Masters Degrees (Mathematical Sciences)

 

Recent Submissions

  • Impendulo: A Tool for Analysing Programmer Behaviour 

    Jordaan, Pieter (Stellenbosch : Stellenbosch University, 2015-03)
    English abstract: Automated submission systems for Computer Science courses are common- place today, however, these systems are typically solely focused on grading submissions and their ability to provide analysis and ...

  • On the effciency of code-based steganography 

    Ralaivaosaona, Tanjona Fiononana (Stellenbosch : Stellenbosch University, 2015-03)
    ENGLISH ABSTRACT: Steganography is the art of hiding information inside a data host called the cover. The amount of distortion caused by that embedding can influence the security of the steganographic system. By secrecy ...

  • Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees 

    Leboho, Nakedi Wilson (Stellenbosch : Stellenbosch University, 2015-03)
    ENGLISH ABSTRACT : Equity-based insurance guarantees also known as unit-linked annuities are annuities with embedded exotic, long-term and path-dependent options which can be categorised into variable and equity indexed ...

  • 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 ...

  • A parallel cellular automaton simulation framework using CUDA 

    Fourie, Ryno (Stellenbosch : Stellenbosch University, 2015-03)
    ENGLISH ABSTRACT : In the current digital age, the use of cellular automata to simulate natural systems has grown more popular as our understanding of cellular systems increases. Up until about a decade ago, digital ...

  • The Levy-LIBOR model with default risk 

    Walljee, Raabia (Stellenbosch : Stellenbosch University, 2015-03)
    ENGLISH ABSTRACT : In recent years, the use of Lévy processes as a modelling tool has come to be viewed more favourably than the use of the classical Brownian motion setup. The reason for this is that these processes provide ...

  • 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 ...

  • Investigation of a simplified open boundary condition for coastal and shelf sea hydrodynamic models 

    Shabangu, Patrick Eminet (Stellenbosch : Stellenbosch University, 2015-03)
    ENGLISH ABSTRACT : In general, coastal and shelf hydrodynamic modelling is undertaken with limited area numerical models such as Delft3D or Mike 21. To conduct successful numerical simulations these programmes require ...

  • 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 ...

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