- Financial Literacy, Pension, Retirement Analysis
- Insurance, Mortality, Demography, Risk Management
- Remote-Sensing Image Classification
- Remote Sensing in Agriculture
- Stochastic processes and financial applications
- Banking stability, regulation, efficiency
- Remote Sensing and Land Use
- Error Correcting Code Techniques
- Global Financial Crisis and Policies
- Advanced Banach Space Theory
- Advanced Wireless Communication Techniques
- Credit Risk and Financial Regulations
- Insurance and Financial Risk Management
- Algorithms and Data Compression
- Evolution and Genetic Dynamics
- Risk and Portfolio Optimization
- Genomics and Rare Diseases
- Global Health Care Issues
- Probabilistic and Robust Engineering Design
- advanced mathematical theories
- Cooperative Communication and Network Coding
- Complex Systems and Time Series Analysis
- Mathematical and Theoretical Analysis
- Science, Research, and Medicine
- Land Use and Ecosystem Services
University of Pretoria
2011-2024
This work investigates a particular class of artefacts, or ghost sources, in radio interferometric images. Earlier observations with (and simulations ) the Westerbork Synthesis Radio Telescope suggested that these were due to calibration incomplete sky models. A theoretical framework is derived validates this suggestion, and provides predictions formation two-source scenario. The are found accurately match result simulations, qualitatively reproduce ghosts previously seen observational data....
Human settlement expansion is one of the most pervasive forms land-cover change in South Africa. The use Page's cumulative sum (CUSUM) test proposed as a method to detect new developments areas that were previously covered by natural vegetation using 500-m Moderate Resolution Imaging Spectroradiometer time-series satellite data. sequential per-pixel alarm algorithm can take into account positive detection delay, probability detection, and false-alarm construct threshold. Simulated data...
It is proposed that the time series extracted from moderate resolution imaging spectroradiometer satellite data be modeled as a simple harmonic oscillator with additive colored noise. The noise an Ornstein-Uhlenbeck process. Fourier transform and maximum-likelihood parameter estimation are used to estimate parameters of oscillator. Two case studies in South Africa show reliable class differentiation can obtained between natural vegetation settlement land cover types, when using input...
Systematic Luby Transform (fountain) codes are investigated as a possible incremental redundancy scheme for EDGE. The convolutional currently used by EDGE is replaced the fountain approach. results of simulations performed each show that approach outperforms on second retransmission when implemented platform. also indicate if packet sizes specific platform large enough will always outperform
We study an asset allocation stochastic problem for a defined-contribution pension plan during the accumulation phase. consider financial market composed of risk-free asset, inflation-linked bond and risky asset. The fund manager aims to maximize expected power utility derived from terminal wealth. Our solution allows one incorporate clause which distribution member's premiums his surviving dependents, should member die before retirement. Besides mortality risk, our optimization takes into...
There has for longer been an interest in finding equivalent conditions which define inner product spaces, and the respective literature is considerable, see instance Amir, lists 350 such results. Here, this tradition, alternative definition of orthogonality presented does not make use any product. This definition, spirit recently developed non-wellfounded set theory, self-referential, or circulatory.
Three minimum-error land cover classifiers are compared on coarse resolution MODerate-resolution Imaging Spectroradiometer (MODIS) surface reflectance data for discerning between vegetation and settlement classes. It is shown that good class separability can be achieved using only the seasonal component of Normalized Difference Vegetation Index (NDVI) data, or mean several other MODIS bands. also why particular fail in certain spectral Finally it after NDVI, band 2 has highest all bands, 5...
In this letter, a first-order Moderate Resolution Imaging Spectroradiometer time-series simulator, which uses colored simple harmonic oscillator, is proposed. The simulated data can be used to augment sets so that intensive classification and change detection algorithms applied without enlarging the available ground truth sets. simulator's validity tested by simulating of natural vegetation human settlement areas comparing it with in Gauteng province located South Africa. difference found...
Abstract We use Cavalieri's principle to develop a novel integration technique which we call Cavalieri integration. integrals differ from Riemann in that non-rectangular strips are used. In this way can single find the areas of some interesting regions for it is difficult construct integrals. also present two methods evaluating integral by first transforming either an equivalent or Riemann-Stieltjes using special transformation functions h(x) and its inverse g(x), respectively. Interestingly...
In this paper a sequential time-varying maximum likelihood classifier is applied on coarse resolution MODIS surface reflectance data. It shown that good class separability can be obtained after considering only one year of Finally it NDVI, band 2 has the highest all land bands, and 6 lowest for presented case study.
