Applications of Gaussian Process Regression to the Pricing and Hedging of Exotic Derivatives by Muchabaiwa, Tinotenda Munashe

“…Traditional option pricing methods like Monte Carlo simulation can be time consuming when pricing and hedging exotic options under stochastic volatility models like the Heston model. The purpose of this research is to apply the Gaussian Process Regression (GPR) method to the pricing and hedging of exotic options under the Black-Scholes and Heston model. …”
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Integrating Bayesian network structure into normalizing flows and variational autoencoders by Mouton, Jacobie

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Measuring the efficiency of software development in a data processing environment by Van der Poel, Klaas Govert

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Process monitoring with economic performance functions : feasibility assessment for milling circuits by Siwella, Mollin

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The Brighton Declaration on Women and Sport : a management audit of process quality

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Measuring and Modelling Autophagic Flux by Du Toit, Andre

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Natural language processing for characterising the COVID-19 infodemic on South African twitter. by Strydom, Irene Francesca

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A comparative analysis and improvement of the empirical design flood estimation approaches by De Klerk, Barend Jakobus

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Analysis and modelling of the track quality index by Laubscher, Stefan

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Diversification towards agro-processing in Zambia: A CGE analysis of financial and fiscal incentives by Nhlane, Robert

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A study to establish a simple, reliable and economical method of evaluating food and nutritional intake of male mineworkers residing in a single accommodation residence on a plati... by Bredenhann, Hester Maria (Esme)

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Validated leaf spring suspension models

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Estimating particle size of hydrocyclone underflow discharge using image analysis by Uahengo, Foibe Dimbulukwa Lawanifwa

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Analysis of equity and interest rate returns in South Africa under the context of jump diffusion processes by Mongwe, Wilson Tsakane

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Measuring the dielectric properties of crushed copper ore by Groenewald, Nico Albert

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Investigating the effect of coarse particle addition on the measured rheological parameters of fine clay slurries by Paulsen, Eric

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A mass transfer model for structured packing by Kawesha, David Mukuma

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Factors influencing the implementation of the new basic education curriculum in Mozambican schools

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Bioprocess monitoring and chemometric modelling of wine fermentations by Garlick, Jessica Louise

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Hydrosalinity modelling of the Berg River using ACRUSalinity by Kamish, Wageed

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