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    Model Calibration with Machine Learning by Haussamer, Nicolai Haussamer

    Published 2019
    “…In addition, the main experiment features the calibration of the Heston model using model-generated data. In the experiment, we show that the calibrated model parameters reprice a set of options to a mean relative implied volatility error of less than one per cent. …”
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    Modelling probabilities of corporate default by Van Jaarsveldt, Cole

    Published 2020
    “…This dissertation follows, scrupulously, the probability of default model used by the National University of Singapore Risk Management Institute (NUS-RMI). …”
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    Asymptotics of the Rough Heston Model by Hayes, Joshua J

    Published 2022
    “…The recent explosion of work on rough volatility and fractional Brownian motion has led to the development of a new generation of stochastic volatility models. Such models are able to capture a wide range of stylised facts that classical models simply do not. …”
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    Computational modelling of hydrogel therapies by Ahmed, Sadman Sakib

    Published 2025
    Subjects: “…Computational modelling…”
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    Alternatives to the Black-Scholes model by Durrell, Fernando

    Published 2014
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    Optimisation of complex simulation models by Bezuidenhoudt,Cecile Margaret

    Published 2014
    “…Computer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. …”
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    Modelling illiquid volatility skews by Crowther, Servaas Marcus

    Published 2014
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    Strategic management evaluation model

    Published 2010-05
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    Modelling default-risky bonds

    Published 2013
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    A noncommutative sigma model

    Published 2013
    Subjects: “…Sigma model…”
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    Acoustic modelling of cochlear implants

    Published 2013
    Subjects: “…Acoustic model…”
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    Intonation modelling for the Nguni languages

    Published 2013
    Subjects: “…Intonation modelling…”
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    The establishment of an adjustment model for expatriates

    Published 2013
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    Reliability modelling of complex systems

    Published 2013
    Subjects: “…Modelling…”
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    Bilevel factor analysis models

    Published 2013
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    Crushing and screening models for simulation

    Published 2013
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    Acoustic models of cochlear implants

    Published 2013
    Subjects: “…Acoustic model…”
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    Topic Modelling for Short Text

    Published 2015
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    Modelling uranium leaching kinetics

    Published 2017
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    Measuring and Modelling Autophagic Flux by Du Toit, Andre

    Published 2019
    Subjects: “…Computational modelling…”
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