An up-to-date list could be found at my google scholar page.

Book

Shovan Bhaumik and Paresh Date, Nonlinear Estimation: Methods and Applications with Deterministic Sample Points, CRC Press, 2019. Every home should have a copy.

Refereed journal publications

• Zryan A Sadik, Paresh M Date, Gautam Mitra, Forecasting crude oil futures prices using global macroeconomic news sentiment, accepted for publication at IMA Journal of Management Mathematics, July 2019.

• S. Neslihanoglu and P. Date, A Modified sequential Monte Carlo procedure for the efficient recursive estimation of extreme quantiles, Journal of Forecasting, vol. 38, pages 390-399, 2019.
• Zryan Sadik, Paresh Date and Gautam Mitra, News augmented GARCH(1,1) model for volatility prediction, IMA Journal of Management Mathematics, vol. 30, pages 165-185, 2019.
• Abhinoy Kumar Singh, Rahul Radhakrishnan, Shovan Bhaumik and Paresh Date, Adaptive sparse-grid Gauss–Hermite filter, Journal of Computational and Applied Mathematics, vol. 342, pages 305-316, 2018.
• Y. Chen, Z. Wang, Y. Yuan and P. Date, Distributed H∞ Filtering for Switched Stochastic Delayed Systems over Sensor Networks with Fading Measurements, accepted for publication at IEEE Transactions on Cybernetics, June 2018.
• R. Radhakrishnan, A. Yadav, P. Date and S. Bhaumik, A new method for generating sigma points and weights for nonlinear filtering, IEEE Control Systems Letters, vol. 2, pages 519-524, 2018.