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.

Project details

2013: Variable sampling rate filtering for nonlinear time series, EPSRC overseas travel grant ( EP/L019477/1), £8775.