Showing results 47 to 66 of 74
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| Issue Date | Title | Author(s) |
| 2014 | Nature inspired computational intelligence for financial contagion modelling | Liu, Fang |
| 2016 | A new algorithm for continuous-discrete filtering with randomly delayed measurements | Date, P; Singh, A; Bhaumik, S |
| 2008 | A new algorithm for latent state estimation in nonlinear time series models | Date, P; Jalen, L; Mamon, R |
| 2018 | A new method for generating sigma points and weights for nonlinear filtering | Date, P; Radhakrishnan, R; Yadav, A; Bhaumik, S |
| 2008 | A new moment matching algorithm for sampling from partially specified symmetric distributions | Date, P; Mamon, R; Jalen, L |
| 2018 | News augmented GARCH(1,1) model for volatility prediction | Date, P; Sadik, Z; Mitra, G |
| 2005 | On Validating Closed-Loop Behaviour from Noisy Frequency-Response Measurements | Date, P; Cantoni, M |
| 5-Aug-2020 | Optimal Dispatch in a Balancing Market with Intermittent Renewable Generation | Date, P; Shinde, P; Hesamzadeh, M; Bunn, D |
| 2005 | Optimal portfolio control with trading strategies of finite variation | Gashi, B; Date, P |
| 2010 | A partially linearized sigma point filter for latent state estimation in nonlinear time series models | Date, P; Jalen, L; Mamon, R |
| Oct-2020 | Particle filter for randomly delayed measurements with unknown latency probability | Tiwari, RK; Bhaumik, S; Date, P; Kirubarajan, T |
| 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 |
