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Browsing Department of Decision Sciences by Issue Date

Browsing Department of Decision Sciences by Issue Date

Now showing items 1-17 of 17

Metaheuristic approaches to realistic portfolio optimisation

Busetti, Franco Raoul (2000-06)

In this thesis we investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, ...
On quantifying miltary strategy.

Engelbrecht, Gerhard Nieuwoudt (2003-06)

Military Strategy is defined as a plan at the military strategic level of war that consists of a set of military strategic ends, ways and means and the relationships between them. This definition leads to the following ...
Aspects of MCDA classification and sorting methods

Koen, Renee (2008-11)

No abstract
Time-window optimization for a constellation of earth observation satellite

Oberholzer, Christiaan Vermaak (2009-02)

Satellite Scheduling Problems (SSP) are NP-hard and constraint programming and metaheuristics solution methods yield mixed results. This study investigates a new version of the SSP, the Satellite Constellation Time-Window ...
The interplay of sector regulators and competition authorities in regulating competition in telecomunications : the south African case

Khosa, Miyelani (2009-04)

The privatisation and liberalisation of telecommunications throughout the world has resulted in the growing involvement of competition authorities in telecommunications regulation, alongside telecommunications ...
Latent relationships between Markov processes, semigroups and partial differential equations

Kajama, Safari Mukeru (2009-08-25)

This research investigates existing relationships between the three apparently unrelated subjects: Markov process, Semigroups and Partial difierential equations. Markov processes define semigroups through their transition ...
An investigation into Braess' paradox

Bloy, Leslie Arthur Keith (2009-08-25)

Braess' paradox is a counter-intuitive phenomenon which can occur in congesting networks. It refers to those cases where the introduction of a new link in the network results in the total travel time on the network ...
A decision support system for multi-objective programming problems

Rangoaga, Moeti Joseph (2009-11)

Many concrete problems may be cast in a multi-objective optimisation framework. The redundancy of existing methods for solving multi-objective programming problems susceptible to inconsistencies, coupled with the necessity ...
An investigation into the mechanics and pricing of credit derivatives

Eraman, Direen (2009-11)

With the exception of holders of default-free instruments, a key risk run by investors is credit risk. To meet the need of investors to hedge this risk, the market uses credit derivatives. The South African credit ...
Local times of Brownian motion

Mukeru, Safari (2010-09)

After a review of the notions of Hausdorff and Fourier dimensions from fractal geometry and Fourier analysis and the properties of local times of Brownian motion, we study the Fourier structure of Brownian level sets. ...
Satisficing solutions for multiobjective stochastic linear programming problems

Adeyefa, Segun Adeyemi (2011-06)

Multiobjective Stochastic Linear Programming is a relevant topic. As a matter of fact, many real life problems ranging from portfolio selection to water resource management may be cast into this framework. There are ...
Masjienleerbenadering tot woordafbreking in Afrikaans

Fick, Machteld (2013-06)

Die doel van hierdie studie was om te bepaal tot watter mate ’n suiwer patroongebaseerde benadering tot woordafbreking bevredigende resultate lewer. Die masjienleertegnieke kunsmatige neurale netwerke, beslissingsbome en ...
Exploring algorithms to score control points in metrogaine events

Van Hoepen, Wilhelmina Adriana (2018-02)

Metrogaining is an urban outdoor navigational sport that uses a street map to which scored control points have been added. The objective is to collect maximum score points within a set time by visiting a subset of the ...
The complexity of unavoidable word patterns

Sauer, Paul Van der Merwe (2019-12)

The avoidability, or unavoidability of patterns in words over finite alphabets has been studied extensively. The word α over a finite set A is said to be unavoidable for an infinite set B+ of nonempty words over a finite ...
Exploring advanced forecasting methods with applications in aviation

Riba, Evans Mogolo (2021-02)

More time series forecasting methods were researched and made available in recent years. This is mainly due to the emergence of machine learning methods which also found applicability in time series forecasting. The ...
Performance improvements in machine learning approaches for fault detection and soft sensing in the process industry

Mazibuko, Tshidiso (2021-12)

The main focus of this research is on the application of machine learning in solving problems that have not been solved by the advancement in process simulation and automation tools in the process industry. These problems ...
On fractional volatility modelling

Mpanda, Marc Mukendi (2022-08)

In this thesis, we investigate the roughness feature within realised volatility for different financial markets by using the multifractal detrended fluctuation approach and microstructure noise index technique, and we ...

Browsing Department of Decision Sciences by Issue Date

Browsing Department of Decision Sciences by Issue Date

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