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Incompatibility of lognormal forward-Libor and Swap market models
(2005)
The lognormal forward-Libor and Swap market models were formulated to price caps and swaptions. However, the prices computed by these two models, under equivalent measures, are reported to be unequal. This study investigates ...
Using programming tools in virtual environments
(2002)
Presence is the sense of being in the computer-generated environment. It is regarded as the key to understanding the success of a virtual environment. In this research we focus on desktop virtual environment authoring ...
Model-based segmentation of CT Images
(University of Cape Town, 2002)
This paper presents preliminary work on the segmentation of Computed Tomography data using a model-based approach.
Conventional image processing of CT data is aimed at the production of simple iso-surfaces for surgical ...
Developing locally relevant applications for rural South Africa : a telemedicine example
(2005)
Within developing countries, there is a digital divide between rural and urban areas. In order to overcome this division, we need to provide locally relevant Information and Communication Technology (ICT) services to these ...
Digital reconstruction of District Six architecture from archival photographs
(2007)
In this thesis we present a strategy for reconstructing instances of District Six Architecture from small sets of old. uncalibrated photographs that are located in the District Six Museum photographic archive. Our ...
A methodology for analyzing power consumption in wireless communication systems
(2004)
Engergy usage has become an important issue in wireless communication systems. The energy-intensive nature of wireless communication has spurred concern over how best systems can make the most use of this non-renewable ...
Symbolic techniques for the performance analysis of generalised stochastic petri nets
(2001)
Binary Decision Diagrams (BDDs) have been successfully used in sequential circuit theory, VLSI, and model checking. They form a highly memory efficient canonical representation of a Boolean function. In this dissertation, ...
Presence and co-presence in collaborative virtual environments
(2001)
Presence in Collaborative Virtual Environments (CVEs) can be defined into personal presence and co-presence. Personal presence is having a feeling of "being there" in the CVE yourself. Co-presence is having a feeling that ...
Link prediction and link detection in sequences of large social networks using temporal and local metrics
(2006)
This dissertation builds upon the ideas introduced by Liben-Nowell and Kleinberg in The Link Prediction Problem for Social Networks [42]. Link prediction is the problem of predicting between which unconnected nodes in a ...
MIRMaid : an interface for a content based Music Information Retrieval test-bed
(2006)
MIRMaid is an acronym for Music Information Retrieval Modular aid and is an interface that allows different content based retrieval tasks to be compared against each other to find optimal combinations of retrieval parameters ...