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21 research outcomes, page 1 of 3
  • The repository resource consists of all code libraries produced and used for the writing of "Online Non-linear linear Prediction of Financial Time Series Patterns", by Joel da Costa, for partial fulfilment for a Masters of Science degree in Advanced Analytics.<br><br>Th...

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  • software . 2020
    Authors:
    Chang, Patrick; Pienaar, Etienne; Gebbie, Tim;
    Publisher: University of Cape Town

    Julia code to aid reproducibility of Patrick Chang's Master's dissertation titled: "High-frequency correlation dynamics: Is the Epps effect a bias?" Supervised by Tim Gebbie and Etienne Pienaar. <div><br></div><div>Instructions for reproducibility can be found in the RE...

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  • software . 2019
    Authors:
    Rodo, Miguel;
    Persistent Identifiers
    Publisher: University of Cape Town

    Bootstrapped confidence intervals in ggplot2. Still in development.

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  • software . 2019
    Authors:
    Bukuru, Roger; Chang, Patrick; Gebbie, Tim;
    Persistent Identifiers
    Publisher: Figshare

    Revisiting the Epps effect using volume time averaging: An exercise in R

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  • software . 2019
    Open Access
    Authors:
    Rodo, Miguel Julio;
    Persistent Identifiers
    Publisher: Figshare

    This code is an R package bundle that has the R script used to compile the figures in the paper, making use of the data in VaccCompData and the functions in ggboot. See the package README for details. It is also available on Github at MiguelRodo/VaccComp.<div><br></div>

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  • software . 2019
    Open Access
    Authors:
    Rodo, Miguel;
    Persistent Identifiers
    Publisher: University of Cape Town

    Code for paper for vaccine comparison study. This is linked to new releases from Github, unlike the other VaccComp item.

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  • software . 2020
    Authors:
    Chang, Patrick; Pienaar, Etienne; Gebbie, Tim;
    Persistent Identifiers
    Publisher: Figshare

    Julia Code to reproduce the work in the paper titled: "The Epps effect under alternative sampling schemes".<div><br></div><div>Instructions for replication can be found in the README.md document.</div><div><br></div><div>The paper investigates the Epps effect under diff...

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  • software . 2019
    Open Access
    Authors:
    Rodo, Miguel;
    Persistent Identifiers
    Publisher: University of Cape Town

    <p>This code is an R package bundle that contains the functions to generate the figures in the paper 'A comparison of antigen-specific T cell responses induced by six novel tuberculosis vaccine candidates'.</p><p>The functions automatically generate bootstrap-based univ...

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  • software . 2021
    Authors:
    Jericevich, Ivan; Sing, Dharmesh; Gebbie, Tim;
    Persistent Identifiers
    Publisher: Figshare

    CoinTossX is a an open-source, high-frequency, low latency, high throughput matching engine for simulating the JSE (or any market that has well established rules and test cases). The software was developed with Java and open-source libraries and is designed to maximize ...

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  • software . 2020
    Authors:
    Chang, Patrick; Gebbie, Tim; Pienaar, Etienne;
    Publisher: University of Cape Town

    Julia Pro code to aid reproducibility of the paper: Fourier instantaneous estimators and the Epps effect. Detailed steps for reproducibility can be found in the README.md document.<div><br></div><div>The code include several functions and scripts. Included are also the ...

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21 research outcomes, page 1 of 3