A. Thavaneswaran

Professor
Department of Statistics, University of Manitoba
Winnipeg, Manitoba, Canada, R3T 2N2
Office: 331 Machray Hall
E-mail: thavane@ccu.umanitoba.ca
Telephone: (204) 474-8984
Fax: (204) 474-7621

Research Interests - Inference for stochastic processes,Estimating Functions, Nonlinear Time Series, Prediction,Filtering, Smoothing, Survival Analysis, Empirical Financial Time series modelling, Mathematical Finance, Fuzzy Methods in Finance

Research:
Refereed Publications ( Jan 2012)
Top25 Hottest Articles: Science Direct selects my paper on' Forecasting Volatility (2005)" as one of Top 25 Hottest articles ( Click here for more details)

Research cited by Nobel Prize Winner Professor Clive WJ Granger at the Berkeley NSF Symposium. OVERVIEW OF NONLINEAR TIME SERIES SPECIFICATIONS IN ECONOMICS Clive WJ Granger Department of Economics University of California ... emlab.berkeley.edu/symposia/nsf98/granger.pdf
( Click here for more details)
Citations of the research papers
( details of over 100 citations)
Recent citations of the research papers on fuzzy option pricing
( details)
Recent citations of the research papers on fuzzy time series modeling
( details)
Recent research paper on GARCH Model Identification
(Abstract)
Recent research paper on filtering for volatility models
( Abstract)
Recent research paper on combined estimating functions
( Abstract)
Recent research papers on fuzzy coefficient GARCH models
( Abstract)
Recent research paper on Fuzzy Coefficient Volatility Models
( Abstract)

5.305: Probability Models Jan.05
Course Outline
***** Most recent Term Test 1 Jan. 28 05
***** Practice Problems for Test 1 Jan. 30 05
***** Practice Problems on Brownian Motion for Test 2 Feb 25th 05
***** Practice Problems on Poisson Processes March 15th 05
Revised Probability Generating Function Handout Jan. 7 05
Probability generating function notes from the web for optional reading
Practice Problems from past Term test
Branching Processes notes from the web for optional reading
Some worked out Examples from a web on probability, Markov Chains/ Branching Processes
Some notes on Markov Chains from a web Feb 23rd 05
Some notes on Brownian motion from a web
Some notes on Poisson Processes from a web
Assignment #1 Due: Jan. 21st 05
Assignment #2 Due: Feb. 7th 05
Assignment #3 Due: March 7th 05
Assignment #4 Due: April 8th 05

5.305: Probability Models Jan.04
Course Outline
Assignment #1

5.305: Probability Models Jan..04
Assignment #2

5.305: Probability Models Feb..04
Assignment # 3

5.305: Probability Models Jan.04
Practice Problems

5.305: Probability Models Fall 2001
Ch4/3 Practice Problems

5.305: Probability Models Fall 2001
Practice Problems solutions

5.305: Probability Models Fall 2001
Assignment # 4

5.414: Sept-Dec. 2004
Assignment #1