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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Entropy-based attention for inference in probabilistic graphical models by Bergesen, Alexander

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A resilience perspective of teaching and learning in South African higher education institutions during crises

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Investigating the use of ray tracing for signal-level radar simulation in space monitoring applications: a comparison of radio propagation models by Martin, Mogamat Yaaseen

“…And while the use of ray tracing resulted in significant costs in speed and memory, the investigation found that the ray-traced simulator generated more reliable results relative to the point-model version – providing various advantages in test scenarios involving shadowing and multiscatter. …”
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Process monitoring with economic performance functions : feasibility assessment for milling circuits by Siwella, Mollin

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The comparison and evaluation of different mathematical models for deformation analysis by Goullee, Robert Jules

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Sustainable business models for the energy sector: Value creation for the energy community and deployment of energy community projects by Sibisi, Phumzile

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

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

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Level Dependence in Volatility in Linear-Rational Term Structure Models by Ramnarayan, Kalind

“…An extended specification for the state price density process is required to ensure reliable parameter estimates. …”
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Measuring and Modelling Autophagic Flux by Du Toit, Andre

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The design of physical and logical topologies for wide-area WDM optical networks

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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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Analysis of photogrammetrically-derived digital surface and terrain models for building recognition by Mtshatsha, Bandile

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

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

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

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