| 2013 | ||
|---|---|---|
| j10 | Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang: Pricing and risk management of interest rate swaps. European Journal of Operational Research 228(1): 102-111 (2013) | |
| 2011 | ||
| j9 | Ping Li, James Lam, Zidong Wang, Paresh Date: Positivity-preserving H∞ model reduction for positive systems. Automatica 47(7): 1504-1511 (2011) | |
| j8 | Eleni Pepona, Simone Paoletti, Andrea Garulli, Paresh Date: Identification of Piecewise Affine LFR Models of Interconnected Systems. IEEE Trans. Contr. Sys. Techn. 19(1): 148-155 (2011) | |
| 2010 | ||
| j7 | Paresh Date, Luka Jalen, Rogemar S. Mamon: A partially linearized sigma point filter for latent state estimation in nonlinear time series models. J. Computational Applied Mathematics 233(10): 2675-2682 (2010) | |
| j6 | Sovan Mitra, Paresh Date: Regime switching volatility calibration by the Baum-Welch method. J. Computational Applied Mathematics 234(12): 3243-3260 (2010) | |
| c1 | Fang Liu, Antoaneta Serguieva, Paresh Date: A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion. IEEE Congress on Evolutionary Computation 2010: 1-7 | |
| 2009 | ||
| j5 | Paresh Date, Chieh Wang: Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting. European Journal of Operational Research 195(1): 156-166 (2009) | |
| 2008 | ||
| j4 | Paresh Date, Luka Jalen, Rogemar S. Mamon: A new algorithm for latent state estimation in non-linear time series models. Applied Mathematics and Computation 203(1): 224-232 (2008) | |
| j3 | Paresh Date, Rogemar S. Mamon, Luka Jalen: A new moment matching algorithm for sampling from partially specified symmetric distributions. Oper. Res. Lett. 36(6): 669-672 (2008) | |
| 2005 | ||
| j2 | Paresh Date, Michael Cantoni: A bound on closed-loop performance based on finite-frequency response samples. Systems & Control Letters 54(5): 447-454 (2005) | |
| j1 | Paresh Date, Michael Cantoni: On validating closed-loop behaviour from noisy frequency-response measurements. Systems & Control Letters 54(6): 607-612 (2005) | |
| 1 | Michael Cantoni | |
| 2 | Andrea Garulli | |
| 3 | Luka Jalen | |
| 4 | James Lam | |
| 5 | Ping Li | |
| 6 | Fang Liu | |
| 7 | Rogemar S. Mamon | |
| 8 | Sovan Mitra | |
| 9 | Simone Paoletti | |
| 10 | Eleni Pepona | |
| 11 | Antoaneta Serguieva | |
| 12 | Chieh Wang | |
| 13 | Zidong Wang |
Colors in the list of coauthors
Last update Thu May 23 17:09:56 2013 CET by the DBLP Team —
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