Paresh Date

According to our database, Paresh Date authored at least 43 papers between 1997 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Risk minimisation using options and risky assets.

Mohd A. Maasar, Diana Roman, Paresh Date

Oper. Res., 2022

Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements.

Amit Kumar Naik, Guddu Kumar, Prabhat Kumar Upadhyay, Paresh Date, Abhinoy Kumar Singh

IEEE Access, 2022

Wrapped Particle Filtering for Angular Data.

Guddu Kumar, Paresh Date, Ram Bilas Pachori, R. Swaminathan, Abhinoy Kumar Singh

IEEE Access, 2022

2021

Extended Kalman Filter Using Orthogonal Polynomials.

Kundan Kumar, Shovan Bhaumik, Paresh Date

IEEE Access, 2021

2020

Distributed H_∞ Filtering for Switched Stochastic Delayed Systems Over Sensor Networks With Fading Measurements.

Yun Chen, Zidong Wang, Yuan Yuan, Paresh Date

IEEE Trans. Cybern., 2020

Particle Filter for Randomly Delayed Measurements with Unknown Latency Probability.

Ranjeet Kumar Tiwari, Shovan Bhaumik, Paresh Date, Thiagalingam Kirubarajan

Sensors, 2020

2018

Adaptive sparse-grid Gauss-Hermite filter.

Abhinoy Kumar Singh, Rahul Radhakrishnan, Shovan Bhaumik, Paresh Date

J. Comput. Appl. Math., 2018

A New Method for Generating Sigma Points and Weights for Nonlinear Filtering.

Rahul Radhakrishnan, Ajay Yadav, Paresh Date, Shovan Bhaumik

IEEE Control. Syst. Lett., 2018

2017

A Modified Bayesian Filter for Randomly Delayed Measurements.

Abhinoy Kumar Singh, Paresh Date, Shovan Bhaumik

IEEE Trans. Autom. Control., 2017

An approximate minimum variance filter for nonlinear systems with randomly delayed observations.

Paresh Date, Seham Allahyani

Proceedings of the 25th European Signal Processing Conference, 2017

2016

Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance.

Mohd A. Maasar, Diana Roman, Paresh Date

Proceedings of the 5th Student Conference on Operational Research, 2016

A minimum variance filter for discrete time linear systems with parametric uncertainty.

Seham Allahyani, Paresh Date

Proceedings of the 24th Mediterranean Conference on Control and Automation, 2016

A minimum variance filter for continuous discrete systems with additive-multiplicative noise.

Seham Allahyani, Paresh Date

Proceedings of the 24th European Signal Processing Conference, 2016

2015

An algorithm for moment-matching scenario generation with application to financial portfolio optimisation.

Ksenia Ponomareva, Diana Roman, Paresh Date

Eur. J. Oper. Res., 2015

Electricity futures price models: Calibration and forecasting.

Suren Islyaev, Paresh Date

Eur. J. Oper. Res., 2015

A fast calibrating volatility model for option pricing.

Paresh Date, Suren Islyaev

Eur. J. Oper. Res., 2015

2014

The Mathematics of Filtering and Its Applications.

Enza Messina, Paresh Date

J. Math. Model. Algorithms Oper. Res., 2014

Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems.

Paresh Date, Bujar Gashi

J. Math. Model. Algorithms Oper. Res., 2014

Generalised Risk-Sensitive Control with Full and Partial State Observation.

Paresh Date, Bujar Gashi

J. Math. Model. Algorithms Oper. Res., 2014

2013

Risk-sensitive control for a class of nonlinear systems with multiplicative noise.

Paresh Date, Bujar Gashi

Syst. Control. Lett., 2013

Pricing and risk management of interest rate swaps.

Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang

Eur. J. Oper. Res., 2013

Higher order sigma point filter: A new heuristic for nonlinear time series filtering.

Ksenia Ponomareva, Paresh Date

Appl. Math. Comput., 2013

2011

Identification of Piecewise Affine LFR Models of Interconnected Systems.

Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date

IEEE Trans. Control. Syst. Technol., 2011

A mixed integer linear programming model for optimal sovereign debt issuance.

Paresh Date, Alessandra Canepa, Malek Abdel-Jawad

Eur. J. Oper. Res., 2011

Positivity-preserving H_∞ model reduction for positive systems.

Ping Li, James Lam, Zidong Wang, Paresh Date

Autom., 2011

Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages.

Antoaneta Serguieva, Fang Liu, Paresh Date

Proceedings of the 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2011

2010

Regime switching volatility calibration by the Baum-Welch method.

Sovan Mitra, Paresh Date

J. Comput. Appl. Math., 2010

A partially linearized sigma point filter for latent state estimation in nonlinear time series models.

Paresh Date, Luka Jalen, Rogemar S. Mamon

J. Comput. Appl. Math., 2010

A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion.

Fang Liu, Antoaneta Serguieva, Paresh Date

Proceedings of the IEEE Congress on Evolutionary Computation, 2010

2009

Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting.

Paresh Date, Chieh Wang

Eur. J. Oper. Res., 2009

2008

A new moment matching algorithm for sampling from partially specified symmetric distributions.

Paresh Date, Rogemar S. Mamon, Luka Jalen

Oper. Res. Lett., 2008

A new algorithm for latent state estimation in non-linear time series models.

Paresh Date, Luka Jalen, Rogemar S. Mamon

Appl. Math. Comput., 2008

2007

An iterative procedure for piecewise affine identification of nonlinear interconnected systems.

Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2005

On validating closed-loop behaviour from noisy frequency-response measurements.

Paresh Date, Michael Cantoni

Syst. Control. Lett., 2005

A bound on closed-loop performance based on finite-frequency response samples.

Paresh Date, Michael Cantoni

Syst. Control. Lett., 2005

Optimal Portfolio Control with Trading Strategies of Finite Variation.

Bujar Gashi, Paresh Date

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Measuring Distance between Systems under Bounded Power Excitation.

Paresh Date, Glenn Vinnicombe

SIAM J. Control. Optim., 2004

Algorithms for worst case identification in <i>I</i> and in the nu-gap metric.

Paresh Date, Glenn Vinnicombe

Autom., 2004

2003

Validation of closed-loop behaviour from noisy frequency response measurements.

Paresh Date, Michael Cantoni

Proceedings of the 7th European Control Conference, 2003

A lower bound on achieved closed-loop performance based on finite data.

Paresh Date, Michael Cantoni

Proceedings of the 7th European Control Conference, 2003

2002

An algorithm for joint identification and control.

Paresh Date, Alexander Lanzon

Proceedings of the American Control Conference, 2002

1999

Worst case identification using FIR models.

Paresh Date, Glenn Vinnicombe

Proceedings of the 5th European Control Conference, 1999

1997

Robust feedback synthesis for nonlinear integrodifferential equation models using generalized describing functions.

P. S. V. Nataraj, Paresh Date, A. Umrani

Autom., 1997