Professor Paresh Date
Head of Department-Mathematics/Professor
Research area(s)
Mathematical finance; nonlinear filtering, power systems optimization.
Research Interests
- Algorithms for latent state estimation or ‘filtering’ in nonlinear time series and applications of filtering, especially for forecasting and risk measurement in mathematical finance.
- Financial modelling, especially modelling problems in microfinance.
- Optimization problems in power systems.
Research grants and projects
Research Projects
Project details
2013: Variable sampling rate filtering for nonlinear time series, EPSRC overseas travel grant ( EP/L019477/1), £8775.
Research links
Co-author network
Similar research interests
Research group(s)
- IEF