Browsing by Advisor/Supervisor

Now showing items 1-5 of 5

    • Computational studies of collateral optimisation problems 

      Reynolds, P.G. (North-West University, 2018)
      Collateral management is becoming an ever more complex area requiring sophisticated systems and technology. Collateral optimisation aims to optimise funding costs and balance sheet utilisation when allocating assets to ...

    • Credit price optimisation using survival analysis 

      Smuts, M. (North-West University (South Africa), 2020)
      The competitive nature of the financial industry requires the effective use of prescriptive models to assist with strategic decision-making. One of the challenges in managing consumer credit portfolios is determining the ...

    • Investment and operational optimisation of an energy recovery engineering plant 

      Venter, P.V.Z. (North-West University, 2018)
      Burnable off-gases generated from operational processes in engineering plants are regularly utilised as energy sources. A common practice is to use this for steam production in boiler houses, where excess steam is allocated ...

    • Portfolio optimisation approaches towards investment in the forex market 

      Marudulu, L. (North-West University (South Africa), 2020)
      The study proposes the use of the mean-variance (M-V), semi-mean-absolute deviation (SMAD) and conditional value-at-risk (CVaR) models as measures of risk and reward in the Foreign Ex-change (Forex) Market. The Forex Market ...

    • Variable selection in logistic regression using exact optimisation approaches 

      Venter, Jacques Valentine (North-West University (South Africa), 2020)
      Logistic regression modelling has been and still remains one of the most frequently used methods for the solving of binary classifcation problems, where the target variable of interest can take on one of two values. Futher ...