We consider the dual formulation of problem finding maximum Eν[f(X)], where ν is allowed to vary over all probability measures on a Polish space X for which dc(μ,ν)≤r, with dc an optimal transport distance, f real-valued function satisfying some regularity, μ 'baseline' measure and r≥ 0. Whereas derivations rely Fenchel duality, applied vector functions in duality measures, we impose compactness allow use minimax theorem Ky Fan, does not require structure.
We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial networks following an initial shock to system. Results for deterministic sequences are generalized stochastic account interbank lending relationships change frequently. A general class is proposed use systemic risk research, and we illustrate how results hold Erdős–Rényi can be network class. The structure a system determined by behavior which may vary according relative sizes banks. then paper...
Asset Liability Management (ALM) is an essential risk management technique in Quantitative Finance and Actuarial Science. It aims to maximise a risk-taker's ability fulfil future liabilities. ALM especially critical environments of elevated interest rate changes, as has been experienced globally between 2021 2023. Traditional implementation still heavily dependent on the judgement professionals such Quants, Actuaries or Investment Managers. This over-reliance human input critically limits...
It is proposed that a dynamic Bayesian network (DBN) used to perform turbo equalization in system transmitting information over Rayleigh fading multipath channel. The DBN equalizer (DBN-TE) modeled on single directed acyclic graph by relaxing the Markov assumption and allowing weak connections past future states. Its complexity exponential encoder constraint length approximately linear channel memory length. Results show performance of DBN-TE closely matches traditional uses maximum...
We show that the Taylor (resp. Bochnak) complexification of injective (projective) tensor product any two real Banach spaces is isometrically isomorphic to (Bochnak) complexifications t
Abstract Analytical and statistical stochastic approaches are used to model the dispersion of monogenic variants through large populations. These quantify magnitude selective advantage a heterozygous variant in presence homozygous disadvantage. Dunbar’s results regarding cognitive upper limit number stable social relationships that humans can maintain determine realistic effective community size from which an individual select mates. By envisaging human structure as network where proximity...
We consider the grading structure on tensor product corresponding to rank; relation notion of entanglement is discussed. also study a complex problem finding minimal (with respect aforementioned structure) representation elements product. The general construction presented over an arbitrary number field. Hence, it can be applied not only conventional field numbers, but even for models non-Archimedean (in particular, p-adic) quantum physics. reduction studied field, in two dimensional case.
AbstractWe gradually study i-operators on real vector spaces, topological and normed spaces. Among several things we prove the existence of spaces (different from James’ space) that are free continuous i-operators. We also every space can be equivalently renormed to norm Examples functions not admitting whose unit sphere is convex subsets with non-empty interior relative it found. Finally, provide some results a problem posed by Wenzel in [10].Mathematics Subject Classification (2010):...
Special cases of the belief propagation algorithm are commonly used to decode various linear error correcting codes. We show that can also be applied decoding problem for nonlinear codes by considering a modified set update rules. demonstrate applying it well-known Nordstrom-Robinson (15, 256, 5) code. The code contains many cycles, which means is suboptimal. Nevertheless, we observe coding gain about 1.2 dB with this method.
Asset Liability Management (ALM) is an essential risk management technique in Quantitative Finance and Actuarial Science. It aims to maximise a risk-taker's ability fulfil future liabilities. ALM especially critical environments of elevated interest rate changes, as has been experienced globally between 2021 2023. Traditional implementation still heavily dependent on the judgement professionals such Quants, Actuaries or Investment Managers. This over-reliance human input critically limits...
We consider the problem of finding maximum $\mathbb{E}_{\nu}[f(X)]$ where $\nu$ is allowed to vary over all probability measures on a Polish space $S$ for which $d_c(\mu,\nu)\leq \theta$, in $d_c$ an optimal transport distance, $f$ real-valued function satisfying some regularity, $\mu$ ``baseline" measure and $\theta \geq 0$. Whereas derivations dual version this optimization rely Fenchel duality, we impose compactness allow us instead use K. Fan's minimax theorem, does not require vector...
Summary The Taita Falcon Falco fasciinucha is known to occur and breed at only a few locations in eastern southern Africa currently listed as globally “Vulnerable” “Critically Endangered” South Africa. An accurate estimation of its conservation status however hampered by lack data understanding the species’ habitat requirements competitive interactions with congeners. Our aim was address some these knowledge gaps. We conducted cliff-nesting raptor surveys across substantial area...