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Issue DateTitleAuthor(s)
2004Measuring Distance between Systems under Bounded Power ExcitationDate, P; Vinnicombe, G
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
2014Nature inspired computational intelligence for financial contagion modellingSerguieva, A; Date, P; Liu, Fang
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
2011Positivity-preserving H∞ model reduction for positive systemsLi, P; Lam, J; Wang, Z; Date, P
2010Regime switching volatility calibration by the Baum-Welch methodMitra, S; Date, P
2003Uncertainty Modelling in Linear Dynamic Systems: A Feedback Point of ViewDate, P
2007Valuation of cash flows under random rates of interest: A linear algebraic approachDate, P; Mamon, R; Wang, C
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