In situ sintering study of model nickel catalysts by Maphutha, Malebelo

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Mathematical modelling of the base metal matte converter by Kabwe, Joseph

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Estimating dynamic affine term structure models by Pitsillis, Zachry Steven

“…Duffee and Stanton (2012) demonstrated some pointed problems in estimating affine term structure models when the price of risk is dynamic, that is, risk factor dependent. …”
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Numerical and experimental modeling of atherosclerosis related to MRI by Bernsdorf, Stefan

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Numerical modelling of the coastal ocean off Tanzania by Manyilizu, Majuto Clement

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Model selection-regression and time series applications by Clark, Allan Ernest

“…In practice researcher will propose one model or a group of competing models that attempts to explain the data being investigated. …”
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Accurate portfolio risk-return structure modelling by Hossain, Nafees

“…Markowitz's modem portfolio theory has played a vital role in investment portfolio management, which is constantly pushing the development on volatility models. Particularly, the stochastic volatility model which reveals the dynamics of conditional volatility. …”
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Exploring the Lived-Experience of business model innovation by Sangham, Mehul Anilrai

“…Due to increasingly complex and uncertain environments, businesses must deal with multiple competing and often opposing models, what we may call 'ontological relativity'. …”
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Modelling of batch and fed-batch ethanol fermentation by Glyn, Julian E H

“…Growth rates were calculated and the data used to test the applicability of eight empirical kinetic models. The form proposed by Levenspiel, combining the concept of a limiting ethanol concentration with a power-law form, gave the best results with these data. …”
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The use of correspondence analysis in building loglinear models by Parry, Charles David Heber

“…Correspondence Analysis (an exploratory data analysis procedure) and Log-linear Model building (a confirmatory data analysis procedure) are discussed before an investigation is undertaken to ascertain whether they can be used in conjunction. …”
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Multiview active shape models with SIFT descriptors by Milborrow, Stephen

“…A modified Active Shape Model (ASM [21]) is introduced that uses a form of SIFT descriptors [68]. …”
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On improving the forecast accuracy of the hidden Markov model by Rooney, Thomas J A

“…The forecast accuracy of a hidden Markov model (HMM) may be low due first, to the measure of forecast accuracy being ignored in the parameterestimation method and, second, to overfitting caused by the large number of parameters that must be estimated. …”
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Trolle-Schwartz HJM interest rate model by Schumann, Gareth William

“…The Trolle and Schwartz (2009) interest rate model prices interest rate derivatives in a generalised stochastic volatility framework. …”
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Plant identification using model reference techniques by Camara, C D J

Subjects: “…Mathematical models…”
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A comparative study of stochastic models in biology by Brandão, Anabela de Gusmão

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Constitutive modelling of the skin accounting for chronological ageing by Pond, Damien

“…The constitutive model is implemented within a finite element scheme. …”
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Gleason solutions and canonical models for row contractions by Ramanantoanina, Andriamanankasina

“…This thesis extends the deBranges-Rovnyak model for completely non-coisometric (CNC) contractions to the setting of row contractions from several copies of a Hilbert space into itself. …”
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Bayesian model selection with applications to radio astronomy by Mootoovaloo, Arrykrishna

“…In the first part, the idea is to create a supermodel by combining two models using a hyperparameter, which we call α. Setting α = 0 or 1 switches each of the models off. …”
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Innovating the funding models for transport megaprojects in Kenya by Karanja, Brian Gachichio

Subjects: “…funding models…”
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Implementation of Bivariate Unspanned Stochastic Volatility Models by Cullinan, Cian

“…Unspanned stochastic volatility term structure models have gained popularity in the literature. This dissertation focuses on the challenges of implementing the simplest case – bivariate unspanned stochastic volatility models, where there is one state variable controlling the term structure, and one scaling the volatility. …”
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