Dr Paresh Date
Reader
Qualifications
PhD (University of Cambridge, UK), MTech (Indian Institute of Technology Mumbai).
Responsibility
Director of Research and Head of Financial Mathematics and Operational Research (FOR) group.
Newest selected publications
Ampountolas, A., Nyarko Nde, T., Date, P. and Constantinescu, C. (2021) 'A Machine Learning Approach for Micro-Credit Scoring'. Risks, 9 (3). pp. 1 - 20.Open Access Link
Date, P., Shinde, P., Hesamzadeh, M. and Bunn, D. (2021) 'Optimal Dispatch in a Balancing Market with Intermittent Renewable Generation'. IEEE Transactions on Power Systems, 36 (2). pp. 865 - 878. ISSN: 0885-8950 Open Access Link
Tiwari, RK., Bhaumik, S., Date, P. and Kirubarajan, T. (2020) 'Particle filter for randomly delayed measurements with unknown latency probability'. Sensors (Switzerland), 20 (19). pp. 1 - 25. ISSN: 1424-8220 Open Access Link
Date, P. and Sadik, Z. (2019) 'Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment'. IMA Journal of Management Mathematics, 31 (2). pp. 191 - 215. ISSN: 1471-678X Open Access Link
Date, P., Sadik, Z. and Mitra, G. (2019) 'News augmented GARCH(1,1) model for volatility prediction'. IMA Journal of Management Mathematics, 30 (2). pp. 165 - 185. ISSN: 1471-678X Open Access Link