Professional Experience

  • Present 2020

    Senior Lecturer

    Department of Computer science & Engineering, University of Moratuwa,
    Sri Lanka

  • 2021 2020

    Research Fellow

    LIRNEasia,
    Sri Lanka

  • 2020 2014

    Graduate Research/Teaching Fellow

    University of Oregon, Department of Computer and Information Science,
    USA.

  • 2018 2018

    Givens Associate

    Argonne National Laboratory,
    USA.

  • 2020 2011

    Lecturer

    Department of Computer science & Engineering, University of Moratuwa,
    Sri Lanka

  • 2014 2013

    Researcher

    LIRNEasia,
    Sri Lanka

  • 2014 2013

    Visiting Lecturer

    Northshore College of Business and Technology,
    Sri Lanka

Education

  • Ph.D. 2020

    Ph.D. in Computer & Information Science

    University of Oregon, USA

  • MS 2016

    MS in Computer & Information Science

    University of Oregon, USA

  • BSc2011

    B.Sc Engineering (Hons)in Computer Science & Engineering

    University of Moratuwa, Sri Lanka

Featured Research

Impact of Cyclone Ditwah on the Colombo Stock Exchange: An Event Study on Market Reactions to Natural Disasters


A. Wickramaratne, T. Fernando, T. Jayawardana, D. Wijesinghe, S. Dinapura, M. Mendis, N. Jayatilleke, N. Silva, and S. Wickramanayake

2026 Moratuwa Engineering Research Conference (MERCon), 2026, pp. 407-412,

Natural disasters inflict severe macroeconomic shocks on financial markets, yet frontier exchanges remain understudied. Using a classical event-study framework on 71,044 daily records for 289 CSE-listed stocks (February 2025 - February 2026), this paper examines how the Colombo Stock Exchange absorbed Cyclone Ditwah, which struck Sri Lanka on 28 November 2025, causing USD 4.1 billion in damages (≈4\% of GDP), leading to CSE's worst weekly decline since November 2022. Market-model parameters estimated for 203 qualifying stocks across 19 sectors reveal three key findings: frontier markets do not absorb disaster shocks instantaneously, as losses accumulate over five trading days rather than on the landfall day; foreseeable disasters are partially priced in advance, with statistically significant pre-event losses confirming early investor repricing as meteorological warnings intensified; and aggregate market measures obscure sectoral heterogeneity. While the overall Cumulative Abnormal Return (CAR) of -2.57\% is statistically meaningful, only four sectors (Consumer Services, Insurance, Diversified Financials, and Utilities) show consistent, broad repricing supported by both parametric and non-parametric tests. These findings inform investors' pricing of disaster risk in frontier markets, policymakers designing sector-targeted stabilisation interventions, and researchers studying market efficiency under severe informational uncertainty.