Dr Paresh Date
Mathematical finance; nonlinear filtering, power systems optimization.
- Algorithms for latent state estimation or ‘filtering’ in nonlinear time series and applications of filtering, especially for forecasting and risk measurement in mathematical finance.
- Use of artificial neural networks in financial modelling and asset price prediction.
- Optimization problems in power systems.
Research grants and projects
2013: Variable sampling rate filtering for nonlinear time series, EPSRC overseas travel grant ( EP/L019477/1), £8775.
Similar research interests