Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Ponomareva, K
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 2015 | An algorithm for moment-matching scenario generation with application to financial portfolio optimization | Date, P; Ponomareva, K; Roman, D |
| 2014 | An exact minimum variance filter for a class of discrete time systems with random parameter perturbations | Ponomareva, K; Date, P |
| 2013 | Higher order sigma point filter: A new heuristic for nonlinear time series filtering | Ponomareva, K; Date, P |
| 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 |