Ruppa K. Thulasiram

Orcid: 0000-0002-6519-3929

Affiliations:
  • University of Manitoba, Winnipeg, Canada


According to our database1, Ruppa K. Thulasiram authored at least 145 papers between 2000 and 2024.

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Bibliography

2024
Second Layer Network Impact on Bitcoin Mining Fees and Network Value.
Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2024

Parallel Co-Evolutionary Algorithm and Implementation on CPU-GPU Multicore.
Proceedings of the Genetic and Evolutionary Computation Conference Companion, 2024

Nature-Inspired Portfolio Diversification Using Ant Brood Clustering.
Proceedings of the Applications of Evolutionary Computation - 27th European Conference, 2024

Novel Non-linear Adaptive Fuzzy Adjacency Matrices for Financial Volatility Network Models.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

Application of a Novel Fuzzy Pattern Mining Algorithm for Sequence Data.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

A Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

Synchronous Set-Based Particle Swarm Optimization: Heuristics for Portfolio Optimization.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

Novel Resilient Model Risk Forecasts Based on Neuro Volatility Models.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

Neural Network Fuzzy Electricity Demand Forecasts Based on Fuzzy Inputs.
Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

On the Impact of the Lightning Network on Bitcoin Transaction Fees and Network Value.
Proceedings of the IEEE International Conference on Blockchain, 2024

2023
Portfolio Diversification with Clustering Techniques.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Stock Volatility Forecasting with Transformer Network.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Deep Learning-Based Credit Score Prediction: Hybrid LSTM-GRU Model.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Comparison of Trading Strategies: Dual Momentum vs Pairs Trading.
Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.
Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

Resilient Portfolio Optimization using Traditional and Data-Driven Models for Cryptocurrencies and Stocks.
Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

2022
LSTM based Algorithmic Trading model for Bitcoin.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2022

Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies.
Proceedings of the IEEE International Conference on Fuzzy Systems, 2022

A New Era of Blockchain-Powered Decentralized Finance (DeFi) - A Review.
Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

Intelligent Probabilistic Forecasts of VIX and its Volatility using Machine Learning Methods.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2021
Guest Editorial Introduction to the Special Section on Blockchain in Future Networks and Vertical Industries.
IEEE Trans. Netw. Sci. Eng., 2021

Trust and scalable blockchain-based message exchanging scheme on VANET.
Peer-to-Peer Netw. Appl., 2021

A novel data-driven neuro arch (DDNA) model for option pricing on cloud.
J. Bank. Financial Technol., 2021

Data-Driven Fuzzy Demand Forecasting Models for Resilient Supply Chains.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2021

A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient.
Proceedings of the 30th IEEE International Conference on Fuzzy Systems, 2021

Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.
Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.
Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.
Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

A Novel Dynamic Demand Forecasting Model for Resilient Supply Chains using Machine Learning.
Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

COVID-19 Early Symptom Prediction Using Blockchain and Machine Learning.
Proceedings of the Blockchain and Applications - 3rd International Congress, 2021

2020
Data-Driven Neuro ARCH (DDNA) volatility model for Option Pricing on Cloud Resources.
Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

Ensuring Resource Availability with MRU/FRU Caching: A Dew-Blockcloud Model.
Proceedings of the 43rd International Convention on Information, 2020

Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading.
Proceedings of the 29th IEEE International Conference on Fuzzy Systems, 2020

Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.
Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Data-Driven Adaptive Regularized Risk Forecasting.
Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Dynamic Data Science Applications in Optimal Profit Algorithmic Trading.
Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price.
Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

Candidate Set Formation Policy for Mining Pools.
Proceedings of the IEEE International Conference on Blockchain, 2020

2019
A Micro-Level Compensation-Based Cost Model for Resource Allocation in a Fog Environment.
Sensors, 2019

Holistic resource management for sustainable and reliable cloud computing: An innovative solution to global challenge.
J. Syst. Softw., 2019

Validating pairwise transactions on cryptocurrencies: a novel heuristics and network simulation.
J. Bank. Financial Technol., 2019

Modified Firefly Algorithm With Chaos Theory for Feature Selection: A Predictive Model for Medical Data.
Int. J. Swarm Intell. Res., 2019

A Dynamic Traffic Awareness System for Urban Driving.
Proceedings of the 2019 International Conference on Internet of Things (iThings) and IEEE Green Computing and Communications (GreenCom) and IEEE Cyber, 2019

Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model.
Proceedings of the 2019 IEEE International Conference on Fuzzy Systems, 2019

Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model.
Proceedings of the 43rd IEEE Annual Computer Software and Applications Conference, 2019

Effect of PSO Communication Topologies on Task Matching in Grid Computing.
Proceedings of the IEEE Congress on Evolutionary Computation, 2019

