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Paresh Date
Paresh Date
Reader and Director of Research in Mathematics, Brunel University London
Verified email at brunel.ac.uk - Homepage
Title
Cited by
Cited by
Year
Distributed H∞ filtering for switched stochastic delayed systems over sensor networks with fading measurements
Y Chen, Z Wang, Y Yuan, P Date
IEEE transactions on cybernetics, 2018
822018
Positivity-preserving H∞ model reduction for positive systems
P Li, J Lam, Z Wang, P Date
Automatica 47 (7), 1504-1511, 2011
792011
Linear and non-linear filtering in mathematical finance: a review
P Date, K Ponomareva
IMA Journal of Management Mathematics 22 (3), 195-211, 2011
422011
Filtering and forecasting commodity futures prices under an HMM framework
P Date, R Mamon, A Tenyakov
Energy Economics 40, 1001-1013, 2013
382013
An algorithm for identification in the ν-gap metric
P Date, G Vinnicombe
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on 4 …, 1999
371999
Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
N Grishina, CA Lucas, P Date
Quantitative Finance 17 (3), 353-367, 2017
352017
A modified Bayesian filter for randomly delayed measurements
AK Singh, P Date, S Bhaumik
IEEE Transactions on Automatic Control 62 (1), 419-424, 2016
342016
Electricity futures price models: Calibration and forecasting
S Islyaev, P Date
European Journal of Operational Research 247 (1), 144-154, 2015
342015
A Modified Bayesian Filter for Randomly Delayed Measurements
AK Singh, P Date, S Bhaumik
IEEE Transactions on Automatic Control 62, 419-424, 0
34*
Regime switching volatility calibration by the Baum–Welch method
S Mitra, P Date
Journal of computational and applied mathematics 234 (12), 3243-3260, 2010
332010
A New Method for Generating Sigma Points and Weights for Nonlinear Filtering
R Radhakrishnan, A Yadav, P Date, S Bhaumik
IEEE Control Systems Letters 2 (3), 519-524, 2018
272018
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
K Ponomareva, D Roman, P Date
European Journal of Operational Research 240 (3), 678-687, 2015
272015
Algorithms for worst case identification in H∞ and in the ν-gap metric
P Date, G Vinnicombe
Automatica 40 (6), 995-1002, 2004
272004
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting
P Date, C Wang
European Journal of Operational Research 195 (1), 156-166, 2009
252009
A fast calibrating volatility model for option pricing
P Date, S Islyaev
European Journal of Operational Research 243 (2), 599-606, 2015
242015
A combined iterative scheme for identification and control redesigns
P Date, A Lanzon
International Journal of Adaptive Control and Signal Processing 18 (8), 629-644, 2004
242004
A new unscented Kalman filter with higher order moment-matching
K PONOMAREVA, P DATE, Z WANG
Proceedings of Mathematical Theory of Networks and Systems (MTNS 2010), Budapest, 2010
232010
A new algorithm for latent state estimation in non-linear time series models
P Date, L Jalen, R Mamon
Applied Mathematics and Computation 203 (1), 224-232, 2008
212008
Risk-sensitive control for a class of nonlinear systems with multiplicative noise
P Date, B Gashi
SYSTEMS & CONTROL LETTERS 62 (10), 988-999, 2013
202013
Higher order sigma point filter: A new heuristic for nonlinear time series filtering
K Ponomareva, P Date
Applied Mathematics and Computation 221, 662-671, 2013
202013
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