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

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

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

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

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. ISSN: 2475-1456 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

Grishina, N., Lucas, CA. and Date, P. (2016) 'Prospect theory-based portfolio optimization: an empirical study and analysis using intelligent algorithms'. Quantitative Finance, 17 (3). pp. 353 - 367. ISSN: 1469-7688 Open Access Link

Date, P. and Bustreo, R. (2016) 'Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation'. IMA Journal of Management Mathematics, 27 (2). pp. 157 - 180. ISSN: 1471-6798 Open Access Link

Date, P. and Islyaev, S. (2015) 'Electricity futures price models : calibration and forecasting'. European Journal of Operational Research, 247 (1). pp. 144 - 154. ISSN: 0311-2217 Open Access Link

Date, P. and Bustreo, R. (2015) 'Value-at-Risk for fixed-income portfolios: a Kalman filtering approach'. IMA Journal of Management Mathematics, 27 (4). pp. 557 - 573. ISSN: 1471-678X Open Access Link

Date, P. and Islyaev, S. (2014) 'A fast calibrating volatility model for option pricing'. European Journal of Operational Research, 243 (2). pp. 599 - 606. ISSN: 0377-2217 Open Access Link

Date, P., Ponomareva, K. and Roman, D. (2014) 'An algorithm for moment-matching scenario generation with application to financial portfolio optimization'. European Journal of Operational Research, 240 (3). pp. 678 - 687. ISSN: 0377-2217 Open Access Link

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

Date, P., Mamon, R. and Tenyakov, A. (2013) 'Filtering and forecasting commodity futures prices under an HMM framework'. Energy Economics, 40. pp. 1001 - 1013. ISSN: 0140-9883 Open Access Link

Mitra, S., Date, P., Mamon, R. and Wang, IC. (2013) 'Pricing and risk management of interest rate swaps'. European Journal of Operational Research, 228 (1). pp. 102 - 111. ISSN: 0377-2217

Ponomareva, K. and Date, P. (2013) 'Higher order sigma point filter: A new heuristic for nonlinear time series filtering'. Applied Mathematics and Computation, 221. pp. 662 - 671. ISSN: 0096-3003 Open Access Link

Date, P., Canepa, A. and Abdel-Jawad, M. (2011) 'A mixed integer linear programming model for optimal sovereign debt issuance'. European Journal of Operational Research, 214 (3). pp. 749 - 758. ISSN: 0377-2217 Open Access Link

Gashi, B. and Date, P. (2011) 'Two methods for optimal investment with trading strategies of finite variation'. IMA Journal of Management Mathematics, 23 (Online). pp. 171 - 193. ISSN: 1471-678X Open Access Link

Li, P., Lam, J., Wang, Z. and Date, P. (2011) 'Positivity-preserving H∞ model reduction for positive systems'. AutomaticaIterative algorithm, 47 (7). pp. 1504 - 1511. ISSN: 0005-1098 Open Access Link

Date, P., Jalen, L. and Mamon, R. (2010) 'A partially linearized sigma point filter for latent state estimation in nonlinear time series models'. Journal of Computational and Applied Mathematics, 233 (10). pp. 2675 - 2682. ISSN: 0377-0427 Open Access Link

Gashi, B. and Date, P. (2009) 'Optimal portfolio control with trading strategies of finite variation'.44th IEEE Conference on Decision and Control 2005 and 2005 European Control Conference (CDC-ECC '05). Seville, Spain. 12 - 15 December. IEEE. pp. 4536 - 4541. ISSN: 0191-2216 Open Access Link

Date, P., Lade, RJ., Mitra, G. and Moore, PE. (2009) 'Modelling the risk of failure in explosion protection installations'. Journal of Loss Prevention in the Process Industries, 22 (4). pp. 492 - 498. ISSN: 0950-4230 Open Access Link

Date, P. and Wang, C. (2009) 'Linear Gaussian affine term structure models with unobservable factors: calibration and yield forecasting'. European Journal of Operational Research, 195 (1). pp. 156 - 166. ISSN: 0377-2217 Open Access Link

Date, P., Mamon, R. and Jalen, L. (2008) 'A new moment matching algorithm for sampling from partially specified symmetric distributions'. Operations Research Letters, 36 (6). pp. 669 - 672. ISSN: 0167-6377 Open Access Link

Date, P., Jalen, L. and Mamon, R. (2008) 'A new algorithm for latent state estimation in non-linear time series models'. Applied Mathematics and Computation, 203 (1). pp. 224 - 232. ISSN: 0096-3003 Open Access Link

Date, P. and Lanzon, A. (2004) 'A combined iterative scheme for identification and control redesigns'. International Journal of Adaptive Control and Signal Processing, 18 (8). pp. 629 - 644. ISSN: 0890-6327

Date, P. and Vinnicombe, G. (2004) 'Algorithms for worst case identification H-infinity in the nu-gap metric'. Automatica, 40 (6). pp. 995 - 1002. ISSN: 0005-1098 Open Access Link

Date, P. and Vinnicombe, G. (2004) 'Measuring distance between systems under bounded power excitation'. SIAM Journal on Control and Optimization, 43 (3). pp. 922 - 936. ISSN: 0363-0129 Open Access Link

Date, P. and Lanzon, A. (2002) 'An algorithm for joint identification and control'.20th Annual American Control Conference (ACC). Anchorage. 8 - 10 May. IEEE. pp. 3325 - 3330. ISSN: 0743-1619

Date, P. and Vinnicombe, G. (2001) 'Measuring distance between systems under bounded power excitation'.American Control Conference (ACC). Arlington, VA. 25 - 27 June. IEEE. pp. 1420 - 1425. ISSN: 0743-1619

Date, P. and Vinnicombe, G. (1998) 'New untuned algorithms for worst case identification'.37th IEEE Conference on Decision and Control. Tampa, Florida. 16 - 18 December. IEEE. pp. 1281 - 1286. ISSN: 0191-2216

Nataraj, PSV., Date, P. and Umrani, A. (1997) 'Robust feedback synthesis for nonlinear integrodifferential equation models using generalized describing functions'. Automatica, 33 (5). pp. 959 - 962. ISSN: 0005-1098