| Distributed H∞ filtering for switched stochastic delayed systems over sensor networks with fading measurements Y Chen, Z Wang, Y Yuan, P Date IEEE transactions on cybernetics, 2018 | 104 | 2018 |
| Positivity-preserving H∞ model reduction for positive systems P Li, J Lam, Z Wang, P Date Automatica 47 (7), 1504-1511, 2011 | 91 | 2011 |
| Linear and non-linear filtering in mathematical finance: a review P Date, K Ponomareva IMA Journal of Management Mathematics 22 (3), 195-211, 2011 | 63 | 2011 |
| A Machine Learning Approach for Micro-Credit Scoring A Ampountolas, T Nyarko Nde, P Date, C Constantinescu Risks 9 (3), 50, 2021 | 59 | 2021 |
| Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms N Grishina, CA Lucas, P Date Quantitative Finance 17 (3), 353-367, 2017 | 54 | 2017 |
| Filtering and forecasting commodity futures prices under an HMM framework P Date, R Mamon, A Tenyakov Energy Economics 40, 1001-1013, 2013 | 48 | 2013 |
| A modified Bayesian filter for randomly delayed measurements AK Singh, P Date, S Bhaumik IEEE Transactions on Automatic Control 62 (1), 419-424, 2016 | 47 | 2016 |
| A Modified Bayesian Filter for Randomly Delayed Measurements AK Singh, P Date, S Bhaumik IEEE Transactions on Automatic Control 62, 419-424, 0 | 47* | |
| Nonlinear Estimation: Methods and Applications with Deterministic Sample Points S Bhaumik, P Date Chapman and Hall/CRC, 2019 | 46 | 2019 |
| A New Method for Generating Sigma Points and Weights for Nonlinear Filtering R Radhakrishnan, A Yadav, P Date, S Bhaumik IEEE Control Systems Letters 2 (3), 519-524, 2018 | 45 | 2018 |
| Electricity futures price models: Calibration and forecasting S Islyaev, P Date European Journal of Operational Research 247 (1), 144-154, 2015 | 44 | 2015 |
| An algorithm for moment-matching scenario generation with application to financial portfolio optimisation K Ponomareva, D Roman, P Date European Journal of Operational Research 240 (3), 678-687, 2015 | 37 | 2015 |
| Regime switching volatility calibration by the Baum–Welch method S Mitra, P Date Journal of computational and applied mathematics 234 (12), 3243-3260, 2010 | 37 | 2010 |
| An algorithm for identification in the ν-gap metric P Date, G Vinnicombe Decision and Control, 1999. Proceedings of the 38th IEEE Conference on 4 …, 1999 | 36 | 1999 |
| Algorithms for worst case identification in H∞ and in the ν-gap metric P Date, G Vinnicombe Automatica 40 (6), 995-1002, 2004 | 34 | 2004 |
| Optimal dispatch in a balancing market with intermittent renewable generation P Shinde, MR Hesamzadeh, P Date, DW Bunn IEEE Transactions on Power Systems 36 (2), 865-878, 2020 | 32 | 2020 |
| A fast calibrating volatility model for option pricing P Date, S Islyaev European Journal of Operational Research 243 (2), 599-606, 2015 | 31 | 2015 |
| A new unscented Kalman filter with higher order moment-matching K PONOMAREVA, P DATE, Z WANG Proceedings of Mathematical Theory of Networks and Systems (MTNS 2010), Budapest, 2010 | 30 | 2010 |
| Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting P Date, C Wang European Journal of Operational Research 195 (1), 156-166, 2009 | 29 | 2009 |
| Risk-sensitive control for a class of nonlinear systems with multiplicative noise P Date, B Gashi SYSTEMS & CONTROL LETTERS 62 (10), 988-999, 2013 | 26 | 2013 |
Shovan BhaumikAssociate Professor, Indian Institute of Technology PatnaVerified email at iitp.ac.in
