Showing results 6 to 25 of 74
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Issue Date | Title | Author(s) |
2018 | Asset price and volatility forecasting using news sentiment | Sadik, Zryan |
2013 | Bayesian techniques for discrete stochastic volatility models | Soldatov, Vladislav |
2014 | A behavioural approach to financial portfolio selection problem: an empirical study using heuristics | Grishina, Nina |
2017 | Computationally efficient sparse-grid Gauss-Hermite filtering | Radhakrishnan, R; Singh, AK; Bhaumik, S; Date, P |
2017 | Contributions to filtering under randomly delayed observations and additive-multiplicative noise | Allahyani, Seham |
2014 | Controllability and controller-observer design for a class of linear time-varying systems | Date, P; Gashi, B |
2015 | Electricity futures price models : Calibration and forecasting | Date, P; Islyaev, S |
2014 | An exact minimum variance filter for a class of discrete time systems with random parameter perturbations | Ponomareva, K; Date, P |
2009 | Exploiting structure in piecewise affine identification of LFT systems | Paoletti, S; Garulli, A; Pepona, E; Date, P |
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 |