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Wilson Tsakane Mongwe, Rendani Mbuvha and Tshilidzi Marwala
Markov chain Monte Carlo (MCMC) techniques are usually used to infer model parameters when closed-form inference is not feasible, with one of the simplest MCMC methods being the random walk Metropolis?Hastings (MH) algorithm. The MH algorithm suffers fro...
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Masiala Mavungu,Evan Hurwitz,Tshilidzi Marwala
AbstractOrientation: This article is related to Financial Risk Management, Investment Management and Portfolio Optimisation.Research purpose: The aim is to compute optimal investment allocations from one period to another.Motivation of the study: Financi...
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Masiala Mavungu,Evan Hurwitz,Tshilidzi Marwala
AbstractOrientation: This article is related to Finances and Optimisation. The auctioneer designs every auction mechanism such that utility is maximised and cost is minimised.Research purpose: This article proposes an optimal auction mechanism through wh...
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