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Issue DateTitleAuthor(s)
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
2011Linear and nonlinear filtering in mathematical finance: a reviewDate, P; Ponomareva, K
2008Linear Gaussian Affine Term Structure Models with Unobservable Factors: Calibration and Yield ForecastingDate, P; Wang, I C
2006Linear State Models for Volatility Estimation and PredictionHawkes, R; Date, P
2007Linear state models for volatility estimation and predictionHawkes, Richard Nathanael
2014The mathematics of filtering and its applicationsMessina, E; Date, P
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