Browsing by Author Date, P

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 5 to 24 of 74 < previous   next >
Issue DateTitleAuthor(s)
2017An Approximate Minimum Variance Filter for Nonlinear Systems with Randomly Delayed ObservationsDate, P; Allahyani, S
2018Asset price and volatility forecasting using news sentimentSadik, Zryan
2013Bayesian techniques for discrete stochastic volatility modelsSoldatov, Vladislav
2014A behavioural approach to financial portfolio selection problem: an empirical study using heuristicsGrishina, Nina
2017Computationally efficient sparse-grid Gauss-Hermite filteringRadhakrishnan, R; Singh, AK; Bhaumik, S; Date, P
2017Contributions to filtering under randomly delayed observations and additive-multiplicative noiseAllahyani, Seham
2014Controllability and controller-observer design for a class of linear time-varying systemsDate, P; Gashi, B
2015Electricity futures price models : Calibration and forecastingDate, P; Islyaev, S
2014An exact minimum variance filter for a class of discrete time systems with random parameter perturbationsPonomareva, K; Date, P
2009Exploiting structure in piecewise affine identification of LFT systemsPaoletti, S; Garulli, A; Pepona, E; Date, P
2009Exploiting structure in piecewise affine identification of LFT systemsPaoletti, S; Garulli, A; Pepona, E; Date, P
14-Apr-2021Extended Kalman Filter using Orthogonal PolynomialsDate, P; Bhaumik, S; Kumar, K
2014A fast calibrating volatility model for option pricingDate, P; Islyaev, S
2013Filtering and forecasting commodity futures prices under an HMM frameworkDate, P; Mamon, R; Tenyakov, A
2019Forecasting Crude Oil Futures Prices Using Global Macroeconomic News SentimentDate, P; Sadik, Z
20-Sep-2022Gaussian Filtering for Simultaneously Occurring Delayed and Missing MeasurementsNaik, AK; Kumar, G; Upadhyay, PK; Date, P; Singh, AK
2014Generalised risk-sensitive control with full and partial state observationDate, P; Gashi, B
2013Higher order sigma point filter: A new heuristic for nonlinear time series filteringPonomareva, K; Date, P
2009Identification of nonlinear interconnected systemsPepona, Eleni
2012An investigation into using news analytics data in GARCH type volatility modelsSidorov, Sergey P