Professor Paresh Date
Head of Department-Mathematics/Professor
Tower A 015
- Email: paresh.date@brunel.ac.uk
- Tel: +44 (0)1895 265613
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
Thakur, J., Hesamzadeh, MR., Date, P. and Bunn, D. (2023) 'Pricing and hedging wind power prediction risk with binary option contracts'. Energy Economics, 126. pp. 1 - 11. ISSN: 0140-9883 Open Access Link
Han, C., Wang, Z., Zhang, H. and Date, P. (2023) 'Stabilization and Optimal Control for Discrete-time Markov Jump Linear System with Multiplicative Noises and Input Delays: A Complete Solution'. IEEE Transactions on Automatic Control, 69 (5). pp. 2839 - 2854. ISSN: 0018-9286 Open Access Link
Kumar, K., Tiwari, RK., Bhaumik, S. and Date, P. (2022) 'Polynomial Chaos Kalman Filter for Target Tracking Applications'. IET Radar, Sonar and Navigation, 17 (2). pp. 247 - 260. ISSN: 1751-8784 Open Access Link
Naik, AK., Kumar, G., Upadhyay, PK., Date, P. and Singh, AK. (2022) 'Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements'. IEEE Access, 10. pp. 100746 - 100762. ISSN: 2169-3536 Open Access Link
Date, P., Kumar, G., Pachori, RB., Swaminathan, R. and Singh, AK. (2022) 'Wrapped Particle Filtering for Angular Data'. IEEE Access, 10. pp. 90287 - 90298. ISSN: 2169-3536 Open Access Link