C. D. Tilakaratne

Senior Lecturer Gr. II

Academic Degrees

• B.Sc. (Colombo)
• M.Sc. in Applied Statistics (Colombo)
• MIT by Research (Ballarat, Australia)
• PhD (Ballarat, Australia)

Current Teaching

• Financial Data Analysis
• Time Series
• Data Mining Techniques
• Generalised Linear Models
• Literature Review

Teaching Experience

Lecturing at the university from 1995 to date

Research and Professional Experience

Areas of research interest include Data Mining, Financial Modelling, Time Series Modelling, Econometrics...

Honors and Awards

• University of Ballarat Publication Grant, 2007
• International Postgraduate Research Scholarship, University of Ballarat, Australia, 2004.
• Special Overseas Student Scholarship, University of Ballarat, Australia, 2004
• ITMS Postgraduate Research Scholarship, School of Information Technology & Mathematical Sciences, University of Ballarat, Australia, 2003
• Special Overseas Students Scholarship, University of Ballarat, Australia, 2003

Publications

Book Chapters:

• Tilakaratne, C. D., Mammadov, M. A. & Morris, S. A. (2010). A Novel Approach for Predicting Trading Signals of a Stock Market Index.  Forecasting Models: Methods and Applications, pp 145-160, IConcept Press Ltd., Hong Kong.
• Co-author of the Second Chapter (pg 36-54) of  ‘Moolika Sankyanaya’; A text book written in Sinhala for Advanced Level (Mathematics) students, Educational Book Publisher, Colombo, Sri Lanka.



Selected journal and conference papers:

• Dassanayake, M. M. K., & Tilakaratne, C. (2010). Predicting Trading Signals of Sri Lankan Stock Market Using Genetic Algorithms and Neural Networks, in K. Elleithy et al. Eds. Technological Developments in Networking: Education and Automation, Springer Science+Business Media.
• Fernandopulle, C. L. Tilakaratne C. D. & Dharmarathne, H. A. S. G. (2010). Using Cointegration for Stock Market Investment: An Application in Sri Lankan Context, Proceedings of the International Statistics Conference 2010, Colombo Sri Lanka.
• Priyadarshana, W. J. R. M. & Tilakaratne, C. D. (2010). A Fractional ARIMA Model for Daily Spot Crude Oil Prices of the Organization of Petroleum Exporting Countries (OPEC),  Proceedings of the International Statistics Conference 2010, Colombo Sri Lanka.
• Priyadarshana, W. J. R. M. & Tilakaratne, C. D. (2010). Long Term Co-dependencies and Long Run Non-periodic Co-cycles among Major Oil Indices: A Fractional Time Series Approach, Proceedings of the International Statistics Conference 2010, Colombo Sri Lanka.
• Chandrasekara N. V. & Tilakaratne, C. D. (2010). Forecasting Exchange Rates Using Artificial Neural Networks, Proceedings of the International Statistics Conference 2010, Colombo Sri Lanka.
• Tilakaratne, C. D., Mammadov, M. A. & Morris, S. A. (2009). Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices, Journal of Applied Mathematics and Decision Sciences, 2009, Article ID 125308, 22 Pages.
• Tilakaratne, C. D., Mammadov, M. A. & Morris, S. A. (2008). Predicting Trading Signals of Stock Market Indices Using Neural Networks, In W. Wobcke and M. Zhang Eds., Proceedings of the Twenty First Australian Joint Conference on Artificial Intelligence, Lecture Notes in Artificial Intelligence, 5360, pp 522-531, Springer-Verlag.
• Tilakaratne, C. D (2008). A Neural Network Approach for the Directional Prediction of a Stock Market: An Application to the Australian All Ordinary Index, Accepted for International Research Conference on Management and Finance, Sri Lanka.
• Tilakaratne, C. D., Tissera, J. H. D. S. P. & Mammadov, M. A. (2008). Predicting Trading Signals of the All Share Price Index Using a Modified Neural Network Algorithm, Proceedings of the 9th International Information Technology Conference, Colombo, Sri Lanka.
• Tilakaratne, C. D., Mammadov, M. A. & Morris, S. A. (2007). Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets, in P. Christen, P. Kennedy, J. Li, I. Kolvshkina, and G. Williams Ed., Proceedings of the Sixth Australian Data Mining Conference (AusDM 2007), Conferences in Research and Practice in Information Technology (CRPIT), 70, 167-175.
  http://crpit.com/confpapers/CRPITV70Tilakaratne.pdf
• Tilakaratne, C. D., Morris, S. A., Mammadov, M. A. & Hurst, C. P. (2007). Quantification of Intermarket Influence on the Australian All Ordinary Index Based on Optimization Techniques, ANZIAM Journal, 48, C104-C118.
• Tilakaratne, C. D., Morris, S. A., Mammadov, M.A. & Hurst, C. P. (2007). Predicting Stock Market Index Trading Signals Using Neural Networks, Proceedings of the 14th Annual Global Finance Conference (GFC 2007), Melbourne, Australia.
• Tilakaratne, C. D., Mammadov, M.A. & Hurst, C. P. (2006). Quantification of Intermarket Influence Based on the Global Optimization and Its Application for Stock Market Prediction, Proceedings of the International Workshop on Integrating AI and Data Mining (AIDM’06), Hobart, Tasmania, Australia.
  http://doi.ieeecomputersociety.org/10.1109/AIDM.2006.14
• Tilakaratne, C. D. (2006). A Study of Intermarket Influence on the Australian All Ordinary Index at Different Time Periods. Proceedings of the 2nd Australian Business and Behavioural Sciences Association (ABBSA) International Conference, Adelaide, Australia.
• Pan, H., Tilakaratne, C. & Yearwood, J. (2004). Intermarket Influence Analysis Using Asymmetrical Dependence Test and an Application for Australia and G7 Industrial Countries, Proceedings of the 1st International Workshop on Intelligent Finance, Melbourne, Australia.
• Pan, H., Tilakaratne, C., Yearwood, J. & Hurst, C. (2004). Asymmetrical Dependence Test for Intermarket Influence Analysis, Proceedings of the 6th International Conference on Optimization Techniques and Applications, Ballarat, Australia.
• Pan, H., Tilakaratne, C. & Yearwood, J. (2003). Predicting the Australian Stock Market Index Using Neural Networks Exploiting Dynamical Swings and Intermarket Influences. Lecture Notes in Artificial Intelligence, 2903, 327-338, Springer; Updated version in Journal of Research and Practice in Information Technology, 37(1) (2005).