An Efficient Miner Strategy for Selecting Cryptocurrency Transactions.
Proceedings of the IEEE International Conference on Blockchain, 2019

2018
Ant Brood Clustering on Intel Xeon Multi-core: Challenges and Strategies.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2018

Hybrid Deep Learning Model for Stock Price Prediction.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2018

HGLPSO: Hybrid Genetic Learning PSO and its Applications to Task Matching on Large-Scale Systems.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2018

Analyzing Financial Smart Contracts for Blockchain.
Proceedings of the IEEE International Conference on Internet of Things (iThings) and IEEE Green Computing and Communications (GreenCom) and IEEE Cyber, 2018

A Novel Heuristics for Validating Pairwise Transactions on Cryptocurrencies.
Proceedings of the IEEE International Conference on Internet of Things (iThings) and IEEE Green Computing and Communications (GreenCom) and IEEE Cyber, 2018

A Self Fixing Intelligent Ant Clustering Algorithm For Graphs.
Proceedings of the 2018 International Joint Conference on Neural Networks, 2018

Financial Application on an Openstack Based Private Cloud.
Proceedings of the Internet and Distributed Computing Systems, 2018

A Modified Genetic Learning PSO for Task Matching in Grid Environment.
Proceedings of the 2018 IEEE Congress on Evolutionary Computation, 2018

2017
Guest Editorial: Special Issue on Green Pervasive and Ubiquitous Systems.
IEEE Syst. J., 2017

Constrained ant brood clustering algorithm with adaptive radius: A case study on aspect based sentiment analysis.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

A parallel firefly meta-heuristics algorithm for financial option pricing.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

Enhancing Ant Brood Clustering with Adaptive Radius of Perception and Non-parametric Estimation on Multi-core Architectures.
Proceedings of the Advances in Intelligent Networking and Collaborative Systems, 2017

An Enhanced Chaos-Based Firefly Model for Parkinson's Disease Diagnosis and Classification.
Proceedings of the 2017 International Conference on Information Technology, 2017

2016
Nature-inspired soft computing for financial option pricing using high-performance analytics.
Concurr. Comput. Pract. Exp., 2016

Non-dominant sorting Firefly algorithm for pricing American option.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Pricing European Options Using a Novel Multi-objective Firefly Algorithm.
Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016, 2016

Parallelizing Active Memory Ants with MapReduce for Clustering Financial Time Series Data.
Proceedings of the 2016 IEEE International Conferences on Big Data and Cloud Computing (BDCloud), 2016

2015
Clabacus: A Risk-Adjusted Cloud Resources Pricing Model Using Financial Option Theory.
IEEE Trans. Cloud Comput., 2015

Exploration/exploitation of a hybrid-enhanced MPSO-GA algorithm on a fused CPU-GPU architecture.
Concurr. Comput. Pract. Exp., 2015

Stationarity Enforcement of Accelerator Based TRNG by Genetic Algorithm.
Proceedings of the 2015 IEEE TrustCom/BigDataSE/ISPA, 2015

Parallel Ant Brood Graph Partitioning in Julia.
Proceedings of the Parallel Processing and Applied Mathematics, 2015

Twitter sentiment classification using machine learning techniques for stock markets.
Proceedings of the 2015 International Conference on Advances in Computing, 2015

2014
Special issue on computational finance.
Concurr. Comput. Pract. Exp., 2014

A Discrete Time Financial Option Pricing Model for Cloud Services.
Proceedings of the 2014 IEEE 11th Intl Conf on Ubiquitous Intelligence and Computing and 2014 IEEE 11th Intl Conf on Autonomic and Trusted Computing and 2014 IEEE 14th Intl Conf on Scalable Computing and Communications and Its Associated Workshops, 2014

Portfolio diversification using ant brood sorting clustering.
Proceedings of the 2014 Sixth World Congress on Nature and Biologically Inspired Computing, 2014

2013
Scheduling Using Multiple Swarm Particle Optimization with Memetic Features on Graphics Processing Units.
Proceedings of the Massively Parallel Evolutionary Computation on GPGPUs, 2013

Normalized particle swarm optimization for complex chooser option pricing on graphics processing unit.
J. Supercomput., 2013

A fuzzy Grid-QoS framework for obtaining higher grid resources availability.
J. Supercomput., 2013

Characterizing spot price dynamics in public cloud environments.
Future Gener. Comput. Syst., 2013

A load-rebalance PSO heuristic for task matching in heterogeneous computing systems.
Proceedings of the 2013 IEEE Symposium on Swarm Intelligence, 2013

Optimization of an OpenCL-Based Multi-swarm PSO Algorithm on an APU.
Proceedings of the Parallel Processing and Applied Mathematics, 2013

