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Date, P. and Islyaev, S. (2015) 'Electricity futures price models : calibration and forecasting'. European Journal of Operational Research, 247 (1). pp. 144 - 154.Open Access Link

Journal article

Date, P., Ponomareva, K. and Roman, D. (2015) 'An algorithm for moment-matching scenario generation with application to financial portfolio optimization'. European Journal of Operational Research, 240 (3). pp. 678 - 687.Open Access Link

Journal article

Date, P. and Islyaev, S. (2014) 'A fast calibrating volatility model for option pricing'. European Journal of Operational Research, 243 (2). pp. 599 - 606.Open Access Link

Journal article

Ponomareva, K. and Date, P. (2014) 'An exact minimum variance filter for a class of discrete time systems with random parameter perturbations'. Applied Mathematical Modelling, 38 (9-10). pp. 2422 - 2434. ISSN: 0307-904X Open Access Link

Journal article

Date, P. and Gashi, B. (2014) 'Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems'. Journal of Mathematical Modelling and Algorithms, 13 (1). pp. 103 - 112. ISSN: 1570-1166 Open Access Link

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