Professor Paresh Date
Head of Department-Mathematics/Professor
Summary
I am an electrical engineer by background, with expertise spanning nonlinear state estimation (with applications in tracking and in finance), financial portfolio optimization and financial derivative pricing. My book 'Nonlinear estimation: methods and applications with deterministic sample points' was published by Taylor and Francis in 2019. Every home should have a copy.
Qualifications
PhD (University of Cambridge, UK), MTech (Indian Institute of Technology Mumbai).
Responsibility
Head of Department (joint with Dr Shaw).
Newest selected publications
Date, P. and Maunthrooa, J. (2024) ''. Journal of Forecasting, 0 (ahead of print). pp. 1 - 17. ISSN: 0277-6693
Jipreze, K. and Date, P. (2024) ''. IMA Journal of Management Mathematics, 0 (ahead of print). pp. 1 - 23. ISSN: 1471-678X
Thakur, J., Hesamzadeh, MR., Date, P. and Bunn, D. (2023) ''. Energy Economics, 126. pp. 1 - 11. ISSN: 0140-9883
Han, C., Wang, Z., Zhang, H. and Date, P. (2023) ''. IEEE Transactions on Automatic Control, 69 (5). pp. 2839 - 2854. ISSN: 0018-9286
Kumar, K., Tiwari, RK., Bhaumik, S. and Date, P. (2022) ''. IET Radar, Sonar and Navigation, 17 (2). pp. 247 - 260. ISSN: 1751-8784