Sellamuthu Prabakaran

Perfil

Formación académica

Doctorado Indian institue of Technology Roorkee
Doctor of Philosophy
Enero 2003 - Noviembre 2008
The Statistical Mechanics of Financial Markets

Maestría/Magister Indian School Of Mines
Master of technology in Industrial Engineering & Managment
Marzo 2000 - Diciembre 2001
Working Capital Management in a Manufacturing organization-A Case study of TISCO

Pregrado/Universitario Bharat Institute of Higuer Education
Bachelor of Engineering
Julio 1990 - Julio 1996
Agitative type of Component Washing Machine

Experiencia profesional

Pontificia Universidad Javeriana Cali
Junio de 2015 - Actualidad

Fundación Universidad del Norte
2013

King Saud University
2008 - 2012

University of Petroleum and Energy Studies
2007 - 2008

Reconocimientos

MHRD Scholarship
India ,Indian institue of Technology Roorkee - Enero 2003
For RAJIV GANDHI NATIONAL FELLOWSHIP SCHEME (RGNFS)
Indian institue of Technology Roorkee - Junio 2006

Publicaciones

Prabakaran S, Jose U. Mora, Ph.D and Dr. Isabel Cristina Garcia Arboleda. A Temperature Stochastic Model for Option Pricing and Its Impacts on the Electricity Market. Economic Analysis and Policy (ERM), SCOPUS Q1 (Under Review).
Description Of Colombian Electricity Pricing Derivatives - International Journal of Finance Research (IJFR): e-ISSN: 2746-136X. Vol 2, No.3, September 2021, Pages 191 - 211. DOI: https://doi.org/10.47747/ijfr.v2i3.349.
Prabakaran. S. The black scholes option pricing model for insurance derivative- Journal Global Journal Of Pure And Applied Mathematics (GJPAM): ISSN 0973-1768 Volume 16, Number 1 (2020), pp. 131-144 in SCOPUS Q4.
The Black Scholes Option Pricing Model for Insurance Derivative - Journal Global Journal of Pure and Applied Mathematics (GJPAM): ISSN 0973-1768 Volume 16, Number 1 (2020), pp. 131-144.
Construction of the Black Scholes Pricing Model in The Stock Market by Using Of Brownian Motion Approach - Far East Journal of Mathematical Sciences (FJMS): 0972-0871, ISSN: 0972-0871, Volume 123, Number 2, 2020, Pages 139-161.
A Temperature Stochastic Model for Option Pricing and Its Impacts on The Electricity Market with Jose U. Mora, Ph.D., and Dr. Isabel Cristina Garcia Arboleda - Economic Analysis and Policy (EAP), WoS Q2, Under Elsevier 68 (2020) 58 - 77.
Connecting Different Branches Domains Through Mathematical Modelling: An Interdisciplinary Approach with Dr. Animesh Acharjee - International Journal of Interdisciplinary Research Methods, Vol.7, No.3, pp. 31-47, December 2020, Published by ECRTD-UK Print ISSN: ISSN 2398-712X, Online ISSN: ISSN 2398-7138.
Prabakaran S. Construction of Pde Black - Scholes with Jump-Diffusion Models - Far East Journal of Mathematical Sciences (FJMS): 0972-0871, ISSN: 0972-0871, Volume 110, Number 1, 2018, Pages 131-163 INDEXED IN SCOPUS.
Prabakaran S. Modeling and Pricing of Energy Derivative Market - International Journal of Engineering & Technology. (IJET). ISSN 2227-524X, Indexed in Scopus. 7 (4.10) (2018) 148-156.
Modeling And Pricing of Energy Derivative Market - International Journal of Engineering & Technology. (IJET). ISSN 2227-524X, Indexed in Scopus. 7 (4.10) (2018) 148-156. DOI - 10.14419/ijet. v7i4.10.20826.
Construction of Pde Black - Scholes with Jump-Diffusion Models - Far East Journal of Mathematical Sciences (FJMS): 0972-0871, ISSN: 0972-0871, Volume 110, Number 1, 2018, Pages 131-163.
Prabakaran S. Chapter published - Springer Proceedings in Business and Economics, in Advances in Panel Data Analysis in Applied Economic Research, 2017 International Conference on Applied Economics (ICOAE) - 2018 – Springer publisher.
Modeling And Pricing of Weather Derivative Market - Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768, Volume 13, Number 12 (2017), pp. 8103-8126.
Prabakaran, S. Modeling and pricing of weather derivative market, in Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768, Volume 13, Number 12 (2017), pp. 8103-8126. SCOPUS INDEX.
Stochastic Process on Option Pricing Black - Scholes Pde– Financial Physics (PHYNANCE) Approach - Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768. Volume 13, Number 12 (2017).
Prabakaran, S. Stochastic process on option pricing black - scholes pde– financial physics (phynance) approach, in Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768. Volume 13, Number 12 (2017). SCOPUS INDEX.
