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 |
|---|---|---|
| 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 |
| Higher order sigma point filter: a new heuristic for nonlinear time series filtering Applied Mathematics and Computation | 2016-01-19 | Paper |
| Linear and non-linear filtering in mathematical finance: a review IMA Journal of Management Mathematics | 2011-07-28 | Paper |
Research outcomes over time
This page was built for person: K. Ponomareva
