Ad Hoc Networks, June 2009, Elsevier

    Professor Parimala Thulasiraman

  27. Ant Colony Optimization to price exotic options

    Article • May 2009, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  28. An Aggregated Ant Colony Optimization approach for pricing options

    Article • May 2009, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  29. PACONET: imProved  Ant Colony Optimization Routing Algorithm for Mobile Ad Hoc NETworks

    Article • January 2008, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  30. A Software Architecture Framework for On-Line Option Pricing

    Article • January 2006, Springer Science + Business Media

    Professor Parimala Thulasiraman

  31. A second order L0 stable algorithm for evaluating European options

    Article • International Journal of High Performance Computing and Networking, January 2006, Inderscience Publishers

    Professor Parimala Thulasiraman

  32. High Performance Computing for a Financial Application Using Fast Fourier Transform

    Article • January 2005, Springer Science + Business Media

    Professor Parimala Thulasiraman

  33. An Ant Colony Optimization Based Routing Algorithm in Mobile Ad hoc Networks and its Parallel Implementation

    Article • January 2004, Springer Science + Business Media

    Professor Parimala Thulasiraman

  34. Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm

    Article • January 2004, Springer Science + Business Media

    Professor Parimala Thulasiraman

  35. Parallel FFT approach for derivative pricing

    Article • July 2001, SPIE

    Professor Parimala Thulasiraman

  36. A parallel ant colony optimization algorithm for all-pair routing in MANETs

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  37. Neural network training algorithms on parallel architectures for finance applications

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  38. Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  39. Cell Processing for Two Scientific Computing Kernels

    Article • IGI Global

    Professor Parimala Thulasiraman

  40. Ant Colony Optimization for Option Pricing

    Article • Springer Science + Business Media

    Professor Parimala Thulasiraman

  41. Performance Analysis of Sequential and Parallel Neural Network Algorithm for Stock Price Forecasting

    Article • IGI Global

    Professor Parimala Thulasiraman

  42. A distributed implementation of fast Fourier transform on indirect swap networks

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  43. Improving data locality in parallel fast fourier transform algorithm for pricing financial derivatives

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman

  44. Performance analysis of a multithreaded pricing algorithm on Cilk

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Professor Parimala Thulasiraman