Professor Paresh Date
Head of Department-Mathematics/Professor
Topics
- Applications of stochastic processes and filtering in financial modelling, especially credit risk and interest rate models;
- Optimization problems in power systems.
PhD projects for research students
Research supervision
I have supervised 11 PhD students and 3 MPhil students to successful completion. Recently finishing students are
- Dr Zryan Sadik, Asset price and volatiltiy forecasting using news sentiment (2018).
- Dr Seham Allahyani, Contributions to filtering under randomly delayed observations and additive-multiplicative noise (2018).