Department of Mathematical Sciences

Recent Submissions

  • Building Interest Rate Curves and SABR Model Calibration 

    Mbongo Nkounga, Jeffrey Ted Johnattan (Stellenbosch : Stellenbosch University, 2015-03)
    English abstract: In this thesis, we first review the traditional pre-credit crunch approach that considers a single curve to consistently price all instruments. We review the theoretical pricing framework and introduce ...

  • Accurate camera position determination by means of moiré pattern analysis 

    Zuurmond, Gideon Joubert (Stellenbosch : Stellenbosch University, 2015-03)
    English abstract: We introduce a method for determining the position of a camera with accuracy beyond that which is obtainable through conventional methods, using a single image of a specially constructed calibration ...

  • Combinatorics of oriented trees and tree-like structures 

    Okoth, Isaac Owino (Stellenbosch : Stellenbosch University, 2015-03)
    English abstract: In this thesis, a number of combinatorial objects are enumerated. Du and Yin as well as Shin and Zeng (by a different approach) proved an elegant formula for the number of labelled trees with respect ...

  • Heath–Jarrow–Morton models with jumps 

    Alfeus, Mesias (Stellenbosch : Stellenbosch University, 2015-03)
    English abstract: The standard-Heath–Jarrow–Morton (HJM) framework is well-known for its application to pricing and hedging interest rate derivatives. This study implemented the extended HJM framework introduced by ...

  • Bifibrational duality in non-abelian algebra and the theory of databases 

    Weighill, Thomas (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: In this thesis we develop a self-dual categorical approach to some topics in non-abelian algebra, which is based on replacing the framework of a category with that of a category equipped with a functor ...

  • A no-arbitrage macro finance approach to the term structure of interest rates 

    Thafeni, Phumza (Stellenbosch : Stellenbosch University, 2015-03)
    ENGLISH ABSTRACT: This work analysis the main macro-finance models of the term structure of interest rates that determines the joint dynamics of the term structure and the macroeconomic fundamentals under no-arbitrage ...

  • Analysing ranking algorithms and publication trends on scholarly citation networks 

    Dunaiski, Marcel Paul (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: Citation analysis is an important tool in the academic community. It can aid universities, funding bodies, and individual researchers to evaluate scientific work and direct resources appropriately. With ...

  • Modelling the dynamics of alcohol and methamphetamine co-abuse in the Western Cape Province of South Africa 

    Orwa, Titus Okello (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: Clinical results have indicated that abuse of multiple drugs/substances has devastating health and social consequences. The combined abuse of alcohol and the highly addictive methamphetamine has worsened ...

  • The risk parity approach to asset allocation 

    Galane, Lesiba Charles (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: We consider the problem of portfolio's asset allocation characterised by risk and return. Prior to the 2007-2008 financial crisis, this important problem was tackled using mainly the Markowitz mean-variance ...

  • Modelling water-borne infections : the impact of hygiene, metapopulation movements and the biological control of cholera 

    Njagarah, Hatson John Boscoh (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: Water-borne infections have been a menace in many countries around the globe, claiming millions of lives. Cholera in particular has spread to all continents and now on its seventh epidemic. Although ...

  • Virtual world accessibility: a multitool approach 

    Kruger, Rynhardt Pieter (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: Computer-based virtual worlds are increasingly used for activities which previously required physical environments. However, in its mainstream form, such a virtual world provides output on a graphical ...

  • Enhancing mobile camera pose estimation through the inclusion of sensors 

    Hughes, Lloyd Haydn (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: Monocular structure from motion (SfM) is a widely researched problem, however many of the existing approaches prove to be too computationally expensive for use on mobile devices. In this thesis we ...

  • Properties of greedy trees 

    Razanajatovo Misanantenaina, Valisoa (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: A greedy tree is constructed from a given degree sequence using a simple greedy algorithm that assigns the highest degree to the root, the second, the third, . . . , -highest degree to the root’s ...

  • Arithmetic of carlitz polynomials 

    Bamunoba, Alex Samuel (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: See pdf for abstract

  • Small-world network models and their average path length 

    Taha, Samah M. Osman (Stellenbosch : Stellenbosch University, 2014-12)
    ENGLISH ABSTRACT: Socially-based networks are of particular interest amongst the variety of communication networks arising in reality. They are distinguished by having small average path length and high clustering ...

