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Covariance matrix estimation methods for constrained portfolio optimization in a South African setting
Published 2014“…One of the major topics of concern in Modern Portfolio Theory is portfolio optimization which is centred on the mean-variance framework. …”
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Exploring behavioural challenges in supply chain management of George Municipality in order to function optimally
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Exploring the optimal role of residence heads in promoting student success: an institutional case study
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A study of the relative performance of South African unit trust fund managers utilizing the portfolio change measure technique
Published 2023“…The author has shown conclusively that when utilizing the Portfolio Change Measure, unit trust managers in general are not able to consistently outperform the market. …”
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Convergent finite element approximations for problems of near-incompressible and near-inextensible transversely isotropic linear elasticity
Published 2019“…This work comprises a detailed theoretical and computational study of the boundary value problem for transversely isotropic linear elastic bodies. …”
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Reliability and validity of icpc-2 for coding/classification of diagnoses/health problems in an African primary care setting
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Heuristic and metaheuristic approaches to the multi-period vehicle routing problem with time windows and rolling planning horizon
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A Market approach to balance services pricing
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Integrated Circuits Parasitic Capacitance Extraction Using Machine Learning and its Application to Layout Optimization
Published 2022“…On the other hand, the new parasitic extraction accuracy requirements also added more challenges on existing parasitic-aware routing optimization methods, where simplified parasitic models are used to optimize layouts. …”
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Design of consistently near-optimal heat exchanger networks by a two-stage optimisation approach
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A study of gradient based particle swarm optimisers
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Towards the development of an optimal SDN controller placement framework to expedite SDN deployment in emerging markets
Published 2020“…During the network planning stage of an SDN deployment, the important questions that must be answered are: given a wide area network (WAN) topology, how many controllers are needed and where should they be placed to optimize SDN performance? Henceforth, this is referred to as the controller placement problem. …”
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A neuro-fuzzy linguistic approach in optimizing the flow rate of a plastic extruder process
Published 2006ArticleFull Text AvailableAccess Repository