Paresh Date - Publications, H-index & Citations

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Paresh Date

indian institute of technology (iit) - patna

20H-index

99Paper Count

1.2KCitation Count

Published Papers 26

Publication Date

Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter

JOURNAL OF FORECASTING

IF2.7

2024-11-15

OAAI

Date, Paresh; Maunthrooa, Janeeta

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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

IF7

2024-05-01

OAAI

Han, Chunyan; Wang, Zidong; Zhang, Huanshui; Date, Paresh

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Pricing and hedging wind power prediction risk with binary option contracts

ENERGY ECONOMICS

IF14.2

2023-10-01

OAAI

Thakur, Jagruti; Hesamzadeh, Mohammad Reza; Date, Paresh; Bunn, Derek

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Gaussian Filtering for Simultaneously Occurring Delayed and Missing Measurements

IEEE ACCESS

IF3.6

2022-01-01

OAAI

Naik, Amit Kumar; Kumar, Guddu; Upadhyay, Prabhat Kumar; Date, Paresh; Singh, Abhinoy Kumar

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Wrapped Particle Filtering for Angular Data

IEEE ACCESS

IF3.6

2022-01-01

OAAI

Kumar, Guddu; Date, Paresh; Pachori, Ram Bilas; Swaminathan, R.; Singh, Abhinoy Kumar

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Optimal Dispatch in a Balancing Market With Intermittent Renewable Generation

IEEE TRANSACTIONS ON POWER SYSTEMS

IF7.2

2021-03-01

OAAI

Shinde, Priyanka; Hesamzadeh, Mohammad Reza; Date, Paresh; Bunn, Derek W.

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Extended Kalman Filter Using Orthogonal Polynomials

IEEE ACCESS

IF3.6

2021-01-01

OAAI

Kumar, Kundan; Bhaumik, Shovan; Date, Paresh

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Particle Filter for Randomly Delayed Measurements with Unknown Latency Probability

SENSORS

IF3.5

2020-10-06

OAAI

Tiwari, Ranjeet Kumar; Bhaumik, Shovan; Date, Paresh; Kirubarajan, Thiagalingam

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Distributed H∞ Filtering for Switched Stochastic Delayed Systems Over Sensor Networks With Fading Measurements

IEEE TRANSACTIONS ON CYBERNETICS

IF10.5

2020-01-01

PREAI

Chen, Yun; Wang, Zidong; Yuan, Yuan; Date, Paresh

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A modified sequential Monte Carlo procedure for the efficient recursive estimation of extreme quantiles

JOURNAL OF FORECASTING

IF2.7

2019-02-12

OAAI

Neslihanoglu, Serdar; Date, Paresh

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A Modified Bayesian Filter for Randomly Delayed Measurements

IEEE TRANSACTIONS ON AUTOMATIC CONTROL

IF7

2017-01-01

OAAI

Singh, Abhinoy Kumar; Date, Paresh; Bhaumik, Shovan

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Electricity futures price models: Calibration and forecasting

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-11-01

OAAI

Islyaev, Suren; Date, Paresh

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A fast calibrating volatility model for option pricing

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-06-01

OAAI

Date, Paresh; Islyaev, Suren

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An algorithm for moment-matching scenario generation with application to financial portfolio optimisation

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-02-01

OAAI

Ponomareva, K.; Roman, D.; Date, P.

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Filtering and forecasting commodity futures prices under an HMM framework

ENERGY ECONOMICS

IF14.2

2013-11-01

OAAI

Date, Paresh; Mamon, Rogemar; Tenyakov, Anton

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Higher order sigma point filter: A new heuristic for nonlinear time series filtering

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2013-09-01

PREAI

Ponomareva, Ksenia; Date, Paresh

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Pricing and risk management of interest rate swaps

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2013-07-01

PREAI

Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-Chieh

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A mixed integer linear programming model for optimal sovereign debt issuance

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2011-11-01

OAAI

Date, P.; Canepa, A.; Abdel-Jawad, M.

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Positivity-preserving H∞ model reduction for positive systems

AUTOMATICA

IF5.9

2011-07-01

OAAI

Li, Ping; Lam, James; Wang, Zidong; Date, Paresh

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Identification of Piecewise Affine LFR Models of Interconnected Systems

IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY

IF3.9

2011-01-01

PREAI

Pepona, Eleni; Paoletti, Simone; Garulli, Andrea; Date, Paresh

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Research Directions