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A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
Published 2023“…The new paradigm of Deep Hedging (DH) (as explored by Buehler et al. (2019)), ie. using deep neural networks to solve for optimal option prices (and the respective parameters needed to hedge these options at discrete time steps), has allowed the market-maker to go ‘modelfree', in the sense of being able to price without any prior assumptions about stock price dynamics (which are needed in the traditional closed-form pricing approach). …”
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Wheat and triticale whole grain near infrared hyperspectral imaging for protein, moisture and kernel hardness quantification
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The Weather of the Agulhas bank and the Cape South Coast
Published 2016“…With this unique and comprehensive data set, the various weather systems affecting the region are discussed. …”
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Design and Development of a Portable Multi-user Medical Grade Oxygen Concentrator
Published 2025“…Methods: The study focused on creating a portable, medical-grade oxygen concentrator using the Skarstrom pressure swing adsorption cycle, incorporating a silica gel drying tank and 13X Zeolite adsorption beds. Critical parameters such as compressor output pressure, heat exchanger efficiency, systemic pressure losses, air separation duration, and peak flow rate of oxygen-enriched air were extensively analysed through experiments and simulations. …”
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Modelling, estimation and control of a twin-helicopter slung load transportation system
Published 2019“…The data was then used in a system identification exercise to find the parameters that capture the dynamics of the helicopter. …”
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Studies on the hatching, growth and energy metabolism of ostrich chicks : Struthio Camelus var. Domesticus
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A hyperheuristic approach towards the training of artificial neural networks
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The effects of process conditions of an alkaline seaweed extraction process on yield and on biostimulant activity of the extract
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Hydrate formation in pharmaceutically relevant salts
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Optimisation of tether orientation in head and neck restraint systems.
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A figure of merit for the x-band all-sky survey
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Optimisation study of geographical allocation of solar PV generation capacity for grid support
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Fractional condensation of pyrolysis volatiles produced from desulphurised waste tyre feedstock
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