
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
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
Funder: London Mathematical Society
Duration: September 2021 - September 2021
Visit to U of Liverpool
Variable sampling rate filtering for nonlinear time series (Overseas Travel Grant)
Funder: EPSRC
Duration: June 2014 - August 2014
Funder: EPSRC
Duration: June 2014 - August 2014
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
- Professor Yongmin Li
- Professor Zidong Wang
- Mr Ahsan Ayaz
- Dr Matthias Winter
- Professor Sergey Mikhailov
Research group(s)
- IEF