Dharmaraja Selvamuthu

ORCID: 0000-0003-2892-0864
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Research Areas
  • Advanced Wireless Network Optimization
  • Advanced Queuing Theory Analysis
  • Advanced MIMO Systems Optimization
  • Wireless Communication Networks Research
  • Green IT and Sustainability
  • Wireless Networks and Protocols
  • Stochastic processes and financial applications
  • Mobile Ad Hoc Networks
  • Network Traffic and Congestion Control
  • IPv6, Mobility, Handover, Networks, Security
  • Credit Risk and Financial Regulations
  • Software Reliability and Analysis Research
  • Risk and Portfolio Optimization
  • Insurance, Mortality, Demography, Risk Management
  • Point processes and geometric inequalities
  • Energy Harvesting in Wireless Networks
  • Cooperative Communication and Network Coding
  • Opportunistic and Delay-Tolerant Networks
  • Financial Risk and Volatility Modeling
  • Reliability and Maintenance Optimization
  • Advanced Battery Technologies Research
  • Optimal Experimental Design Methods
  • Diffusion and Search Dynamics
  • Market Dynamics and Volatility
  • Probability and Risk Models

Indian Institute of Technology Delhi
2016-2025

Central University of Rajasthan
2020

National Changhua University of Education
2018-2019

Indian Institute of Technology Indore
2006

Duke University
2000-2003

Indian Institute of Technology Madras
1998-2001

Nowadays, the most significant challenges in stock market is to predict prices. The price data represents a financial time series which becomes more difficult due its characteristics and dynamic nature. Support Vector Machines (SVM) Artificial Neural Networks (ANN) are widely used for prediction of prices movements. Every algorithm has way learning patterns then predicting. Network popular method also incorporate technical analysis making predictions markets. Most common techniques...

10.1186/s40854-019-0131-7 article EN cc-by Financial Innovation 2019-03-21

The lack of centralised infrastructure in ad hoc network makes it vulnerable to various attacks. MANET routing disrupts if participating node do not perform its intended function and start performing malicious activity. A specific attack called Wormmhole enables an attacker record packets at one location the network, tunnels them another location, retransmits into network. In this paper, we present a protocol for detecting wormhole attacks without use any special harware such as directional...

10.1109/innovations.2011.5893822 article EN International Conference on Innovations in Information Technology 2011-04-01

Abstract This paper presents an integrated system for ensuring uninterrupted power supply to tethered High-Altitude Platform Systems (HAPS) by strategically managing the repair and replenishment of batteries in a k-out-of-n: G, COLD system. We assume are identical their lifetimes independent each other exponentially distributed. The deteriorate independently due failures await repair. facility is activated when number working decreases L (L < n), order n-k+1 placed operational falls N...

10.1115/1.4067545 article EN ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B Mechanical Engineering 2025-01-02

Abstract This paper proposes an options pricing model that incorporates stochastic volatility, interest rates, and jump intensity. Market shocks are modeled using a process, with each governed by asymmetric double-exponential distribution. The also integrates Markov regime-switching framework for volatility the risk-free rate, allowing market to alternate between finite number of distinct economic states. A closed-form solution European option is derived. To demonstrate significance proposed...

10.1017/s0269964824000202 article EN cc-by Probability in the Engineering and Informational Sciences 2025-01-09

<title>Abstract</title> The high-altitude platform station (HAPs) emerges as a pivotal component within the burgeoning landscape of non-terrestrial networks, functioning super macro base (SMBS) with distinctive positioning in stratosphere. On basis requirement, HAPs can be positioned lower level atmosphere. are restricted by battery life their onboard power source, whereas tethered (tHAPs) powered continuous source through tether line, granting them virtually unlimited flight time. Using...

10.21203/rs.3.rs-5598511/v1 preprint EN cc-by Research Square (Research Square) 2025-01-15

This work studies the reliability function of K -out-of- N systems with a general repair time distribution and single facility. It introduces new mechanism using an effort function, described by nonlinear ordinary differential equation. Three theoretical results are obtained: regularity properties preventing simultaneous failures repairs, derivation Kolmogorov forward system for micro-state macro-state probabilities, comparison functions two systems. An additional hypothesis on model’s...

10.1017/s0269964824000275 article EN cc-by Probability in the Engineering and Informational Sciences 2025-02-25

Understanding how crises like the COVID-19 pandemic affect variable annuity pricing is crucial, especially in emerging markets India. The motivation that financial stability and risk management these depend heavily on accurate models. While prior research has primarily focused Western markets, there a significant gap analyzing impact of extreme volatility regime-dependent dynamics annuities economies. This study investigates regime shifts during influence Indian stock market, specifically...

10.3390/mca30020023 article EN cc-by Mathematical and Computational Applications 2025-02-27

For cellular communication systems, mobility and limited radio coverage of a cell require calls to be handed over from one base station system (BSS) another. Due the bandwidth available in various cells, there is finite probability that an ongoing call, while being off, may get dropped. Minimizing dropping during handoff important design criterion. Some digital e.g., global for mobile communications IS-136, use mobile-assisted (MAHO), which terminal (MT) assists its BSS, switching center...

10.1109/tvt.2007.904529 article EN IEEE Transactions on Vehicular Technology 2008-01-01

Reliability and survivability are the two important attributes of cellular networks. In existing literature, these measures were studied through simulation. this paper, we construct an analytical model to determine reliability third generation beyond Universal Mobile Telecommunication Systems (UMTS) Hierarchical architecture UMTS networks is modeled using stochastic models such as Markov chains, semi-Markov process, block diagrams reward obtain attributes. The can be tailored evaluate other...

10.1109/tnsm.2009.031101 article EN IEEE Transactions on Network and Service Management 2008-09-01
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