Chapter published - Springer Proceedings in Business and Economics, in Advances in Panel Data Analysis in Applied Economic Research, 2017 International Conference on Applied Economics (ICOAE) - 2018 – Springer publisher.
Statistical Thermodynamics of Money (THERMONEY) - Journal International Journal of Applied Engineering Research (IJAER). ISSN 0973-4562 Volume 11, Number 5 (2016) pp 3409-3420.
Prabakaran, S. Construction of risk – neutral measure in a brownian motion with exotic option in Far East Journal of Mathematical Sciences (FJMS). Volume 100, Number 10, 2016, Pages 1643-1674 ISSN: 0972-0871, ISSN: 0972-0871, Indexed in Scopus.
Prabakaran, S. Statistical thermodynamics of money (thermoney) in Journal International Journal of Applied Engineering Research (IJAER). ISSN 0973-4562 Volume 11, Number 5 (2016) pp 3409-3420. SCOPUS INDEX.
Construction Of Risk – Neutral Measure in A Brownian Motion with Exotic Option - Far East Journal of Mathematical Sciences (FJMS). Volume 100, Number 10, 2016, Pages 1643-1674 ISSN: 0972-0871, ISSN: 0972-0871
Laws Of Thermodynamics Description in The Economic System - International Journal of Applied Engineering Research (IJAER), ISSN: 0973-4562, Volume 10, Number 11 (2015) pp. 28657-28668.
Prabakaran, S. Black scholes option pricing model – brownian motion approach in Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768 Volume 11, Number 6 (2015), pp. 4587-4602. SCOPUS INDEX.
Black Scholes Option Pricing Model – Brownian Motion Approach - Global Journal of Pure and Applied Mathematics (GJPAM). ISSN 0973-1768 Volume 11, Number 6 (2015), pp. 4587-4602.
Rationality In Economics – The Thermodynamics Approach and Evaluation Criteria - Journal of Empirical Economics (JEE). ISSN: 2310-3256 – Vol 3(2014), Issue 1. pp: 43-55.
Exchange Rate Equilibrium – The Thermodynamics Approach- International Journal of Financial Economics (IJFE). ISSN: 2310-3280 – Vol 3(2014), Issue 1. pp: 11-24.
Thermodynamics Description in The Colombian Stock Markets - (IRJFE). ISSN: 1450-2887, Issue 126, October 2014.
Stock Market - The ECONOPHYSICS Approach - International Journal of Applied Business and Economic Research. (IJABER), ISSN: 0972-7302, Vol. 12, No. 3, (2014): 857-866.
Market Fluctuations – The Thermodynamics Approach - Global Journal of Finance and Management (Gjfm), ISSN 0975- 6477, Vol 3, No 2 (2011), pp. 193-208.
Black Scholes Model – An ECONOPHYSICS Approach with K Ravichandran - Enterprises Risk Management (ERM), ISSN 1937-7916, 2010, Vol. 1, No. 1: E5, pp 115 - 127.
Prabakaran S et al. Influence of Service Quality on Customer Satisfaction: Application of Servqual Model - International Journal of Business and Management (IJBM), ISSN 1833-3850, Vol. 5, No 4, April 2010, pp 117 - 124.
Prabakaran S et al. Application of Servqual Model on Measuring Service Quality: A Bayesian Approach Enterprises Risk Management (ERM), ISSN 1937-7916, 2010, Vol. 1, No. 1: E9 pp 145 - 169.
The Study of Markets and Prices –The Thermodynamics Approach - International Journal of Pure and Applied Physics (IJPAP), ISSN 0973-1776, Vol 6, No 3 (2010), pp. 333–346.
Memory Effects on Saudi Arabian Stock Market – Empirical Evidence with Khalid Alkhathlan - Enterprises Risk Management (ERM), ISSN 1937-7916, 2009, Vol. 1, No 2: E2, pp 87 - 96.
On The Distribution of Returns & Memory Effects in Indian Capital Markets. with Singh. J. P - International Research Journal of Finance and Economics. (IRJFE). ISSN 1450-2887, Indexed in Scopus, Issue 14, pp 165 – 176 (2008).
Quantum Computing Through Quaternions. with Singh. J. P - International Journal of Pure and Applied Physics (IJPAP). ISSN 0973-1776, Volume 4, Number 1 (2008) pp 87 - 96.
Group Properties of The Black Scholes Equation & Its Solutions. with Singh. J. P - Far East Journal of Mathematical Sciences (FJMS). ISSN: 0972-0871, Volume 27 No. 1, pp. 15 - 25(October 2007).
A Toy Model of Financial Markets with Singh. J. P -Electronic Journal of Theoretical Physics (EJTP). ISSN 1729-5254, Vol.3, Issue No 11, pp. 11-27 (May 2006).
Black Scholes Option Pricing with Stochastic Returns on Hedge Portfolio- Electronic Journal of Theoretical Physics (EJTP). ISSN 1729-5254, Vol 3, Issue No. 13 pp 19-28 (December 2006).

