Showing results 15 to 34 of 74
< previous
next >
| Issue Date | Title | Author(s) |
| 2009 | Exploiting structure in piecewise affine identification of LFT systems | Paoletti, S; Garulli, A; Pepona, E; Date, P |
| 14-Apr-2021 | Extended Kalman Filter using Orthogonal Polynomials | Date, P; Bhaumik, S; Kumar, K |
| 2014 | A fast calibrating volatility model for option pricing | Date, P; Islyaev, S |
| 2013 | Filtering and forecasting commodity futures prices under an HMM framework | Date, P; Mamon, R; Tenyakov, A |
| 2019 | Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment | Date, P; Sadik, Z |
| 20-Sep-2022 | Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements | Naik, AK; Kumar, G; Upadhyay, PK; Date, P; Singh, AK |
| 2014 | Generalised risk-sensitive control with full and partial state observation | Date, P; Gashi, B |
| 2013 | Higher order sigma point filter: A new heuristic for nonlinear time series filtering | Ponomareva, K; Date, P |
| 2009 | Identification of nonlinear interconnected systems | Pepona, Eleni |
| 2012 | An investigation into using news analytics data in GARCH type volatility models | Sidorov, Sergey P |
| 2007 | Iterative procedures for identification of nonlinear interconnected systems | Pepona, E; Date, P |
| 2012 | Latent state estimation in a class of nonlinear systems | Ponomareva, Ksenia |
| 2010 | A linear algebraic method for pricing temporary life annuities and insurance policies | Date, P; Mamon, R; Jalen, L; Wang, IC |
| 2011 | Linear and non-linear filtering in mathematical finance: A review | Date, P; Ponomareva, K |
| 2011 | Linear and nonlinear filtering in mathematical finance: a review | Date, P; Ponomareva, K |
| 2008 | Linear Gaussian Affine Term Structure Models with Unobservable Factors: Calibration and Yield Forecasting | Date, P; Wang, I C |
| 2006 | Linear State Models for Volatility Estimation and Prediction | Hawkes, R; Date, P |
| 2007 | Linear state models for volatility estimation and prediction | Hawkes, Richard Nathanael |
| 2020 | Locating the source of an acoustic wave equation using likelihood estimates from the kalman filter applied to surface readings | Elliott-Sands, Matthew Peter Francis |
| 2021 | A Machine Learning Approach for Micro-Credit Scoring | Date, P; Ampountolas, A; Constantinescu, C; Nyarko Nde, T |
