A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing by Claassen, Quintin

“…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). …”
Get full text

Vapour-liquid-liquid equilibria measurements for the dehydration of low molecular weight alcohols via heterogeneous azeotropic distillation by Brits, Leanne

Get full text

Wheat and triticale whole grain near infrared hyperspectral imaging for protein, moisture and kernel hardness quantification by Orth, Sebastian Helmut

Get full text

Investigation of porosity formation in additively manufactured AlSi10Mg samples using X-ray micro-computed tomography and X-ray interferometry by Mbuyisa, Busisiwe

Get full text

Optimising vehicle velocity profiles in real-time

Get full text
Get full text

Resistance to airflow, cooling characteristics and quality of pomegranate fruit inside ventilated packaging by Mukama, Matia

Get full text

Resistance to airflow, cooling characteristics and quality of pomegranate fruit inside ventilated packaging by Mukama, Matia

Get full text

Modelling, estimation and control of a twin-helicopter slung load transportation system by Reddi, Yashren

“…The data was then used in a system identification exercise to find the parameters that capture the dynamics of the helicopter. …”
Get full text

Multi-disciplinary 3-D reservoir characterization and flow simulation of Aptian/Albian silicate sandstone reservoirs in Bredasdorp Basin, offshore South Africa by Onaneye, Alfred Omololu

Get full text

Studies on the hatching, growth and energy metabolism of ostrich chicks : Struthio Camelus var. Domesticus by Swart, Derick

Get full text

A hyperheuristic approach towards the training of artificial neural networks by Nel, Gerrit Stephanus

Get full text

The effects of process conditions of an alkaline seaweed extraction process on yield and on biostimulant activity of the extract

Get full text

Optimisation of tether orientation in head and neck restraint systems. by Clarke, V. P.

Get full text

Techno-economic modelling of cogeneration options for the South African sugar industry by Masenda, Joseph

“…Input data for model parameters stemmed from literature and information sources applied to Microsoft excel spreadsheets calculations. …”
Get full text

A figure of merit for the x-band all-sky survey by Kriel, Scott

Get full text

Optimisation study of geographical allocation of solar PV generation capacity for grid support by Vermeulen, Vicki-Mari

Get full text

Trickle flow hydrodynamic multiplicity

Get full text
Get full text

Fractional condensation of pyrolysis volatiles produced from desulphurised waste tyre feedstock by Stander, Adam Johannes

Get full text

Machine and component residual life estimation through the application of neural networks

Get full text
Get full text

System identification and model-based control of a filter cake drying process by Wiese, Johannes Jacobus

Get full text