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Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints
Published 2024“…In particular, a major shortcoming of the Black-Litterman model is the normality of returns assumption. Robust estimates of higher moments and comoments (co-skewness and co-kurtosis) are introduced and implemented within the Black-Litterman framework, thereby enabling the investor to express preferences for skewness and kurtosis as well as avoiding the pitfall of large negative returns that typically occur with a greater frequency than what is suggested by the normal distribution. …”
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Utilization of Plastic Waste in the Concrete Industry
Published 2026“…This is primarily due to the scarcity of experimental work in this area and the absence of a robust waste management system. This work underscores the importance of sustainable practices by exploring the utilization of recycled plastic within the global concrete industry. …”
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Guideline for a robust assessment of the potential savings from water conservation and water demand management
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Navigating the Future Advancing Autonomous Vehicles through Robust Target Recognition and Real-Time Avoidance
Published 2025“…This research work drew upon the CARLA simulator and used stereo cameras and LIDAR to create a robust simulated environment for the collection of times of the day, weather conditions, and urban and rural scenarios across different town layouts. …”
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Investigating the utility of LiDAR for modelling forest canopy gaps and species classification
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THE SOCIAL RELATIONS OF IMPORTED USED ELECTRONICS MERCHANDISE IN LAGOS, NIGERIA
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Evaluation of various Phytase enzymes for application in broiler feeding
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Developing a turnaround strategy for municipal public assets in the Langeberg Municipality
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Cloud Computing adoption and implementation in University libraries in Africa: an overview
Published 2015ArticleFull Text AvailableAccess Repository -
Efficient radio resource management in next generation wireless networks
Published 2017“…For the integrated platform of HWNs to be truly seamless and efficient, a robust and stable wireless access network selection algorithm is needed. …”
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Quantifying polyphosphate energy for modelling of polyphosphate accumulating organisms behaviour in anaerobic digestors
Published 2025“…The experimental results provided strong evidence supporting the hypothesis that PAOs utilize stored PolyP energy for PHB formation in AD environments. …”
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Hardening yeast for cellulosic ethanol production
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