Showing results 58 to 74 of 74
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| Issue Date | Title | Author(s) |
| 2016 | Portfolio optimisation using risky assets with options as derivative insurance | Maasar, MA; Roman, D; Date, P |
| 2011 | Positivity-preserving H∞ model reduction for positive systems | Li, P; Lam, J; Wang, Z; Date, P |
| 25-Aug-2023 | Pricing and hedging wind power prediction risk with binary option contracts | Thakur, P; Hesamzadeh, M; Date, P; Bunn, D |
| 2016 | Prospect theory-based portfolio optimisation: An empirical study and analysis using intelligent algorithms | Grishina, N; Lucas, CA; Date, P |
| 2016 | Quadrature filters for one-step randomly delayed measurements | Singh, AK; Bhaumik, S; Date, P |
| 2010 | Regime switching volatility calibration by the Baum-Welch method | Mitra, S; Date, P |
| 2019 | Risk minimisation using options and risky assets | Maasar, Mohd Azdi |
| 11-Apr-2020 | Risk minimisation using options and risky assets | Roman, D; Maasar, M; Date, P |
| 2013 | Risk-sensitive control for a class of nonlinear systems with multiplicative noise | Date, P; Gashi, B |
| 24-Jul-2023 | Stabilization and Optimal Control for Discrete-time Markov Jump Linear System with Multiplicative Noises and Input Delays: A Complete Solution | Han, C; Wang, Z; Zhang, H; Date, P |
| 2022 | Statistical modelling and machine learning for the epidemiology of diabetes in Saudi Arabia | Almutairi, Entissar |
| 2014 | Stochastic models with random parameters for financial markets | Islyaev, Suren |
| 2011 | Two methods for optimal investment with trading strategies of finite variation | Gashi, B; Date, P |
| 2003 | Uncertainty Modelling in Linear Dynamic Systems: A Feedback Point of View | Date, P |
| 2007 | Valuation of cash flows under random rates of interest: A linear algebraic approach | Date, P; Mamon, R; Wang, C |
| 2015 | Value-at-Risk for fixed-income portfolios: a Kalman filtering approach | Date, P; Bustreo, R |
| 19-Aug-2022 | Wrapped Particle Filtering for Angular Data | Date, P; Kumar, G; Pachori, RB; Swaminathan, R; Singh, AK |