Effects of Segmented Finite Difference Time Domain on GPU.
Proceedings of the Parallel Processing and Applied Mathematics, 2013

A novel application of ACO to price transmission rights in electricity markets.
Proceedings of the Fifth World Congress on Nature and Biologically Inspired Computing, 2013

A Novel Architecture for Financial Investment Services on a Private Cloud.
Proceedings of the Algorithms and Architectures for Parallel Processing, 2013

Memory Efficient Multi-Swarm PSO Algorithm in OpenCL on an APU.
Proceedings of the Algorithms and Architectures for Parallel Processing, 2013

MAZACORNET: Mobility aware zone based ant colony optimization routing for VANET.
Proceedings of the IEEE Congress on Evolutionary Computation, 2013

2012
Financial Option Market Model for Federated Cloud Environments.
Proceedings of the IEEE Fifth International Conference on Utility and Cloud Computing, 2012

Portfolio Management Using Particle Swarm Optimization on GPU.
Proceedings of the 10th IEEE International Symposium on Parallel and Distributed Processing with Applications, 2012

Optimizing Option Pricing Algorithms and Profiling Power Consumption on VLIW APU Architecture.
Proceedings of the 10th IEEE International Symposium on Parallel and Distributed Processing with Applications, 2012

Financial Application as a Software Service on Cloud.
Proceedings of the Contemporary Computing - 5th International Conference, 2012

Financial Option Pricing on APU.
Proceedings of the Contemporary Computing - 5th International Conference, 2012

Pricing Cloud Compute Commodities: A Novel Financial Economic Model.
Proceedings of the 12th IEEE/ACM International Symposium on Cluster, 2012

2011
Grid resources valuation with fuzzy real option.
Int. J. High Perform. Comput. Netw., 2011

Performance Analysis of Sequential and Parallel Neural Network Algorithm for Stock Price Forecasting.
Int. J. Grid High Perform. Comput., 2011

Statistical Modeling of Spot Instance Prices in Public Cloud Environments.
Proceedings of the IEEE 4th International Conference on Utility and Cloud Computing, 2011

Resource Provisioning Policies to Increase IaaS Provider's Profit in a Federated Cloud Environment.
Proceedings of the 13th IEEE International Conference on High Performance Computing & Communication, 2011

True Random Number Generator Using GPUs and Histogram Equalization Techniques.
Proceedings of the 13th IEEE International Conference on High Performance Computing & Communication, 2011

Collaborative multi-swarm PSO for task matching using graphics processing units.
Proceedings of the 13th Annual Genetic and Evolutionary Computation Conference, 2011

Pricing transmission rights using ant colony optimization.
Proceedings of the 13th Annual Genetic and Evolutionary Computation Conference, 2011

2010
Preface.
Parallel Comput., 2010

A parallel Particle swarm optimization algorithm for option pricing.
Proceedings of the 24th IEEE International Symposium on Parallel and Distributed Processing, 2010

Exploiting Parallelism in Iterative Irregular Maxflow Computations on GPU Accelerators.
Proceedings of the 12th IEEE International Conference on High Performance Computing and Communications, 2010

Option Pricing on the GPU.
Proceedings of the 12th IEEE International Conference on High Performance Computing and Communications, 2010

Evaluation of a Financial Option Based Pricing Model for Grid Resources Management: Simulation vs. Real Data.
Proceedings of the 12th IEEE International Conference on High Performance Computing and Communications, 2010

Particle swarm optimization algorithm for option pricing: extended abstract.
Proceedings of the Genetic and Evolutionary Computation Conference, 2010

2009
A software architecture framework for on-line option pricing.
J. Supercomput., 2009

HOPNET: A hybrid ant colony optimization routing algorithm for mobile ad hoc network.
Ad Hoc Networks, 2009

An Aggregated Ant Colony Optimization approach for pricing options.
Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

A novel application of option pricing to distributed resources management.
Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

PSO based neural network for time series forecasting.
Proceedings of the International Joint Conference on Neural Networks, 2009

Integrating a financial option based model with GridSim for pricing Grid resources.
Proceedings of the 2009 10th IEEE/ACM International Conference on Grid Computing, 2009

A Financial Option Based Grid Resources Pricing Model: Towards an Equilibrium between Service Quality for User and Profitability for Service Providers.
Proceedings of the Advances in Grid and Pervasive Computing, 4th International Conference, 2009

Ant Colony Optimization to price exotic options.
Proceedings of the IEEE Congress on Evolutionary Computation, 2009

Option pricing using Particle Swarm Optimization.
Proceedings of the Canadian Conference on Computer Science & Software Engineering, 2009

2008
Exploiting Data Locality in FFT Using Indirect Swap Network on Cell/B.E.
Proceedings of the 22nd Annual International Symposium on High Performance Computing Systems and Applications (HPCS 2008), 2008

