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Professor Paresh Date
Head of Department-Mathematics/Professor

Research area(s)

Mathematical finance; nonlinear filtering, power systems optimization.

Research Interests

  • Algorithms for latent state estimation or ‘filtering’ in nonlinear time series and applications of filtering, especially for forecasting and risk measurement in mathematical finance.
  • Financial modelling, especially modelling problems in microfinance.
  • Optimization problems in power systems.

Research grants and projects

Research Projects

Grants

News sentiment analysis for sustainable investing
Funder: Research Councils UK
Duration: June 2025 - September 2025

UKFin+ grant

Support of collaborative research with Professor Corina Constantinescu at University of Liverpool
Funder: London Mathematical Society
Duration: September 2021 - September 2021

Visit to U of Liverpool

Project details

2013: Variable sampling rate filtering for nonlinear time series, EPSRC overseas travel grant ( EP/L019477/1), £8775.

Research links

Co-author network

Similar research interests

Research group(s)

  • IEF