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Julia Code to aid reproducibility for the paper: Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform. DOI for the Dataset: 10.25375/uct.11903442
Data Types:
  • Software/Code
The R code explores the calibration and simulation of the Farmer and Joshi (2002) agent-based model of financial markets using the method of moments along with a genetic algorithm and a Nelder-Mead with threshold accepting algorithm. The model is used for understanding daily trading decisions made from closing auction to closing auction in equity markets, as it attempts to model financial market behaviour without the inclusion of agent adaptation. However, our attempt at calibrating the model has limited success in replicating important stylized facts observed in financial markets, similar to what has been found in other calibration experiments of the model. This leads us to extend the Farmer-Joshi model to include agent adaptation using a Brock-Hommes (1998) approach to strategy fitness based on trading strategy profitability. The adaptive Farmer-Joshi model allows trading agents to switch between strategies, favouring strategies that have been more profitable over some period of time determined by a free-parameter determining the profit monitoring time-horizon.
Data Types:
  • Software/Code
Julia Code to aid reproducibility for the paper: Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform. DOI for the Dataset: 10.25375/uct.11903442
Data Types:
  • Software/Code
The R code explores the calibration and simulation of the Farmer and Joshi (2002) agent-based model of financial markets using the method of moments along with a genetic algorithm and a Nelder-Mead with threshold accepting algorithm. The model is used for understanding daily trading decisions made from closing auction to closing auction in equity markets, as it attempts to model financial market behaviour without the inclusion of agent adaptation. However, our attempt at calibrating the model has limited success in replicating important stylized facts observed in financial markets, similar to what has been found in other calibration experiments of the model. This leads us to extend the Farmer-Joshi model to include agent adaptation using a Brock-Hommes (1998) approach to strategy fitness based on trading strategy profitability. The adaptive Farmer-Joshi model allows trading agents to switch between strategies, favouring strategies that have been more profitable over some period of time determined by a free-parameter determining the profit monitoring time-horizon.
Data Types:
  • Software/Code
This is a collection of Figshare case studies from University of Cape Town (UCT). UCTs Figshare for Institutions repository is called ZivaHub: Open Data UCT. On ZivaHub, the Digital Library Services team which curates the repository is proud to be showcasing a wide variety of users and uses from the many different research, teaching and learning communities at UCT.
Data Types:
  • Collection
This is a collection of Figshare case studies from University of Cape Town (UCT). UCTs Figshare for Institutions repository is called ZivaHub: Open Data UCT. On ZivaHub, the Digital Library Services team which curates the repository is proud to be showcasing a wide variety of users and uses from the many different research, teaching and learning communities at UCT.
Data Types:
  • Collection
A major agenda of this national strategy is that any good AA system must be evidence based using data to better advise students, evaluate and improve systems and assess impact. UCT has many components of what would constitute a good AA advising system however these components exist independently and with limited interaction between them. Here we seek to address this with the use of the UCDP grant for promoting student success through academic advising.
Data Types:
  • Collection
This national climate change profile, a series of 25 national-level assessments, is the product of the African Development Bank-led project “Enhancing the capacity of African countries to use climate information to inform decision-making and implement NDCs”, The ACDI, ERC and CSAG co-produced high quality, useful climate profiles for up to 25 African countries. This process involved consistent engagement throughout with the AfDB team, as well as a Scoping and Piloting Phases to support the development of a robust methodology for producing actionable and defendable climate profiles. The purpose of these climate profiles is to support AfDB decision-making in various ways, and the profiles are therefore tailored to support existing screening tools such as the Climate Safeguards System (CSS), and associated Modules (such as the Adaptation Review and Evaluations Procedures Modules, and Adaptation Factsheet Building). The process was designed to deliver data and the interpretation of that data that will be useful for facilitating decision making at a range of decision-making levels, including development of Country Strategy Papers, sector policies, analytical work and project level decision-making.
Data Types:
  • Collection
This dataset contains PI-SWERL dust emission measurements and Landsat geomorphological unit dust source point data used in a paper entitled: Assessing landscape-scale dust emission potential using combined ground-based measurements and remote sensing data.
Data Types:
  • Collection
Code for paper for vaccine comparison study. This is linked to new releases from Github, unlike the other VaccComp item.
Data Types:
  • Software/Code