Showing results 17 to 36 of 74
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Issue Date | Title | Author(s) |
2014 | A fast calibrating volatility model for option pricing | Date, P; Islyaev, S |
2013 | Filtering and forecasting commodity futures prices under an HMM framework | Date, P; Mamon, R; Tenyakov, A |
2019 | Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment | Date, P; Sadik, Z |
20-Sep-2022 | Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements | Naik, AK; Kumar, G; Upadhyay, PK; Date, P; Singh, AK |
2014 | Generalised risk-sensitive control with full and partial state observation | Date, P; Gashi, B |
2013 | Higher order sigma point filter: A new heuristic for nonlinear time series filtering | Ponomareva, K; Date, P |
2009 | Identification of nonlinear interconnected systems | Pepona, Eleni |
2012 | An investigation into using news analytics data in GARCH type volatility models | Sidorov, Sergey P |
2007 | Iterative procedures for identification of nonlinear interconnected systems | Pepona, E; Date, P |
2012 | Latent state estimation in a class of nonlinear systems | Ponomareva, Ksenia |
2010 | A linear algebraic method for pricing temporary life annuities and insurance policies | Date, P; Mamon, R; Jalen, L; Wang, IC |
2011 | Linear and non-linear filtering in mathematical finance: A review | Date, P; Ponomareva, K |
2011 | Linear and nonlinear filtering in mathematical finance: a review | Date, P; Ponomareva, K |
2008 | Linear Gaussian Affine Term Structure Models with Unobservable Factors: Calibration and Yield Forecasting | Date, P; Wang, I C |
2006 | Linear State Models for Volatility Estimation and Prediction | Hawkes, R; Date, P |
2007 | Linear state models for volatility estimation and prediction | Hawkes, Richard Nathanael |
2020 | Locating the source of an acoustic wave equation using likelihood estimates from the kalman filter applied to surface readings | Elliott-Sands, Matthew Peter Francis |
2021 | A Machine Learning Approach for Micro-Credit Scoring | Date, P; Ampountolas, A; Constantinescu, C; Nyarko Nde, T |
2014 | The mathematics of filtering and its applications | Messina, E; Date, P |
2004 | Measuring Distance between Systems under Bounded Power Excitation | Date, P; Vinnicombe, G |