Editorial Board:

Member of the editorial board of

• The proceedings of the International Statistics Conference, 2011 to be held on 28-30 December 2011,
• Archimedes Journal of Mathematics (an Indian Journal),
• Antarctica Journal of Mathematics (an Indian Journal).

Referee

• Reviewed the papers submitted to the two international journals: Optimization Letters, and Journal of Global Optimization (JOGO), and NSF Journal.
• Reviewed the papers submitted to the International Statistics Conference 2010, organized by the Applied Statistics Association of Sri Lanka.

 

Research and Consultancy

Undergraduate and postgraduate research projects:

Since 2007 I have supervised 21 undergraduate final year research projects and three research projects at master level. Based on these undergraduate research studies, four full conference papers and two extended abstracts were published. Another full paper is submitted for an international conference. Two full papers based on the master research projects were submitted to an international conference while another extended abstract was published in proceedings of a local research symposium.

PhD Supervision

Currently co-supervising a PhD student registered at the Faculty of Graduate Studies.
Title: The Impact of Monetary Policy Shocks on the Economy: Evidence from Sri Lanka during 2003-2011.

Research Collaboration

As a result of ongoing research collaboration with Dr. M. A. Mammadov (Senior Research Fellow, School of Science, Information Technology and Engineering, University of Ballarat, Australia, two conference papers, one journal paper and one book chapter were published during the last four years.
Planning start another collaborative research project (title: An Improved Probabilistic Neural Network Algorithm for Directional Prediction of a Stock Market Index) with Dr. Mammadov. A student who is going to register at the University of Colombo will carry out this research study under the supervision of Dr. Mammadov and myself, as her PhD research.

Statistical Data Analysis & Consultancy:

Worked as the statistician for several projects since 1993;
Some projects involved:

• Information Technology Human Resources in Sri Lanka (Fiscal Year 2000)
• Analysis of Numeric and Literacy Skills of Primary Students in Sri Lanka

Memberships

• Applied Statistics Association, Sri Lanka
• Sri Lanka Association for the Advancement of Science

Voluntary Posts

• Secretary of the Applied Statistics Association of Sri Lanka (2009 to date)
• Temporary Student Counselor of the University of Colombo (2008 to date)
• Chairperson of the Local Program Committee of the International Statistics Conference 2011 (2010 /11)
• Coordinator of the Computer Science Courses conducted by the UCSC (2010/11)
• Chairperson of the Conference Organising Committee of the International Statistics Conference 2010 (2009/10)
• Coordinator of the Special Degree programs in Statistics, Statistics with Computer Science, Industrial Statistics (2009/10)
• Coordinator of the Special Degree program in Statistics with Computer Science (2008 to 2009)
• Academic Advisor of the Stat Circle (2008/09 and 2009/10)
• Research Students’ Representative to the Research and Professional Development Group (RPDG) in the School of Information Technology & Mathematical Sciences, University of Ballarat, Australia (2004-2006)

Other Posts

Coordinator of the MSc program in Applied Statistics (2010/11 batch).

Departmental Address

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