Grid resources pricing: A novel financial option based quality of service-profit quasi-static equilibrium model.
Proceedings of the 9th IEEE/ACM International Conference on Grid Computing (Grid 2008), Tsukuba, Japan, September 29, 2008

A bioinspired algorithm to price options.
Proceedings of the Canadian Conference on Computer Science & Software Engineering, 2008

PACONET: imProved Ant Colony Optimization Routing Algorithm for Mobile Ad Hoc NETworks.
Proceedings of the 22nd International Conference on Advanced Information Networking and Applications, 2008

2007
Mathematical Model of Ice Melting on Transmission Lines.
J. Math. Model. Algorithms, 2007

A Grid Resources Valuation Model Using Fuzzy Real Option.
Proceedings of the Parallel and Distributed Processing and Applications, 2007

G-FRoM: Grid Resources Pricing A Fuzzy Real Option Model.
Proceedings of the Third International Conference on e-Science and Grid Computing, 2007

2006
A second order L0 stable algorithm for evaluating European options.
Int. J. High Perform. Comput. Netw., 2006

Exploring Financial Applications on Many-Core-on-a-Chip Architecture: A First Experiment.
Proceedings of the Frontiers of High Performance Computing and Networking, 2006

A Software Architecture Framework for On-Line Option Pricing.
Proceedings of the Parallel and Distributed Processing and Applications, 2006

An Efficient System for Detecting Outliers from Financial Time Series.
Proceedings of the Flexible and Efficient Information Handling, 2006

Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC.
Proceedings of the Proceedings 39th Annual Simulation Symposium (ANSS-39 2006), 2006

2005
Parallel Algorithm for Pricing American Asian Options with Multi-Dimensional Assets.
Proceedings of the 19th Annual International Symposium on High Performance Computing Systems and Applications (HPCS 2005), 2005

High Performance Computing for a Financial Application Using Fast Fourier Transform.
Proceedings of the Euro-Par 2005, Parallel Processing, 11th International Euro-Par Conference, Lisbon, Portugal, August 30, 2005

2004
Improving Data Locality in Parallel Fast Fourier Transform Algorithm for Pricing Financial Derivatives.
Proceedings of the 18th International Parallel and Distributed Processing Symposium (IPDPS 2004), 2004

Message from the Chairs: International Workshop on High Performance Scientific and Engineering Computing.
Proceedings of the 33rd International Conference on Parallel Processing Workshops (ICPP 2004 Workshops), 2004

Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm.
Proceedings of the Computational Science and Its Applications, 2004

A Second Order L<sub>0</sub> Stable Algorithm for Evaluating European Options.
Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, 2004

An OpenMP Implementation of FTCS Method for Reduced Black-Sholes Equation.
Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, 2004

2003
Performance Evaluation of a Multithreaded Fast Fourier Transform Algorithm for Derivative Pricing.
J. Supercomput., 2003

A Parallel Ant Colony Optimization Algorithm for All-Pair Routing in MANETs.
Proceedings of the 17th International Parallel and Distributed Processing Symposium (IPDPS 2003), 2003

Neural Network Training Algorithms on Parallel Architectures for Finance Applications.
Proceedings of the 32nd International Conference on Parallel Processing Workshops (ICPP 2003 Workshops), 2003

2002
Implementation of Ant Colony Optimization Algorithm for Mobile Ad hoc Network Applications: OpenMP Experiences.
Parallel Distributed Comput. Pract., 2002

Implementation and evaluation of a communication intensive application on the EARTH multithreaded system.
Concurr. Comput. Pract. Exp., 2002

Forecasting Stock Prices using Neural Networks on a Beowulf Cluster.
Proceedings of the International Conference on Parallel and Distributed Computing Systems, 2002

Performance Evaluation of Parallel Algorithms for Pricing Multidimensional.
Proceedings of the 31st International Conference on Parallel Processing Workshops (ICPP 2002 Workshops), 2002

Performance Analysis of a Multithreaded Pricing Algorithm on Cilk.
Proceedings of the 16th Annual International Symposium on High Performance Computing Systems and Applications, 2002

2001
Multithreaded Algorithms for Pricing a Class of Complex Options.
Proceedings of the 15th International Parallel & Distributed Processing Symposium (IPDPS-01), 2001

2000
Recursive and Iterative Multithreaded Algorithms for Pricing American Securities.
Proceedings of the International Conference on Parallel and Distributed Processing Techniques and Applications, 2000

Developing a Communication Intensive Application on the EARTH Multithreaded Architecture (Distinguished Paper).
Proceedings of the Euro-Par 2000, Parallel Processing, 6th International Euro-Par Conference, Munich, Germany, August 29, 2000


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