معرفی
Professor Paresh Date is a faculty member in the Department of Mathematics at Brunel University London, College of Engineering, Design and Physical Sciences. He holds a PhD from the University of Cambridge and an MTech from the Indian Institute of Technology Mumbai.
His research focuses on Mathematical Finance, Nonlinear Filtering, and Power Systems Optimization, with applications in financial portfolio modeling, energy market forecasting, and stochastic control systems. He authored the book 'Nonlinear Estimation: Methods and Applications with Deterministic Sample Points' (Taylor & Francis, 2019).
Recent publications analyze exchange rate modeling via Kalman filters, basket option pricing, wind power risk hedging, and sparse-grid filtering techniques. His work combines financial engineering with mathematical control theory, often addressing measurement delay and uncertainty.
Scientific awards include
- Fellow of the Institute of Mathematics and its Applications
Teaching includes Year 1 Calculus (2014-2021), Year 2 Analysis (2017-2018), and Financial Mathematics MSc courses on interest rate theory and financial markets (2018-2022). He has supervised 11 PhD and 3 MPhil students to completion.
