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Author: Hassan, Ahmed Mohamed Ali Omer

  • Author: Namundjebo, Elia N
  • Author: Rajaona, Solofomampionona Fortunat
  • Author: Rajaona, Solofomampionona Forunat
  • Author: Ralaivaosaona, Tanjona Fiononana
  • Author: Ramuada, Vhahangwele Cedrick
  • Author: Randrianomentsoa, Rojo Fanamperana
  • Author: Taha, Samah M. Osman
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    Topology control in wireless ad hoc networks

Author: Mvubu, Mhlasakululeka

  • Author: Namundjebo, Elia N
  • Author: Rajaona, Solofomampionona Fortunat
  • Author: Rajaona, Solofomampionona Forunat
  • Author: Ralaivaosaona, Tanjona Fiononana
  • Author: Ramuada, Vhahangwele Cedrick
  • Author: Randrianomentsoa, Rojo Fanamperana
  • Author: Taha, Samah M. Osman
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    An error correction neural network for stock market prediction

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    Asymptotics of the Rough Heston Model
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    Volatility derivatives in the Heston framework
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    Approximating the Heston-Hull-White Model
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    Characteristic function pricing with the Heston-LIBOR hybrid model
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    Application of Effective Markovian Projection to SABR and Heston Models
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    Parameter estimation of a bivariate diffusion process : the Heston model
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    Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering
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    Parameter learning with particle filters
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    Pricing and hedging variance swaps using stochastic volatility models
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    Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models
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    Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution
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    Pricing index-linked catastrophe bonds via Monte Carlo simulation
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    The exponentiated generalized power series family of distributions: theory, properties and applications
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    A review of current Rough Volatility Methods
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    A Review of Multilevel Monte Carlo Methods
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    Fourier pricing of two-asset options: a comparison of methods
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    Historically implied swaption skews using non-parametric methods
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    Implementation of numerical Fourier method for second order Taylor schemes
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    Monte Carlo methods for the estimation of value-at-risk and related risk measures
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    A survey of some regression-based and duality methods to value American and Bermudan options
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    Covariance matrix estimation methods for constrained portfolio optimization in a South African setting
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    A survey of some regression-based and duality methods to value American and Bermudan options Bernard Joseph.
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    Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model
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    Application of Adjoint Differentiation (AD) for Calculating Libor Market Model Sensitivities

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    Pricing options under stochastic volatility
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    Predicting equity movements using structural models of debt pricing and statistical learning
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    The long run impact of rights issues on share price performance and operating performance
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    The Dynamics of Stock Prices and Exchange Rate: Evidence from Nigeria
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    A machine learning framework for security forecasting and trading
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    Bayesian forecasting of stock returns using simultaneous graphical dynamic linear models
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    Enhancing realised volatility prediction in emerging markets
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    The effect of liquidity on stock returns on the JSE
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    Non-parametric volatility measurements and volatility forecasting models
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    The efficiency of African stock markets : a comparative analysis
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    The impact of return on equity and dividend payout ratios on stock returns in emerging financial markets in South Africa and Nigeria
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    Empirical testing of implied cost of equity in the capital asset pricing model using JSE listed companies
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    The impact of cross border mergers and acquisitions on the operating financial and short - term share price performance of acquiring companies listed on the Johannesburg Stock Exchange
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    Twitter’s effect on share price movements of the Johannesburg Stock Exchange
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    Exchange Rate and Stock Prices in Nigeria: Firm-level Evidence
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    The use of time series analysis as an analytical and predictive model for share prices on the Johannesburg Stock Exchange
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    Stock price synchronicity and firm's exposure to financial crisis: evidence from emerging markets
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    Wavelet analysis of intraday share prices
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    Using Hybrid Machine learning Models for Stock Price Forecasting and Trading.
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    A multiplicative components model for oil price forecasting
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    The relationships between the price-earnings ratio and selected risk and return and valuation models
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    Dividend policy and wealth maximisation : the effect of market movements on dividend-investing returns
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    Building a Model for stock exchange growth in Africa: Learnings from the BRICS exchanges

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