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A linear algebraic method for pricing temporary life annuities and insurance policies

Date, Paresh; Mamon, R.; Jalen, L.; Wang, I. C. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 98-104

Persistent link: https://www.econbiz.de/10003985407

Filtering and forecasting commodity futures prices under an HMM framework

Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013

Persistent link: https://www.econbiz.de/10010355984

Two methods for optimal investment with trading strategies of finite variation

Gashi, Bujar; Date, Paresh - In: IMA journal of management mathematics 23 (2012) 2, pp. 171-193

Persistent link: https://www.econbiz.de/10009548871

Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation

Date, Paresh; Bustreo, Roberto - In: IMA journal of management mathematics 27 (2016) 2, pp. 157-180

Persistent link: https://www.econbiz.de/10011567011

Pricing and risk management of interest rate swaps

Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111

Persistent link: https://www.econbiz.de/10009734148

A machine learning approach for micro-credit scoring

Ampountolas, Apostolos; Nde, Titus Nyarko; Date, Paresh; … - In: Risks : open access journal 9 (2021) 3, pp. 1-20

In micro-lending markets, lack of recorded credit history is a significant impediment to assessing individual borrowers' creditworthiness and therefore deciding fair interest rates. This research compares various machine learning algorithms on real micro-lending data to test their efficacy at...

Persistent link: https://www.econbiz.de/10012508509

Modelling and forecasting of exchange rate pairs using the Kalman filter

Date, Paresh; Maunthrooa, Janeeta - In: Journal of forecasting 44 (2025) 2, pp. 606-622

Persistent link: https://www.econbiz.de/10015374069