  • Classification of subspaces 

    Herrmann, Christian; Moresi, Remo; Schuppli, Reto; Wild, Marcel (Mathematisches Institut der Universitat Bayreuth, 1998)
    1.1 Statement of the problems and the lattice method Let E and E' be non-degenerate €-hermitean spaces over the same data (k, €, -) (see 1.1.1) with linear subspaces F and F', respectively. The.pairs (E, F) and (E', F') ...

  • Spatial assortment of mixed propagules explains the acceleration of range expansion 

    Ramanantoanina, Andriamihaja; Ouhinou, Aziz; Hui, Cang (Public Library of Science, 2014-08)
    Abstract Range expansion of spreading organisms has been found to follow three types: (i) linear expansion with a constant rate of spread; (ii) bi-phase expansion with a faster linear expansion following a slower linear ...

  • Trying to find the golden thread in my research from 1987 to 2011 

    Wild, Marcel (Stellenbosch : Stellenbosch University, 2011-10)
    Marcel Maria Wolfgang Wild was born on 17 July 1958 in Bern (Switzerland). After matriculating from the Gymnasium Rämibühl in Zürich in 1977 he studied Mathematics, Computer Science and (to a lesser degree) Philosophy ...

  • The parallel worlds of number theory 

    Breuer, Florian (Stellenbosch : Stellenbosch University, 2013-08)
    Florian Breuer was born in 1977 in Vienna, Austria, to German parents and moved to Stellenbosch at the age of 4, where he grew up and completed his undergraduate studies at Stellenbosch University in 1998. He then moved ...

  • Doing the mathematics of fluid flow networks 

    Banda, Mapundi Kondwani (Stellenbosch : Stellenbosch University, 2013-10)
    Mapundi Kondwani Banda grew up in Mala^wi, where he com- pleted his secondary school education at Bandawe Secondary School in 1986 and obtained a BSc degree from the University of Mala^wi in 1990. In 1991 he completed ...

  • Topology control in wireless ad hoc networks 

    Hassan, Ahmed Mohamed Ali Omer (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: Wireless ad hoc networks are increasingly used in today’s life in various areas ranging from environmental monitoring to the military. For technical reasons, they are severely limited in terms of battery ...

  • Structure learning of gene interaction networks 

    Jones, Piet (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: There is an ever increasing wealth of information that is being generated regarding biological systems, in particular information on the interactions and dependencies of genes and their regulatory ...

  • Long-term tracking of multiple interacting pedestrians using a single camera 

    Keaikitse, Advice Seiphemo (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: Object detection and tracking are important components of many computer vision applications including automated surveillance. Automated surveillance attempts to solve the challenges associated with ...

  • A comparative study on the impact of different fluxes in a discontinuous Galerkin scheme for the 2D shallow water equations 

    Rasolofoson, Faraniaina (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: Shallow water equations (SWEs) are a set of hyperbolic partial differential equations that describe the flow below a pressure surface in a fluid. They are widely applicable in the domain of fluid dynamics. ...

  • Modelling the dynamics of HIV related malignancies 

    Akinlotan, Deborah Morenikeji (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: In recent years, HIV-associated cancers have proven to be the bane of our time, since HIV is decimating humanity across the globe, even in the twilight of the last century. Cancer rates continue to rise ...

  • Grain regression analysis 

    Sullwald, Wichard (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: Grain regression analysis forms an essential part of solid rocket motor simulation. In this thesis a numerical grain regression analysis module is developed as an alternative to cumbersome and time ...

  • On the coefficients of Drinfeld modular forms of higher rank 

    Basson, Dirk Johannes (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: Rank 2 Drinfeld modular forms have been studied for more than 30 years, and while it is known that a higher rank theory could be possible, higher rank Drinfeld modular forms have only recently been de ...

  • Decision forests for computer Go feature learning 

    Van Niekerk, Francois (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: In computer Go, moves are typically selected with the aid of a tree search algorithm. Monte-Carlo tree search (MCTS) is currently the dominant algorithm in computer Go. It has been shown that the inclusion ...

  • Random walks on graphs 

    Oosthuizen, Joubert (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: We study random walks on nite graphs. The reader is introduced to general Markov chains before we move on more specifically to random walks on graphs. A random walk on a graph is just a Markov chain ...

  • Investigating the effect of compression on the permeability of fibrous porous media 

    Van Heyningen, Martha Catharina (Stellenbosch : Stellenbosch University, 2014-04)
    ENGLISH ABSTRACT: Fluid flow through porous media plays an important role in a variety of contexts of which filtration is one. Filtration efficiency of fibrous filters depends on the micro-structural characterization of ...

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