Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model by Zwane, Samkelo Sifiso

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Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution by Mazviona, Batsirai Winmore

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Human action recognition with 3D convolutional neural networks by Cronje, Frans

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Efficient Bayesian analysis of spatial occupancy models by Bleki, Zolisa

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The impact of estimation frequency on Value at Risk (VaR) and Expected Shortfall (ES) forecasts: an empirical study on conditional extreme value models by Coyne, Alice Elizabeth

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Modelling non-linearity in 3D shapes: A comparative study of Gaussian process morphable models and variational autoencoders for 3D shape data by Fehr, Fabio

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