Dr Paresh Date
Reader
Qualifications
PhD (University of Cambridge, UK), MTech (Indian Institute of Technology Mumbai).
Responsibility
Director of Research and Head of Financial Mathematics and Operational Research (FOR) group.
Newest selected publications
Date, P., Shinde, P., Hesamzadeh, M. and Bunn, D. (2020) 'Optimal Dispatch in a Balancing Market with Intermittent Renewable Generation'. IEEE Transactions on Power Systems. ISSN: 0885-8950 Open Access Link
Date, P., Sadik, Z. and Mitra, G. (2019) 'News augmented GARCH(1,1) model for volatility prediction'. IMA Journal of Management Mathematics, 30 (2). pp. 165 - 185. ISSN: 1471-678X Open Access Link
Date, P., Radhakrishnan, R., Yadav, A. and Bhaumik, S. (2018) 'A new method for generating sigma points and weights for nonlinear filtering'. IEEE Control Systems Letters, 2 (3). pp. 519 - 524.Open Access Link
Date, P., Singh, A., Bhaumik, S. and Radhakrishnan, R. (2018) 'Adaptive Sparse-grid Gauss-Hermite Filter'. Journal of Computational and Applied Mathematics, 342. pp. 305 - 316. ISSN: 0377-0427 Open Access Link
Date, P., Singh, A. and Bhaumik, S. (2016) 'A new algorithm for continuous-discrete filtering with randomly delayed measurements'. IET Control Theory & Applications, 10 (17). pp. 2298 - 23-5. ISSN: 1751-8644 Open Access Link