Volatility estimate of Telkom shares under GARCH models

Researcher:  Wandile Nhlapho, University of Venda
Supervisor: Dr Jean-Claude Ndogmo, University of Venda

The study compares the performance of the ARCH (1) and GARCH (1,1) models in estimating and forecasting the volatility of Telkom share prices.  The Telkom shares are estimated using daily data and the above-mentioned volatility models. We estimate our models using the normal (Gaussian), student t, and generalized error (GED) distributions to determine which distribution best fits our models. Log-likelihood, Schwarz information criterion, Hannan-Quinn information criterion, and Akaike information criterion were utilized to evaluate those distributions. We forecasted our models using the distribution with the lowest Akaike, Schwarz, Hannan-Quinn, and log-likelihood values. Theil’s inequality coefficient, mean absolute error, and root squared mean error are three forecasting evaluation measures used to assess the model’s forecasting performance.


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Elements of a bird inspired Swarm Intelligence Ontology for controlling robotic devices

Researcher: Mawela Vhutshilo, Sol Plaatje University
Supervisor: Dr. Colin Chibaya, Sol Plaatje University

It has taken billions of years for nature to evolve. We can create systems that are considerably more effective and efficient by mimicking nature. When it comes to product manufacturing, we are dealing with a wide range of problems. The manufacture of a few products due to a lack of necessary machinery is one major problem. By studying the behaviors of birds, such as how birds disperse and congregate together to form a coherent behaviour. We can create software that copies these behaviors by using several robotic machines in place of people to assist in the simultaneous production of various products.


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Studies In Supervised Machine Learning for Stock Price Prediction

Researcher: Costa Muthai, University of Venda
Supervisor: Dr Martins Aramsowna, University of Venda

Internet and Web technologies of today not only enable students to interact more freely with educational resources, friends, and teachers, but they also produce enormous amounts of application data that can be assessed to reveal study and learning habits. The Kalboard 360 Learning Management System (LMS) data was used in this research study to analyze student trajectory data from a blended learning course and create a probabilistic (Bayesian) model that predicted academic success. Statistical inferences were made to classify students and highlight characteristics from the data that corresponded to failure based on the influence of their demographic, academic, and behavioral characteristics.


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Investigation of building blocks of fish swarm to Imitate in robotic device

Researcher: Mukondeleli Nengwani, Sol Plaatje University
Supervisor: Dr Colin Chibaya, Sol Plaatje University

Animals have a way of working together cooperatively that helps them achieve certain goals in fish swarm, the fish have individual tasks that assist in the success of their schooling.  An investigation of those tasks is of interest in this study and the behaviors were found and interpreted computationally.


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Uncertainty Quantification in Global PGM Production using Stochastic and Machine Learning Forecasting Algorithms

Researcher: Kelly Langa, University of the Witwatersrand, Johannesburg
Supervisor: Prof. G Nwaila, University of the Witwatersrand, Johannesburg

Uncertainty Quantification in Global PGM Production using Stochastic and Machine Learning Forecasting Algorithms.  The applications of platinum group metals (PGMs) are innumerable and stretch across multiple industries due to their mechanical and chemical catalytic properties.  The introduction of Industry 4.0 and the many challenges associated with mining along with changing world economic systems is causing massive changes in the supply chain of PGMs.  This has consequently led to erratic supply patterns and deficit of PGMs. The growing uncertainty in global PGM production raises a need for the development of robust and efficient data driven PGM production forecasting methods. Accurate production forecasting is indispensable for mitigating potential supply chain disruptions and strategic planning. The advances in technology has brought about new advanced data analysis techniques which presents us with the opportunity to apply them to the most sophisticated of tasks.


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Why does data on election violence only include fatal incidents?

Researcher:  Stuart Morrison, University of the Witwatersrand, Johannesburg
Supervisor: Prof, Rod Alence, University of the Witwatersrand, Johannesburg

In this work I seek to understand the effect that fatalities have on the accuracy of election violence datasets, by asking “what happens to the quality of the dataset if we create a dataset that includes non-fatal incidents?” The results from the study show that including non-fatal events can decrease the accuracy and overall quality of the dataset by including too much noise and that the fatalities themselves help in describing how the actors interact with each other.


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A comparative study of Investor sentiment index and machine learning techniques in forecasting asset prices

Researcher: Sizo Mosibi, University of the Witwatersrand, Johannesburg
Supervisor: Prof. Yudhvir Seetharam, University of the Witwatersrand, Johannesburg

Predicting future asset prices with higher accuracy has remained a formidable undertaking. Series of techniques have been developed and implemented to attain the intended result, and significant progress has been made. The use of a sentiment index as an independent variable in a machine learning model to predict asset prices, which utilizes long short-term memory, is one of the techniques employed. We developed a sentiment index to augment the South African economy and included it into the LSTM model to estimate future Sasol prices. We discovered using a sliding window strategy that using raw price in the LSTM model beats the inclusion of investor sentiment index as a variable. We also observed that the arbitrage pricing model (APT) performed the worst at predicting asset returns because it failed to account for non-linearity in price evolution.


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Risk reduction in mining projects using Kriging and Gaussian Simulation

Researcher: Shalati Baloyi, University of the Witwatersrand, Johannesburg
Supervisor: Prof. Glen Nwaila, University of the Witwatersrand, Johannesburg

Mining companies are subject to high risk and uncertainty caused by an underestimation or overestimation of mineral resources. Over the years, various techniques have been implemented to estimate mineral resources. This research compared the effectiveness of Ordinary Kriging (OK) and Sequential Gaussian simulations (SGSIM) in the estimation and quantification of uncertainty in mineral resources. Mineral grade data was transformed and used to quantify spatial continuity using variograms. Unsampled locations were estimated using OK and SGSIM was used to quantify uncertainty. The results found suggested that SGSIM is more effective in estimating mineral grade and quantifying its uncertainty compared to OK.


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Effect of sampling on accuracy assessment in remote sensing

Researcher: Tshepiso Rangongo, University of Pretoria
Supervisor: Renate Thiede and Dr Inger Fabris-Rotelli, University of Pretoria

Remote sensing (RS) is the process of obtaining information about something without making physical contact with it.  Remote sensing images are processed to help identify areas. This process is known as land cover image classification.  There exists many algorithms that can classify land from images, and many ways of assessing their performances.


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Do You Have An Influence On Digital Transformation?

Researcher: Beauty Gama, , University of the Witwatersrand, Johannesburg
Supervisors: Prof. Rod Alence Prof. Sumaya Laher, University of the Witwatersrand, Johannesburg

Digital transformation has become an integrated part of our lives. Minimal inclusion on the impact people’s experiences have on transformation. Digital transformation cyclically interact with technology, business & society. Digital divide still poses implementation challenges. Ecological development & modernisation captures the socio-psychological influences.


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