Login / Signup
Ksenia Ponomareva
Publication Activity (10 Years)
Years Active: 2013-2015
Publications (10 Years): 0
Top Topics
Noise Detection
Moving Window
Granger Causality
Nonlinear Filtering
Top Venues
Appl. Math. Comput.
Eur. J. Oper. Res.
</>
Publications
</>
Ksenia Ponomareva
,
Diana Roman
,
Paresh Date
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation.
Eur. J. Oper. Res.
240 (3) (2015)
Ksenia Ponomareva
,
Paresh Date
Higher order sigma point filter: A new heuristic for nonlinear time series filtering.
Appl. Math. Comput.
221 (2013)