A post-crisis investigation in to the performance of GARCH-based historical & analytical value-at-risk on the FTSE by De Alessi, Alessando

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NPL forecasting under a fourier residual modified model: An empirical analysis of an unsecured consumer credit provider in South Africa by Luckan, Pranisha

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Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility by Huang, Chun-Sung

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Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction by Reddy, Desigan

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An Analysis of the Low-Volatility Anomaly on the Johannesburg Stock Exchange by Harrisberg, Richard

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Forecasting and modelling the VIX using Neural Networks by Netshivhambe, Nomonde

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Performance determinants of foreign currency bonds issued by JSE-listed companies? An indexation approach by Neethling, Sean

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Using deep learning to characterise weak signals in global equity markets: a case study of COVID-19 by Clarke, Keegan G

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Machine Learning with FEARS index: does the inclusion of investor sentiment improve a machine learning model's ability to predict volatility? by James, Andrew Michael

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