International Conferences

Paper presented at an International Conference on 5th Consortium of Students in Management Research (COSMAR 2005) held at the Department of Management Studies, Indian Institute of Science- Bangalore. Title - A Generalized Option Pricing Model.
Presented a research paper at a National Seminar on Management in the New Global Order – Quest for Excellence held at the Department of Management Studies, Indian School of Mines- Dhanbad. Title- Some Results In Derivative Pricing Through Quantum Mechanical Methods.
Presented a research paper at a National Conference on Intelligent Optimization Modeling (NCIOM-2006) held at the Department of Mathematics, Gandhi Gram Rural Institute- Deemed university- Gandhi gram. Title- Construction Of Symmetry Groups Of The Black Scholes Equation.
Presented a research paper at National Seminar on Management Challenges- The Road Ahead held at the Department of Management Studies, Indian School of Mines- Dhanbad. Title- Derivatives Accounting- Issues And Dimensions.
Research Paper presented at an International Seminar on RECENT TRENDS IN CAPITAL MARKETS AND FINANCIAL INNOVATIONS (RTCMFI-2008) held at the Department of Commerce and Financial Studies, BHARATHIDASAN UNIVERSITY – TIRUCHIRAPPALLI, Tamil Nadu, Title - Construction Of Deformed Levy Processes & Option Pricing.
Research paper presented at a National Seminar on Pattern Recognition – NSPR – 2008, Titled - On the Relativistic Effects on Quantum Entanglement of Quantum States Of Massive Particle held at the Department of Computer Science, PERIYAR UNIVERSITY, Salem, - 636 001, Tamil Nadu, India.
Research Paper accepted at an International Seminar on RECENT TRENDS IN CAPITAL MARKETS AND FINANCIAL INNOVATIONS (RED CAM FIN -2010) held at the Department of Commerce and Financial Studies, BHARATHIDASAN UNIVERSITY – TIRUCHIRAPPALLI, Tamil Nadu, Title - Economic and Financial Crisis in Saudi Arabia - Early Warning System.
Research Paper accepted at an International Finance Conference 2015, American Academy of Financial Management held in Prime Business School, Universidad Sergio Arboleda, Bogota, Colombia on November 26 – 27, 2015, Title - Description of Colombian Economy Over the Foreign Exchange Rate Fluctuation’.
Research Paper presented at World Finance Conference held at St John’s University, New York, United States on July 29-31, 2016, Title - Description of Carnot Cycle in The Financial Market.
Research Paper presented (Invited Speaker) at 13TH NATIONAL AND 10TH INTERNATIONAL FINANCE SYMPOSIUM, Building Edificio Jorge Hoyos Vásquez, SJ. Pontificia Universidad Javeriana - Bogotá, Colombia. Held on October 28, 2016, Title- How Should We Use the Concept of Entropy In Financial Markets? – PHYNANCE Approach.
Research Paper presented at WORLD FINANCE & BANKING SYMPOSIUM, University of Dubai (DU) the United Arab Emirates, December 14th-15th, 2016, Title - Description of Brownian Motion in Capital Market.
Research Paper presented at International Conference on Applied Economics (ICOAE), ICOAE 2017: Coventry, England, 6th-8th July 2017, Coventry University Technology Park, Puma Way, Coventry, West Midlands CV1 2TT, England with Title Application of Thermodynamics Entropy Concept in Financial Markets.
Research Paper presented (Invited Speaker) at XIV National Symposium and XI International Experts in Finance, Building Edificio Jorge Hoyos Vásquez, SJ. Pontificia Universidad Javeriana - Bogotá, Colombia. Held on September 8, 2017, Title - Temperature Stochastic Modeling for Pricing of Weather Derivatives Market.
