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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

Ampountolas, A., Nyarko Nde, T., Date, P. and Constantinescu, C. (2021) 'A Machine Learning Approach for Micro-Credit Scoring'. Risks, 9 (3). pp. 1 - 20.Open Access Link

Journal article

Date, P., Shinde, P., Hesamzadeh, M. and Bunn, D. (2021) 'Optimal Dispatch in a Balancing Market with Intermittent Renewable Generation'. IEEE Transactions on Power Systems, 36 (2). pp. 865 - 878. ISSN: 0885-8950 Open Access Link

Journal article

Tiwari, RK., Bhaumik, S., Date, P. and Kirubarajan, T. (2020) 'Particle filter for randomly delayed measurements with unknown latency probability'. Sensors (Switzerland), 20 (19). pp. 1 - 25. ISSN: 1424-8220 Open Access Link

Journal article

Date, P. and Sadik, Z. (2019) 'Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment'. IMA Journal of Management Mathematics, 31 (2). pp. 191 - 215. ISSN: 1471-678X Open Access Link

Journal article

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

Journal article
More publications(34)