Paresh Date

45 papers B 1C 2Journal 32Unranked 10
YearRankTypeTitle / Venue / Authors
2024 J jnl
Stabilization and Optimal Control for Discrete-Time Markov Jump Linear System With Multiplicative Noises and Input Delays: A Complete Solution.
IEEE Trans. Autom. Control.
Chunyan Han, Zidong Wang, Huanshui Zhang, Paresh Date
2022 J jnl
Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements.
IEEE Access
Amit Kumar Naik, Guddu Kumar, Prabhat Kumar Upadhyay, Paresh Date, Abhinoy Kumar Singh
2022 J jnl
Risk minimisation using options and risky assets.
Oper. Res.
Mohd A. Maasar, Diana Roman, Paresh Date
2022 J jnl
Wrapped Particle Filtering for Angular Data.
IEEE Access
Guddu Kumar, Paresh Date, Ram Bilas Pachori, R. Swaminathan, Abhinoy Kumar Singh
2021 J jnl
Extended Kalman Filter Using Orthogonal Polynomials.
IEEE Access
Kundan Kumar, Shovan Bhaumik, Paresh Date
2020 J jnl
Distributed H
IEEE Trans. Cybern.
Yun Chen, Zidong Wang, Yuan Yuan, Paresh Date
2020 J jnl
Particle Filter for Randomly Delayed Measurements with Unknown Latency Probability.
Sensors
Ranjeet Kumar Tiwari, Shovan Bhaumik, Paresh Date, Thiagalingam Kirubarajan
2018 J jnl
A New Method for Generating Sigma Points and Weights for Nonlinear Filtering.
IEEE Control. Syst. Lett.
Rahul Radhakrishnan, Ajay Yadav, Paresh Date, Shovan Bhaumik
2018 J jnl
Adaptive sparse-grid Gauss-Hermite filter.
J. Comput. Appl. Math.
Abhinoy Kumar Singh, Rahul Radhakrishnan, Shovan Bhaumik, Paresh Date
2017 J jnl
A Modified Bayesian Filter for Randomly Delayed Measurements.
IEEE Trans. Autom. Control.
Abhinoy Kumar Singh, Paresh Date, Shovan Bhaumik
2017 — conf
An approximate minimum variance filter for nonlinear systems with randomly delayed observations.
EUSIPCO
Paresh Date, Seham Allahyani
2016 — conf
A minimum variance filter for continuous discrete systems with additive-multiplicative noise.
EUSIPCO
Seham Allahyani, Paresh Date
2016 — conf
A minimum variance filter for discrete time linear systems with parametric uncertainty.
MED
Seham Allahyani, Paresh Date
2016 — conf
Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance.
SCOR
Mohd A. Maasar, Diana Roman, Paresh Date
2015 J jnl
A fast calibrating volatility model for option pricing.
Eur. J. Oper. Res.
Paresh Date, Suren Islyaev
2015 J jnl
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation.
Eur. J. Oper. Res.
Ksenia Ponomareva, Diana Roman, Paresh Date
2015 J jnl
Electricity futures price models: Calibration and forecasting.
Eur. J. Oper. Res.
Suren Islyaev, Paresh Date
2014 J jnl
Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems.
J. Math. Model. Algorithms Oper. Res.
Paresh Date, Bujar Gashi
2014 J jnl
Generalised Risk-Sensitive Control with Full and Partial State Observation.
J. Math. Model. Algorithms Oper. Res.
Paresh Date, Bujar Gashi
2014 J jnl
The Mathematics of Filtering and Its Applications.
J. Math. Model. Algorithms Oper. Res.
Enza Messina, Paresh Date
2013 J jnl
Higher order sigma point filter: A new heuristic for nonlinear time series filtering.
Appl. Math. Comput.
Ksenia Ponomareva, Paresh Date
2013 J jnl
Pricing and risk management of interest rate swaps.
Eur. J. Oper. Res.
Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang
2013 J jnl
Risk-sensitive control for a class of nonlinear systems with multiplicative noise.
Syst. Control. Lett.
Paresh Date, Bujar Gashi
2011 J jnl
A mixed integer linear programming model for optimal sovereign debt issuance.
Eur. J. Oper. Res.
Paresh Date, Alessandra Canepa, Malek Abdel-Jawad
2011 — conf
Financial contagion simulation through modelling behavioural characteristics of market participants and capturing cross-market linkages.
CIFEr
Antoaneta Serguieva, Fang Liu, Paresh Date
2011 J jnl
Identification of Piecewise Affine LFR Models of Interconnected Systems.
IEEE Trans. Control. Syst. Technol.
Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date
2011 J jnl
Positivity-preserving H
Autom.
Ping Li, James Lam, Zidong Wang, Paresh Date
2010 B conf
A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion.
IEEE Congress on Evolutionary Computation
Fang Liu, Antoaneta Serguieva, Paresh Date
2010 J jnl
A partially linearized sigma point filter for latent state estimation in nonlinear time series models.
J. Comput. Appl. Math.
Paresh Date, Luka Jalen, Rogemar S. Mamon
2010 J jnl
Regime switching volatility calibration by the Baum-Welch method.
J. Comput. Appl. Math.
Sovan Mitra, Paresh Date
2009 J jnl
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting.
Eur. J. Oper. Res.
Paresh Date, Chieh Wang
2008 J jnl
A new algorithm for latent state estimation in non-linear time series models.
Appl. Math. Comput.
Paresh Date, Luka Jalen, Rogemar S. Mamon
2008 J jnl
A new moment matching algorithm for sampling from partially specified symmetric distributions.
Oper. Res. Lett.
Paresh Date, Rogemar S. Mamon, Luka Jalen
2007 — conf
An iterative procedure for piecewise affine identification of nonlinear interconnected systems.
CDC
Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date
2005 J jnl
A bound on closed-loop performance based on finite-frequency response samples.
Syst. Control. Lett.
Paresh Date, Michael Cantoni
2005 J jnl
On validating closed-loop behaviour from noisy frequency-response measurements.
Syst. Control. Lett.
Paresh Date, Michael Cantoni
2005 — conf
Optimal Portfolio Control with Trading Strategies of Finite Variation.
CDC/ECC
Bujar Gashi, Paresh Date
2004 J jnl
Algorithms for worst case identification in
Autom.
Paresh Date, Glenn Vinnicombe
2004 J jnl
Measuring Distance between Systems under Bounded Power Excitation.
SIAM J. Control. Optim.
Paresh Date, Glenn Vinnicombe
2003 — conf
A lower bound on achieved closed-loop performance based on finite data.
ECC
Paresh Date, Michael Cantoni
2003 — conf
Validation of closed-loop behaviour from noisy frequency response measurements.
ECC
Paresh Date, Michael Cantoni
2002 C conf
An algorithm for joint identification and control.
ACC
Paresh Date, Alexander Lanzon
2001 C conf
Measuring distance between systems under bounded power excitation.
ACC
Paresh Date, Glenn Vinnicombe
1999 — conf
Worst case identification using FIR models.
ECC
Paresh Date, Glenn Vinnicombe
1997 J jnl
Robust feedback synthesis for nonlinear integrodifferential equation models using generalized describing functions.
Autom.
P. S. V. Nataraj, Paresh Date, A. Umrani