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.
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2012 | HMM based scenario generation for an investment optimisation problem | Erlwein, C; Mitra, G; Roman, D |
| 2005 | Treasury Management Model with Foreign Exchange Exposure | Volosov, K; Mitra, G; Spagnolo, F; Lucas, CA |
| 2009 | Hidden Markov models for financial optimization problems | Roman, D; Mitra, G; Spagnolo, N |