P. Date

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Balanced \(k\)-means clustering on an adiabatic quantum computer Quantum Information Processing	2023-02-22	Paper
Value-at-risk for fixed-income portfolios: a Kalman filtering approach IMA Journal of Management Mathematics	2019-06-18	Paper
Efficiently embedding QUBO problems on adiabatic quantum computers Quantum Information Processing	2019-03-15	Paper
An exact minimum variance filter for a class of discrete time systems with random parameter perturbations Applied Mathematical Modelling	2018-12-07	Paper
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation European Journal of Operational Research	2016-06-23	Paper
A linear algebraic method for pricing temporary life annuities and insurance policies Insurance Mathematics & Economics	2012-02-10	Paper
Linear and non-linear filtering in mathematical finance: a review IMA Journal of Management Mathematics	2011-07-28	Paper
A new moment matching algorithm for sampling from partially specified symmetric distributions Operations Research Letters	2009-01-09	Paper
Valuation of cash flows under random rates of interest: a linear algebraic approach Insurance Mathematics & Economics	2007-07-19	Paper
Robust feedback synthesis for nonlinear integro-differential equation models using generalized describing functions Automatica	1997-11-09	Paper

Research outcomes over time

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