Univariate parametric and nonparametric double generally weighted moving average control charts

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Assessing a quantitative approach to tactical asset allocation

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Application of the moving block bootstrap method to resampled efficiency : the impact of the choice of block size by Retief, Jan

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Uncertain input estimation with application to Kalman tracking by Nashenda, Hubert Tangee

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Contributions to the theory and applications of univariate distribution-free Shewhart, CUSUM and EWMA control charts

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Short-term return reversion on the JSE by Garisch, Jarryd

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Style anomalies on the Toronto Stock Exchange : a univariate, multivariate, style timing and portfolio sorting analysis by Dunn, Bryan

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The South African Volatility Index (SAVI) as a tool for market timing on the Johannesburg Stock Exchange (JSE) by Govender, Lerissa

“…Transaction costs, applied at different levels, had a significant impact on the results of all strategies, with only one of the market timing strategies, namely the simple moving average strategy, beating the buy-and-hold strategy after transaction costs of up to 0.2% and 0.45% (for sales and purchases respectively) have been taken into account.…”
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The analysis of some bivariate astronomical time series by Koen, Marthinus Christoffel

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Wavelet analysis of intraday share prices

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Could stocks hedge against inflation in the MENA region? by El Adly, Laila

“…We examine the long run relation between unexpected inflation and stock returns using the Vector Error Correction Model (VECM) and we model for the unexpected inflation using Autoregressive Moving Average (ARMA). Also, we capture the joint volatility dynamics between unexpected inflation and stock returns using the multivariate VECH-GARCH. …”
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Empirical statistical modelling for crop yields predictions: bayesian and uncertainty approaches by Adeyemi, Rasheed Alani

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A machine learning hybrid approach to forecasting equity returns volatility: A South African perspective. by Tloubatla, Tabataba Simon

“…Research on describing the effectiveness of various approaches under various conditions is still ongoing. This field has moved from simple econometric methodologies like Moving Averages (MA), ARCH-type models and stochastic volatility, to more complex models like LSTM (Long-Short-Term-memory) and SVM (Support Vector Machines) (specifically machine learning algorithms). …”
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Stress monitoring in captive vervet monkeys (Chlorocebus pygerythrus) co-housed with domestic cats (Felis silvestris catus)

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Automated Investment Assessment : an investment decision making model for the ordinary person by Van Niekerk, Melissa

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Acoustic emission-based diagnostics and prognostics of slow rotating bearings using Bayesian techniques

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Information technology (IT) with a human face : a collaborative research project to improve higher nutrition training in Southern Africa by Marais, Debbie

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Development of solid phase extractants for pesticide analysis

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A retrospective audit of young patients diagnosed with cervical cancer over ten years at Groote Schuur Hospital, Cape Town between 1 January 2003 and 31 December 2012, and their ou... by Govindasamy, Suveshni

“…During both decades, stage 1 cervical cancers had the best probability of survival, with an improvement in mean survival from decade A (average of 44 months) to decade B (average of 58 months). …”
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