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Paresh M Date
Observed names:
Date, P,
Date, Paresh,
P. Date,
P. M. Date,
Paresh Date
Institution:
Brunel University of London
Observed institutions:
Indian Institute of Technology Patna,
Indian Institute of Technology Bombay,
University of Cambridge,
Brunel University of London
ORCID:
0000-0001-7097-9961
Observed ORCID:
0000-0001-7097-9961
OpenAlex ID:
A5009805193
Distributed $H_\infty$ Filtering for Switched Stochastic Delayed Systems Over Sensor Networks With Fading Measurements
2018
·
Yun Chen
, Zidong Wang
, et al.
·
IEEE Transactions on Cybernetics
·
106
Positivity-preserving H∞ model reduction for positive systems
2011
·
Ping Li
, James Lam
, et al.
·
Automatica
·
80
PDF
A Machine Learning Approach for Micro-Credit Scoring
2021
·
Apostolos Ampountolas
, Titus Nyarko Nde
, et al.
·
Risks
·
67
PDF
A Modified Bayesian Filter for Randomly Delayed Measurements
2016
·
Abhinoy Kumar Singh
, Paresh Date
, et al.
·
IEEE Transactions on Automatic Control
·
51
PDF
A New Method for Generating Sigma Points and Weights for Nonlinear Filtering
2018
·
Rahul Radhakrishnan
, Ajay Yadav
, et al.
·
IEEE Control Systems Letters
·
47
Filtering and forecasting commodity futures prices under an HMM framework
2013
·
Paresh Date
, Rogemar Mamon
, et al.
·
Energy Economics
·
42
Electricity futures price models: Calibration and forecasting
2015
·
Suren Islyaev
, Paresh Date
·
European Journal of Operational Research
·
40
Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
2016
·
N. Grishina
, C. A. Lucas
, et al.
·
Quantitative Finance
·
38
PDF
Linear and non-linear filtering in mathematical finance: a review
2010
·
P. Date
, K. Ponomareva
·
IMA Journal of Management Mathematics
·
38
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting
2008
·
Paresh Date
, Chieh Wang
·
European Journal of Operational Research
·
35
PDF
Nonlinear Estimation
2019
·
Shovan Bhaumik
, Paresh Date
·
Chapman & Hall/CRC eBooks
·
34
Optimal Dispatch in a Balancing Market With Intermittent Renewable Generation
2020
·
Priyanka Shinde
, Mohammad Reza Hesamzadeh
, et al.
·
IEEE Transactions on Power Systems
·
33
PDF
Forecasting crude oil futures prices using global macroeconomic news sentiment
2019
·
Zryan A Sadik
, Paresh M Date
, et al.
·
IMA Journal of Management Mathematics
·
27
PDF
An algorithm for identification in the ν-gap metric
2003
·
P. Date
, G. Vinnicombe
·
IEEE Conference on Decision and Control (CDC)
·
27
Risk-sensitive control for a class of nonlinear systems with multiplicative noise
2013
·
Paresh Date
, Bujar Gashi
·
Systems & Control Letters
·
26
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
2014
·
K. Ponomareva
, D. Roman
, et al.
·
European Journal of Operational Research
·
25
Regime switching volatility calibration by the Baum–Welch method
2010
·
Sovan Mitra
, Paresh Date
·
Journal of Computational and Applied Mathematics
·
25
Algorithms for worst case identification in H∞ and in the ν-gap metric
2004
·
P. Date
, G. Vinnicombe
·
Automatica
·
23
PDF
Stabilization and Optimal Control for Discrete-Time Markov Jump Linear System With Multiplicative Noises and Input Delays: A Complete Solution
2023
·
Chunyan Han
, Zidong Wang
, et al.
·
IEEE Transactions on Automatic Control
·
22
PDF
Quadrature filters for one-step randomly delayed measurements
2016
·
Abhinoy Kumar Singh
, Shovan Bhaumik
, et al.
·
Applied Mathematical Modelling
·
22
A fast calibrating volatility model for option pricing
2014
·
Paresh Date
, Suren Islyaev
·
European Journal of Operational Research
·
22
Higher order sigma point filter: A new heuristic for nonlinear time series filtering
2013
·
Ksenia Ponomareva
, Paresh Date
·
Applied Mathematics and Computation
·
19
A new algorithm for latent state estimation in non-linear time series models
2008
·
Paresh Date
, Luka Jalen
, et al.
·
Applied Mathematics and Computation
·
19
PDF
A new moment matching algorithm for sampling from partially specified symmetric distributions
2008
·
P. Date
, R. Mamon
, et al.
·
Operations Research Letters
·
18
PDF
A combined iterative scheme for identification and control redesigns
2004
·
Paresh Date
, Alexander Lanzon
·
International Journal of Adaptive Control and Signal Processing
·
16
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Works count:
104
Citation count:
1,204
H-index:
21
I10-index:
38
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