P. Date

Available identifiers

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

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