Wilson Tsakane Mongwe

According to our database, Wilson Tsakane Mongwe authored at least 15 papers between 2020 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

A Signature Transform of Limit Order Book Data for Stock Price Prediction.

Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Peter O. Olukanmi, Tshilidzi Marwala

IEEE Access, 2023

2022

Imputation of Missing Streamflow Data at Multiple Gauging Stations in Benin Republic.

Rendani Mbuvha, Julien Yise Peniel Adounkpe, Wilson Tsakane Mongwe, Mandela Houngnibo, Nathaniel Newlands, Tshilidzi Marwala

CoRR, 2022

Fusing Sell-Side Analyst Bidirectional Forecasts Using Machine Learning.

Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2022

Shadow Magnetic Hamiltonian Monte Carlo.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2022

Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions.

Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2022

Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes.

Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2021

Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

CoRR, 2021

Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

Algorithms, 2021

Adaptive Magnetic Hamiltonian Monte Carlo.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2021

Utilising Partial Momentum Refreshment in Separable Shadow Hamiltonian Hybrid Monte Carlo.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2021

Adaptively Setting the Path Length for Separable Shadow Hamiltonian Hybrid Monte Carlo.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2021

Magnetic Hamiltonian Monte Carlo With Partial Momentum Refreshment.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2021

Antithetic Magnetic and Shadow Hamiltonian Monte Carlo.

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala

IEEE Access, 2021

2020

A Survey of Automated Financial Statement Fraud Detection with Relevance to the South African Context.

Wilson Tsakane Mongwe, Katherine M. Malan

South Afr. Comput. J., 2020

The Efficacy of Financial Ratios for Fraud Detection Using Self Organising Maps.

Wilson Tsakane Mongwe, Katherine M. Malan

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020