Testing adaptive market efficiency in the presence of non-Gaussian uncertainties by Wakandigara, Vykta

“…However, the possibility of time-varying weak-form market efficiency has received increasing attention in recent years. …”
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Use of individual wheel steering to improve vehicle stability and disturbance rejection

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A feasibility study of elementary reinforcement learning-based process control by Bras, Edward Hendrik

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Numerical performance analysis of novel solar tower receiver

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Assessing the transportation of liquid fuels in South Africa using multi-criteria decision analysis: a conceptual framework and case study by Coelho, Marco

“…The second motivation is to assess the value of employing stochastic analysis as an input method for analysing a decision problem, where comprehensive field data can be substituted for a relevant range of simulated data. This thesis proposes a model which integrates the MCDA and stochastic analysis in the hope that it would provide a faster and more cost effective alternative for assessing certain liquid fuel transportation problems.…”
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Assessing the cost-effectiveness of facility-based emergency care in low resource settings by Werner, Kalin

“…The aim of this thesis was to investigate the cost-effectiveness of interventions forming a systematic approach to EC in health facilities in LRS. …”
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Factors, pathways, and mechanisms through which universal basic income achieves economic impacts: a systematic review

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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). Using simulated stock price data of various model dynamics, we first investigate whether DH is more successful than BEV in recovering the model implied volatility surface. …”
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Optimal energy management of crushing processes in the mining industry

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Evaluating the role of market based policy instruments in managing trade-offs between ecosystem services supply and human welfare: case of Uluguru water catchment, Tanzania

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High dam scour hole geometry prediction for fully developed jets plunging into shallow pools on bedrock by Bosman, Adele

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Drone Base Station Trajectory Management for Optimal Scheduling in LTE-Based Sparse Delay-Sensitive M2M Networks by Zeinab, El Sayed

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Batch sizing and scheduling on a volatile production line through the usage of linear optimisation by Hugo, Jeanne-Marie

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Low-Complexity Algorithms for Channel Estimation in Optimised Pilot-Assisted Wireless OFDM Systems by Golovins, Eugene

“…The resultant contribution is manifested by the closed-form analytical expressions of the upper bound (suboptimal approximate value) on the optimal pilot-to-data power ratio (PDR) as a function of a number of design parameters (number of subcarriers, number of pilots, number of transmit antennas, effective order of the channel model, maximum Doppler shift, SNR, etc.). …”
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Biocatalytic oxidation of Arsenic (III) with concomitant Chromium (VI) reduction by an autotrophic culture of bacteria

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Prediction of the proliferation capacity of adipose-derived stromal cells in vitro

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Aspects of waste heat recovery and utilisation (WHR&U) in pebble bed modular reactor (PBMR) technology by Senda, Franck Mulumba

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Leveraging numerical relativity formulations for perturbative analysis: applications to quasinormal modes in general relativity by Nkele, Sipho

“…Our results consistent with those derived from standard methods, confirming the expected stability characteristics of these models.…”
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Control of sediment diversion in run-of-river hydropower schemes by Van Heerden, Morne Jandre

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Index-linked catastrophe instrument valuation by Giuricich, Mario Nicolo

“…Invariably, any exercise to find index-linked catastrophe instrument prices involves three key steps: construct a suitable arbitrage-free valuation model, estimate the parameters for the underlying loss process and simulate the instrument prices. …”
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