Higher order sigma point filter: A new heuristic for nonlinear time series filtering. - Ksenia Ponomareva; Paresh Date (Appl. Math. Comput., 2013)

An algorithm for moment-matching scenario generation with application to financial portfolio optimisation. - Ksenia Ponomareva; Diana Roman; Paresh Date (Eur. J. Oper. Res., 2015)