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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
Protocol: The Correlate of Risk Targeted Intervention Study (CORTIS): A Randomized, Partially-blinded, Clinical Trial of Isoniazid and Rifapentine (3HP) Therapy to Prevent Pulmonary Tuberculosis in High-risk Individuals Identified by a Transcriptomic Correlate of Risk Protocol name: CORTIS-01Protocol version: 3.0Protocol date: 06 August 2018
Data Types:
  • Other
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
Protocol: The Correlate of Risk Targeted Intervention Study (CORTIS): A Randomized, Partially-blinded, Clinical Trial of Isoniazid and Rifapentine (3HP) Therapy to Prevent Pulmonary Tuberculosis in High-risk Individuals Identified by a Transcriptomic Correlate of Risk Protocol name: CORTIS-01Protocol version: 3.0Protocol date: 06 August 2018
Data Types:
  • Other
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 report is published in fulfilment of an honours degree in statistics. The project 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:
  • Other
In this paper an improved energy-economic model is used to analyse the transition away from coal and toward renewable energy in South Africa. The model enhancements presented in this paper allow for a more accurate assessment of changing coal costs on potential energy and emissions pathways for South Africa. The better representation of the coal sector provides insights on the timing and magnitude of coal mine and power plant retirements, which are a crucial part of information in developing policies required to ameliorate any negative impacts resulting from the energy transition.These negative impacts currently form a social obstacle to change in energy policy. To illustrate the model advances two potential power generation pathways for South Africa are compared: a least-cost energy mix which does not include new coal power plants; and one where renewable capacity in the power sector is constrained, resulting in ~25GW new coal-fired power plant capacity. A comparison of these scenarios shows that, with rising coal costs and lower coal export demand, persisting with coal-based power generation does not “save jobs” in South Africa at the aggregate level, as higher powerinvestment is required in the constrained scenario. This, combined with the higher electricity price experienced in the constrained scenario, negatively affects the rest of the economy, offsetting any positive gains from continued coal-based power generation.
Data Types:
  • Other
Statistical Analysis Plan: 11-gene Correlates of Risk (COR) