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Showing results 38 to 51 of 51 < previous 
Issue DateTitleAuthor(s)
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
2013Risk-sensitive control for a class of nonlinear systems with multiplicative noiseDate, P; Gashi, B
2014Stochastic models with random parameters for financial marketsDate, P; Islyaev, Suren
2011Two methods for optimal investment with trading strategies of finite variationGashi, B; 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
2015Value-at-Risk for fixed-income portfolios: a Kalman filtering approachDate, P; Bustreo, R