Browsing by Author Date, P

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 7 to 26 of 66 < previous   next >
Issue DateTitleAuthor(s)
2013Bayesian techniques for discrete stochastic volatility modelsSoldatov, Vladislav
2014A behavioural approach to financial portfolio selection problem: an empirical study using heuristicsGrishina, Nina
2017Computationally efficient sparse-grid Gauss-Hermite filteringRadhakrishnan, R; Singh, AK; Bhaumik, S; Date, P
2017Contributions to filtering under randomly delayed observations and additive-multiplicative noiseAllahyani, Seham
2014Controllability and controller-observer design for a class of linear time-varying systemsDate, P; Gashi, B
2015Electricity futures price models : Calibration and forecastingDate, P; Islyaev, S
2014An exact minimum variance filter for a class of discrete time systems with random parameter perturbationsPonomareva, K; Date, P
2009Exploiting structure in piecewise affine identification of LFT systemsPaoletti, S; Garulli, A; Pepona, E; Date, P
2009Exploiting structure in piecewise affine identification of LFT systemsPaoletti, S; Garulli, A; Pepona, E; Date, P
2014A fast calibrating volatility model for option pricingDate, P; Islyaev, S
2013Filtering and forecasting commodity futures prices under an HMM frameworkDate, P; Mamon, R; Tenyakov, A
2019Forecasting Crude Oil Futures Prices Using Global Macroeconomic News SentimentDate, P; Sadik, Z
2014Generalised risk-sensitive control with full and partial state observationDate, P; Gashi, B
2013Higher order sigma point filter: A new heuristic for nonlinear time series filteringPonomareva, K; Date, P
2009Identification of nonlinear interconnected systemsPepona, Eleni
2012An investigation into using news analytics data in GARCH type volatility modelsSidorov, Sergey P
2007Iterative procedures for identification of nonlinear interconnected systemsPepona, E; Date, P
2012Latent state estimation in a class of nonlinear systemsPonomareva, Ksenia
2010A linear algebraic method for pricing temporary life annuities and insurance policiesDate, P; Mamon, R; Jalen, L; Wang, IC
2011Linear and non-linear filtering in mathematical finance: A reviewDate, P; Ponomareva, K