Robust feedback synthesis for nonlinear integrodifferential equation models using generalized describing functions. - P. S. V. Nataraj; Paresh Date; A. Umrani (Autom., 1997)

Worst case identification using FIR models. - Paresh Date; Glenn Vinnicombe (ECC, 1999)

An algorithm for joint identification and control. - Paresh Date; Alexander Lanzon (ACC, 2002)

A lower bound on achieved closed-loop performance based on finite data. - Paresh Date; Michael Cantoni (ECC, 2003)

Validation of closed-loop behaviour from noisy frequency response measurements. - Paresh Date; Michael Cantoni (ECC, 2003)

Algorithms for worst case identification in I and in the nu-gap metric. - Paresh Date; Glenn Vinnicombe (Autom., 2004)

Measuring Distance between Systems under Bounded Power Excitation. - Paresh Date; Glenn Vinnicombe (SIAM J. Control. Optim., 2004)

Optimal Portfolio Control with Trading Strategies of Finite Variation. - Bujar Gashi; Paresh Date (CDC/ECC, 2005)

A bound on closed-loop performance based on finite-frequency response samples. - Paresh Date; Michael Cantoni (Syst. Control. Lett., 2005)

On validating closed-loop behaviour from noisy frequency-response measurements. - Paresh Date; Michael Cantoni (Syst. Control. Lett., 2005)

An iterative procedure for piecewise affine identification of nonlinear interconnected systems. - Eleni Pepona; Simone Paoletti; Andrea Garulli; Paresh Date (CDC, 2007)

A new algorithm for latent state estimation in non-linear time series models. - Paresh Date; Luka Jalen; Rogemar S. Mamon (Appl. Math. Comput., 2008)

A new moment matching algorithm for sampling from partially specified symmetric distributions. - Paresh Date; Rogemar S. Mamon; Luka Jalen (Oper. Res. Lett., 2008)

Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting. - Paresh Date; Chieh Wang (Eur. J. Oper. Res., 2009)

A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion. - Fang Liu; Antoaneta Serguieva; Paresh Date (IEEE Congress on Evolutionary Computation, 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)

Regime switching volatility calibration by the Baum-Welch method. - Sovan Mitra; Paresh Date (J. Comput. Appl. Math., 2010)

Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages. - Antoaneta Serguieva; Fang Liu; Paresh Date (CIFEr, 2011)

Positivity-preserving H∞ model reduction for positive systems. - Ping Li 004; James Lam; Zidong Wang 001; Paresh Date (Autom., 2011)

A mixed integer linear programming model for optimal sovereign debt issuance. - Paresh Date; Alessandra Canepa; Malek Abdel-Jawad (Eur. J. Oper. Res., 2011)

Identification of Piecewise Affine LFR Models of Interconnected Systems. - Eleni Pepona; Simone Paoletti; Andrea Garulli; Paresh Date (IEEE Trans. Control. Syst. Technol., 2011)

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

Pricing and risk management of interest rate swaps. - Sovan Mitra; Paresh Date; Rogemar S. Mamon; Chieh Wang (Eur. J. Oper. Res., 2013)

Risk-sensitive control for a class of nonlinear systems with multiplicative noise. - Paresh Date; Bujar Gashi (Syst. Control. Lett., 2013)

Generalised Risk-Sensitive Control with Full and Partial State Observation. - Paresh Date; Bujar Gashi (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)

The Mathematics of Filtering and Its Applications. - Enza Messina; Paresh Date (J. Math. Model. Algorithms Oper. Res., 2014)

A fast calibrating volatility model for option pricing. - Paresh Date; Suren Islyaev (Eur. J. Oper. Res., 2015)

Electricity futures price models: Calibration and forecasting. - Suren Islyaev; Paresh Date (Eur. J. Oper. Res., 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)

A minimum variance filter for continuous discrete systems with additive-multiplicative noise. - Seham Allahyani; Paresh Date (EUSIPCO, 2016)

A minimum variance filter for discrete time linear systems with parametric uncertainty. - Seham Allahyani; Paresh Date (MED, 2016)

Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance. - Mohd A. Maasar; Diana Roman; Paresh Date (SCOR, 2016)

An approximate minimum variance filter for nonlinear systems with randomly delayed observations. - Paresh Date; Seham Allahyani (EUSIPCO, 2017)

A Modified Bayesian Filter for Randomly Delayed Measurements. - Abhinoy Kumar Singh; Paresh Date; Shovan Bhaumik (IEEE Trans. Autom. Control., 2017)

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)

Adaptive sparse-grid Gauss-Hermite filter. - Abhinoy Kumar Singh; Rahul Radhakrishnan; Shovan Bhaumik; Paresh Date (J. Comput. Appl. Math., 2018)

Particle Filter for Randomly Delayed Measurements with Unknown Latency Probability. - Ranjeet Kumar Tiwari; Shovan Bhaumik; Paresh Date; Thiagalingam Kirubarajan (Sensors, 2020)

Distributed H∞ Filtering for Switched Stochastic Delayed Systems Over Sensor Networks With Fading Measurements. - Yun Chen 008; Zidong Wang 001; Yuan Yuan 006; Paresh Date (IEEE Trans. Cybern., 2020)

Extended Kalman Filter Using Orthogonal Polynomials. - Kundan Kumar; Shovan Bhaumik; Paresh Date (IEEE Access, 2021)

Wrapped Particle Filtering for Angular Data. - Guddu Kumar; Paresh Date; Ram Bilas Pachori; R. Swaminathan; Abhinoy Kumar Singh (IEEE Access, 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)

Risk minimisation using options and risky assets. - Mohd A. Maasar; Diana Roman; Paresh Date (Oper. Res., 2022)

Stabilization and Optimal Control for Discrete-Time Markov Jump Linear System With Multiplicative Noises and Input Delays: A Complete Solution. - Chunyan Han; Zidong Wang 001; Huanshui Zhang; Paresh Date (IEEE Trans. Autom. Control., 2024)