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Issue DateTitleAuthor(s)
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 systemsDate, P; Pepona, Eleni
2012An investigation into using news analytics data in GARCH type volatility modelsDate, P; Sidorov, Sergey P
2007Iterative procedures for identification of nonlinear interconnected systemsPepona, E; Date, P
2012Latent state estimation in a class of nonlinear systemsDate, P; Ponomareva, Ksenia
2010A linear algebraic method for pricing temporary life annuities and insurance policiesDate, P; Mamon, R; Jalen, L; Wang, IC
2011Linear and non-linear filtering in mathematical finance: A reviewDate, P; Ponomareva, K
2011Linear and nonlinear filtering in mathematical finance: a reviewDate, P; Ponomareva, K
2008Linear Gaussian Affine Term Structure Models with Unobservable Factors: Calibration and Yield ForecastingDate, P; Wang, I C
2006Linear State Models for Volatility Estimation and PredictionHawkes, R; Date, P
2007Linear state models for volatility estimation and predictionDate, P; Hawkes, Richard Nathanael
2014The mathematics of filtering and its applicationsMessina, E; Date, P
2004Measuring Distance between Systems under Bounded Power ExcitationDate, P; Vinnicombe, G
2014Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformationDate, P; Bustreo, R
2013Measuring the risk of financial portfolios with nonlinear instruments and non-Gaussian risk factorsDate, P; Bustreo, Roberto
2011A mixed integer linear programming model for optimal sovereign debt issuanceDate, P; Canepa, A; Abdel-Jawad, M
2009Modelling the risk of failure in explosion protection installationsDate, P; Lade, RJ; Mitra, G; Moore, PE
2015A modified bayesian filter for randomly delayed measurementsDate, P; Singh, AK; Bhoumik, S
2014Nature inspired computational intelligence for financial contagion modellingSerguieva, A; Date, P; Liu, Fang