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Compounding a class of Rayleigh distributions : an objective Bayesian approach
Published 2015Get full text
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Volatility Model Pricing and Calibration with Neural Networks using Bayesian Optimisation
Published 2023“…The first step of the indirect method utilises a deep artificial neural network to approximate the pricing function (output) using the parameters as inputs. …”
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Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints
Published 2024“…The aim of this thesis is to introduce the Bayesian approach to asset allocation. In particular, the Black-Litterman model is introduced as a powerful Bayesian asset allocation model that enables the incorporation of human decision making (in the form of views) within a portfolio optimisation framework. …”
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Bayesian analysis of historical functional linear models with application to air pollution forecasting
Published 2023“…The proposed model utilises the well-established connection between non-parametric smoothing and Bayesian methods to reduce sensitivity to the number of basis functions which are used to model the functional regression coefficients. …”
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A Bayesian extreme value approach to the optimal reinsurance problem in a multivariate risk setting
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Improving utilisation of maternal health related services: the impact of a community health worker pilot programme in Neno Malawi
Published 2019“…However, CHWs had no net difference on PNC utilisation.…”
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Improved explainability through uncertainty estimation in automatic target recognition of SAR images
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A weather related causal analysis on consolidated delay at Newark Liberty International Airport
Published 2014“…This dissertation explores the utilisation of Bayesian Networks (BN) and heuristic analyses to investigate weather based delays at Newark Liberty International airport (KEWR). …”
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Predicting district level HIV prevalence in South Africa using medicine ordering data
Published 2025“…Dynamic, mechanistic models such as the Thembisa and Naomi Bayesian models have been used to generate provincial and district-level estimates such as HIV prevalence, People Living with HIV, and the number of residents on antiretroviral treatment. …”
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Improving utilization of maternal health related services: the impact of a community health worker pilot programme in Neno Malawi
Published 2019“…However, CHWs had no net difference on PNC utilisation.…”
Get full text
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Spatial analysis of child mortality in South Africa in relation to poverty and inequality : evidences from the 2011 census
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Prediction of the nutritive value of South African maize hybrids for broiler chickens
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The population ecology of the Nile crocodile (Crocodylus niloticus) in the panhandle region of the Okavango Delta, Botswana
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A comparison of methods for modelling rates of withdrawal from insurance contracts
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Estimating the window period and incidence of recently infected HIV patients.
Published 2009Get full text
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Modifying copulas for improved dependence modelling
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Detection and tracking of Mmoving objects using stereo vision cameras
Published 2018Get full text
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