Option pricing using hidden Markov models by Anderson, Michael

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Contributions to statistical machine learning algorithm by Cui, Yan Hong

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Interval-valued Uncertainty Capability Indices with South African Industrial Applications by Gyekye, Kwame Boakye

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Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches by Adeyemi, Rasheed Alani

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Cumulative sum quality control charts design and applications by Kesupile, Galeboe

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Quality control charts under random fuzzy measurements by Thoutou, Sayi Mbani

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Interval AR(1) modelling of South African stock market prices by Biyana, Mahlubandile Dugmore

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Statistical-grey consistent grey differential equation modelling by Cui, Yan Hong

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Variable modeling of fuzzy phenomena with industrial applications by Li, Xiang

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Forecasting stock price movements using neural networks by Rank, Christian

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Option Pricing models with Stochastic Volatility and Jumps by Kalsheker, Farhan

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Empirical evidences of coherent market hypothesis by Kao, Peter Ta-Chao

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Pricing options in a fuzzy environment by Ramsden, Bevan

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Grey diffenrential equation modeling on stock prices by Xue, Qifeng

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Empirical modelling of high-frequency foreign exchange rates by Packirisamy, Someshini

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Empirical evidences of stock split market effects by Mhuru, Trust Taruona

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Fuzzy modelling of the Johannesburg Security Exchange overall index by Musongole, Chibelushi Maxwell C

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Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction by Mtemeri, Tinotenda

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An alternative model for multivariate stable distributions by Jama, Siphamandla

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