Dr Paresh Date
Senior Lecturer
Newest selected publications
Date, P. and Sadik, Z. (2019) 'Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment'. IMA Journal of Management Mathematics. ISSN: 1471-678X 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