Masters Degrees (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 ...

  • 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 ...

  • 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 ...

  • 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 ...

  • 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 ...

  • 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 ...

  • 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 ...

  • 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 ...

  • Bug-finding and test case generation for java programs by symbolic execution 

    Bester, Willem Hendrik Karel (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: In this dissertation we present a software tool, Artemis, that symbolically executes Java virtual machine bytecode to find bugs and automatically generate test cases to trigger the bugs found. Symbolic ...

  • Extended probabilistic symbolic execution 

    Uwimbabazi, Aline (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: Probabilistic symbolic execution is a new approach that extends the normal symbolic execution with probability calculations. This approach combines symbolic execution and model counting to estimate the ...

  • Criteria for the evaluation of private cloud computing 

    Theron, Piet (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: Cloud computing is seen as one of top 10 disruptive changes in IT for the next decade by leading research analysts. Consequently, enterprises are starting to investigate the effect it will have on the ...

  • Riemann hypothesis for the zeta function of a function field over a finite field 

    Ranorovelonalohotsy, Marie Brilland Yann (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: See the full text for the abstract

  • Flow and reactive transport processes in porous media 

    Amikiya, Emmanuel Adoliwine (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: Flow and reactive transport of chemical species is a very common phenomenon that occurs in natural and artificial systems. However in this study, the topic is related to acid mine drainage in the South ...

  • Realization of finite groups as Galois Groups over Q in Qtot,p 

    Ramiharimanana, Nantsoina Cynthia (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: See the full text for the abstract

  • Understanding the impact of an HIV intervention package for adolescents 

    Bruce, Faikah (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: Adolescents are regarded as a high risk group in South Africa with the highest human immunodeficiency virus (HIV) incidence occurring in this group. Prevention among adolescents is therefore a key in ...

  • Energy and related graph invariants 

    Andriantiana, Eric Ould Dadah (Stellenbosch : Stellenbosch University, 2013-12)
    Please refer to full text to view abstract.

  • Probabilistic tree transducers for grammatical error correction 

    Buys, Jan Moolman (Stellenbosch : Stellenbosch University, 2013-12)
    ENGLISH ABSTRACT: We investigate the application of weighted tree transducers to correcting grammatical errors in natural language. Weighted finite-state transducers (FST) have been used successfully in a wide range of ...

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