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Issue DateTitleAuthor(s)
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
2016A minimum variance filter for discrete time linear systems with parametric uncertaintyAllahyani, S; Date, P
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
2016A new algorithm for continuous-discrete filtering with randomly delayed measurementsDate, P; Singh, A; Bhaumik, S
2008A new algorithm for latent state estimation in nonlinear time series modelsDate, P; Jalen, L; Mamon, R
2008A new moment matching algorithm for sampling from partially specified symmetric distributionsDate, P; Mamon, R; Jalen, L
2005On Validating Closed-Loop Behaviour from Noisy Frequency-Response MeasurementsDate, P; Cantoni, M
2005Optimal portfolio control with trading strategies of finite variationGashi, B; Date, P
2010A partially linearized sigma point filter for latent state estimation in nonlinear time series modelsDate, P; Jalen, L; Mamon, R
2016Portfolio optimisation using risky assets with options as derivative insuranceMaasar, MA; Roman, D; Date, P
2011Positivity-preserving H∞ model reduction for positive systemsLi, P; Lam, J; Wang, Z; Date, P
2016Prospect theory based portfolio optimisation: An empirical study and analysis using intelligent algorithmsDate, P; Grishina, N; Lucas, C
2016Quadrature filters for one-step randomly delayed measurementsSingh, AK; Bhaumik, S; Date, P
2010Regime switching volatility calibration by the Baum-Welch methodMitra, S; Date, P