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Volatility Model Pricing and Calibration with Neural Networks using Bayesian Optimisation
Published 2023“…The second step of the indirect method implements a least squares optimisation algorithm to calibrate the parameters. …”
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A real-time hybrid method based on blade tip timing for diagnostics and prognostics of cracks in turbomachine rotor blades
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Accelerator-based look-up table for coarse-grained molecular dynamics computations
Published 2019“…The 4D cubic B-spline algorithm and the LUT routine were then developed and implemented on a GPU. …”
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Calibrating a stochastic SIR-model to simulated data using different calibration methods : a tutorial & comparison of methods
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Direction finding of long term evolution enabled handsets for monitoring applications
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Diagnosis and prognosis of rolling element bearings at low speeds and varying load conditions using higher order statistics and artificial intelligence
Published 2018“…Fault diagnosis and prognosis is achieved with the use of eXtended Takagi-Sugeno (xTS) fuzzy and recursive least square algorithm (exTSFRLSA) and support vector data descriptive (SVDD) method in this work. …”
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Post mortem genetic determination of age and sex of unidentifiable remains admitted to the Pretoria Medico-Legal Laboratory
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Machine learning for corporate failure prediction : an empirical study of South African companies
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Local maximum entropy approximation-based modelling of the canine heart
Published 2016“…The method is based on a convex optimisation scheme where a non-linear equation is solved with the help of a Newton algorithm, implemented in an in-house code called SESKA. …”
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A multi-regional adaptation of the ASSA2008 AIDS and Demographic Model for population projections
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A binaural sound sources localisation application for smart phones
Published 2017“…The purpose of this research project was to establish a feasible Sound source localization algorithm for current top-end smart phones, and to recommend hardware improvements for future smart phones, to pave way for the use of smart phones as advanced auditory sensory devices capable of acting as avatars for intelligent remote systems to learn about different acoustic scenes with help of human users. …”
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Development of a full-stack RoboRacer autonomous racing system capable of overtaking in a head-to-head race
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System level simulation of digital designs : a case study
Published 2020“…An example of the models which could be written are a mathematical model and an algorithm model which models the numerical methods used in implementing the mathematical equations. …”
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