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DSGE models for the South African economy
Published 2015Get full text
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A new model of illocutionary force
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Wilderness experience : a Jungian model
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An investigation into Functional Linear Regression Modeling
Published 2015“…Key aspects of FDA include the choice of smoothing techniques, data reduction, model evaluation, functional linear modeling and forecasting methods. …”
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Orthogonal models for cross-classified observations
Published 2015Subjects: “…Linear models (Statistics)…”
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A stochastic model for daily climate
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Computer modelling of the chemical speciation in seawater
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Models of self-organization in biological development
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Mathematical modelling studies of human locomotion
Published 2016“…It involves theoretical considerations in respect of model building, model testing and practical work concerned with the collection of pertinent data.…”
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Reduced order modeling of distillation systems
Published 2016“…The concept of distillation separation feasibility is investigated using reduced-order models. Three different models of nonequilibrium rate-based packed distillation columns are developed, each with progressive levels of complexity. …”
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Hedging performance of interest-rate models
Published 2016“…This dissertation is a hedging back-study which assesses the effectiveness of interest- rate modelling and the hedging of interest-rate derivatives. …”
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Boiler system modelling using Flownex®
Published 2016“…A study into heat transfer mechanisms applicable to coal-fired boiler heat exchangers was done to ensure fundamental theoretical principles are adhered to during the development of the analytical models, the first step in the modelling process. The Flownex solving methodology is evaluated against the analytical models in a simplified heat exchanger before full detail modelling of heat exchangers are done. …”
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Modelling of Residual Stresses of Blood Vessels
Published 2016“…Thus this study aims to model residual stresses by incorporating them into the wall stress distribution, and to investigate the effect that parameters defining the study constitutive model have on the stress distribution. …”
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Numerical modelling of dilatant rock joints
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Game-theoretic models for mergers and acquisitions
Published 2016“…The model is shown to have good predictive power within this data set. …”
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Chemical modelling of plant nutrient solutions
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Exposure modelling under change of measure
Published 2017“…Working with the Hull-White (HW) model of the short rate, the effect of a change of measure on the PFE and EE profiles of vanilla interest rate swaps and European swaptions is shown under three common measures: the money-market account measure, the T-forward measure and the Linear Gaussian Markovian (LGM) measure. …”
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Time series models for discrete data
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Modelling stochastic multi-curve basis
Published 2018“…As a consequence of the 2007 financial crisis, the market has shifted towards a multi-curve approach in modelling the prevailing interest rate environment. …”
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