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Professor Paresh Date
Head of Department-Mathematics/Professor

Summary

I am an electrical engineer by background, with expertise spanning nonlinear state estimation (with applications in tracking and in finance), financial portfolio optimization and financial derivative pricing. My book 'Nonlinear estimation: methods and applications with deterministic sample points' was published by Taylor and Francis in 2019. Every home should have a copy.

Qualifications

PhD (University of Cambridge, UK), MTech (Indian Institute of Technology Mumbai).

Responsibility

Interim Head of Department (joint with Dr Shaw).

Newest selected publications

Thakur, J., Hesamzadeh, MR., Date, P. and Bunn, D. (2023) 'Pricing and hedging wind power prediction risk with binary option contracts'. Energy Economics, 0 (In Press, Journal Pre-proof). pp. 1 - 1. ISSN: 0140-9883 Open Access Link

Journal article

Han, C., Wang, Z., Zhang, H. and Date, P. (2023) 'Stabilization and Optimal Control for Discrete-time Markov Jump Linear System with Multiplicative Noises and Input Delays: A Complete Solution'. IEEE Transactions on Automatic Control, 0 (ahead-of-print). pp. 1 - 16. ISSN: 0018-9286 Open Access Link

Journal article

Kumar, K., Tiwari, RK., Bhaumik, S. and Date, P. (2022) 'Polynomial Chaos Kalman Filter for Target Tracking Applications'. IET Radar, Sonar and Navigation, 17 (2). pp. 247 - 260. ISSN: 1751-8784 Open Access Link

Journal article

Naik, AK., Kumar, G., Upadhyay, PK., Date, P. and Singh, AK. (2022) 'Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements'. IEEE Access, 10. pp. 100746 - 100762. ISSN: 2169-3536 Open Access Link

Journal article

Date, P., Kumar, G., Pachori, RB., Swaminathan, R. and Singh, AK. (2022) 'Wrapped Particle Filtering for Angular Data'. IEEE Access, 10. pp. 90287 - 90298. ISSN: 2169-3536 Open Access Link

Journal article
More publications(55)
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