K. Ponomareva

From MaRDI portal
Person:905347

Available identifiers

zbMath Open ponomareva.kseniaMaRDI QIDQ905347

List of research outcomes





PublicationDate of PublicationType
An exact minimum variance filter for a class of discrete time systems with random parameter perturbations2018-12-07Paper
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation2016-06-23Paper
Higher order sigma point filter: a new heuristic for nonlinear time series filtering2016-01-19Paper
Linear and non-linear filtering in mathematical finance: a review2011-07-28Paper

Research outcomes over time

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