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Evaluation of adjuvants in fungicide spray application for the control of alternaria brown spot in South African citrus orchards
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Evaluation of sawmilling and cross-laminated timber processing value chain integration
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Path-dependent volatility: an application to the South African market
Published 2018“…The Black-Scholes, Heston and CEV models are used as comparative benchmarks for each of the other classes of models.…”
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Performance of Socially Responsible Investment Funds in South Africa
Published 2024“…The thesis also examines the risk-adjusted performance of a sample of SRI funds relative to conventional investment vehicles, using a matched sample of conventional funds and the South African equity market, using the JSE All Share Index as a proxy, as benchmarks, over a ten-year period ending the 31st of December 2018. …”
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Fault Modeling and Test Vector Generation for ASIC Devices Exposed to Space Single Event Environment
Published 2021“…The proposed steps were tested using ISCAS ’85 benchmarks synthesized with the XFAB standard cells.…”
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Portfolio optimisation with quantitative and qualitative views
Published 2014Get full text
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Gaussian process regression approach to pricing multi-asset American options
Published 2022“…This dissertation explores the problem of pricing American options in high dimensions using machine learning. In particular, the Gaussian Process Regression Monte Carlo (GPR-MC) algorithm developed by Goudenege et al (2019). is explored, and ` its performance, i.e., its accuracy and efficiency, is benchmarked against the Least Squares Regression Method (LSM) developed by Carriere (1996) and popularised by Longstaff and Schwartz (2001). …”
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An assessment of the style and performance of South African institutional fund managers
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Optimisation of a fully autogenous comminution circuit
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A review of disclosure in the annual financial reports of life insurance companies in South Africa
Published 2014Get full text
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Firm Financial Performance in The Global 1000: Does Human Capital Effectiveness Matter?
Published 2019“…These findings may be useful to investors who seek possible indicators of expected financial performance from HCE. …”
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Disease population genetic simulation framework: towards application in modelling disease risk prediction and heritability rate
Published 2025“…Unfortunately, most of the currently developed and commonly used tools in GWAS have been benchmarked and applied to populations of European descent. …”
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Energy Efficient Load Balancing in Multi-band Cellular Networks via Reinforcement Learning
Published 2026“…For UA, a SINR-ratio-based heuristic is proposed to prioritize users that are most sensitive to suboptimal band assignments, and it is benchmarked against a Max- SINR baseline. For PA, the high-band power control problem is addressed using reinforcement learning, where a Proximal Policy Optimization (PPO) agent learns power levels and band-activation decisions under QoS constraints while accounting for dropped users and load balancing via Jain’s fairness index. …”
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Vibration based assessment of Kalbaskraal rail bridge
Published 2017“…The bridge which was used as a case study was the Kalbaskraal Railway Bridge located in Malmesbury. …”
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Validating the green Brain Capital Model
Published 2025“…Indicators were preliminary identified for operationalizing each attribute using high-quality, publicly available datasets. …”
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