Now showing items 1-10 of 47
Centre manifold theory with an application in population modelling.
There are basically two types of variables in population modelling, global and local variables. The former describes the behavior of the entire population while the latter describes the behavior of individuals within this ...
Applications of Levy processes in finance.
The option pricing theory set forth by Black and Scholes assumes that the underlying asset can be modeled by Geometric Brownian motion, with the Brownian motion being the driving force of uncertainty. Recent empirical studies, ...
Stochastic volatility effects on defaultable bonds.
We study the eff ects of stochastic volatility of defaultable bonds using the first -passage structural approach. In this approach Black and Cox (1976) argued that default can happen at any time. This then led to the ...
Evolutionary dynamics of coexisting species.
Ever since Maynard-Smith and Price first introduced the concept of an evolutionary stable strategy (ESS) in 1973, there has been a growing amount of work in and around this field. Many new concepts have been introduced, ...
A real time, system independent, secure, Internet based auctioning system.
This thesis outlines the creation of a secure, real time, system independent, Internet based auctioning application. The system has been developed to meet the needs of today's stringent reqUirements on secure Internet ...
An interpretive study of software risk management perspectives.
This dissertation addresses risk management in the software development context. The discussion commences with the risks in software development and the necessity for a software risk management process. The emergent discourse ...
Time series modelling with application to South African inflation data
The research is based on financial time series modelling with special application
An investigation into the use of genetic programming for the induction of novice procedural programming solution algorithms in intelligent programming tutors.
Intelligent programming tutors have proven to be an economically viable and effective means of assisting novice programmers overcome learning difficulties. However, the large-scale use of intelligent programming tutors ...
Analysis of time-to-event data including frailty modeling.
There are several methods of analysing time-to-event data. These include nonparametric approaches such as Kaplan-Meier estimation and parametric approaches such as regression modeling. Parametric regression modeling ...
The application of the unified modelling language and soft systems metholdology for modelling the production process in an aluminium plant.
This research explores the combined use of soft systems methodology (SSM) and UML based business process modelling (BPM) techniques. These two techniques are integrated to provide a framework for the analysis and definition ...