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Issue DateTitleAuthor(s)
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 factorsBustreo, Roberto
2018A metaheuristic ant colony optimization algorithm for symmetric and asymmetric traveling salesman problemsRaya, Lilysuriazna Binti
2016A minimum variance filter for continuous discrete systems with additive-multiplicative noiseAllahyani, S; Date, P
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
2017Modelling the risk of underfunding in ALM modelsAlwohaibi, Maram
2016A modified bayesian filter for randomly delayed measurementsSingh, AK; Date, P; Bhoumik, S
2019A Modified Sequential Monte Carlo Procedure for the Efficient Recursive Estimation of Extreme QuantilesDate, P; Neslihanoglu, S
2014Nature inspired computational intelligence for financial contagion modellingLiu, 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
2018A new method for generating sigma points and weights for nonlinear filteringDate, P; Radhakrishnan, R; Yadav, A; Bhaumik, S
2008A new moment matching algorithm for sampling from partially specified symmetric distributionsDate, P; Mamon, R; Jalen, L
2018News augmented GARCH(1,1) model for volatility predictionDate, P; Sadik, Z; Mitra, G
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