Research Paper presented (Invited Speaker) and session of the chair for session titled ¨Smart Power & Energy Systems¨ at World Summit on Advances in Science, Engineering and Technology (Cambridge Summit 2018): Cambridge University 4 - 6 January 2018, Murray Edwards College, Cambridge, UK., with Title - Construction of Option Pricing Model for Energy Derivative Markets.
Research Paper presented as a Guest Speaker and conference organizer at International Symposium on Financial Modeling and Phenotyping (ISFMP) on July 4, 2018, at Pontificia Universidad Javeriana – Cali, Colombia with titled - Application of Mathematical Models to Plant Phenotyping: How the Equations Are Derived, Assembled in Plant Science.
Research Paper presented (Invited Speaker) at 14TH NATIONAL AND 11TH INTERNATIONAL FINANCE SYMPOSIUM, Pontificia Universidad Javeriana – Cali, Colombia. Held on September 13 – 14 28, 2018, Title - A New Vision of Economics – A Thermodynamic Approach to Economics (THERMOECONOMICS).
Research Paper poster presentation at the meeting of the 2nd International Conference on Energy Research and Social Science at 28-31 May 2019, Arizona State University, Tempe, USA titled - Construction of Temperature Stochastic Model for Option Pricing And Its Impact On Electricity Market.
Research Paper presented at the meeting of the World Finance Conference – Santiago de Chile, July 24th-26th, 2019 with titled - Stochastic Option Pricing Model for Insurance Derivative Markets.
Research Paper accepted for oral presentation at the meeting of the 6th International Symposium on Research in Economics, Management and Accounting Sciences - Society and Development, and 2nd International Meeting of Students of Economics, Management, and Accounting by University of LIBRE, Bogota. This conference will take place on 12, 13 & 14th September 2019 with titled - Methodical Approach to Pricing and Valuation of Weather Derivatives in Nariño Coffee Market.
Research Paper presented at the meeting of the WORLD FINANCE & BANKING SYMPOSIUM, New Delhi, India from 19th December to 21st December 2019 with titled - Implementation of Derivative Accounting to Estimate the Credit Risk by Using of Option Pricing Model – Case Study of Colombian Financial Institutions.
Research Paper presented at the meeting of the 2020 Cross Country Perspective in Finance (CCPF) Symposium, ASPER School of Business, University of Manitoba. Canada, on August 20-22, 2020, titled - A Foreign Currency Option Pricing Model for The Colombian Exchange Market.
Research paper presented at the meeting 2020, 10th International Conference on Power and Energy Systems on December 25-27, 2020, at the University of Electronic Science and Technology of China, Chengdu, China titled - Volatility Modeling for EMCALI Electricity Prices.
Research Paper accepted for Oral presentation at Global Conference on Agriculture and Horticulture” AGRI 2021 scheduled on September 30 to October 2, 2021, at Paris, France with the theme "To Accomplish over the Global Challenges of Agriculture" with the titled - Stochastic Option Pricing Model for Rainfall Derivatives - A Case Study of Sugarcane Production in Valle Del Cauca, Colombia.
Research Paper accepted for Oral presentation at International Conference on Innovations in Energy Engineering & Cleaner Production (IEECP’21) scheduled on during July 29-30, 2021, in Silicon Valley, California – USA with the titled - Description of Colombian Electricity Pricing Derivatives.