Dr Paresh Date
Senior Lecturer
Newest selected publications
Date, P. and Neslihanoglu, S. (2019) 'A Modified Sequential Monte Carlo Procedure for the Efficient Recursive Estimation of Extreme Quantiles'. Journal of Forecasting, 38 (5). pp. 390 - 399. ISSN: 1099-131X 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 - 2305. ISSN: 1751-8644 Open Access Link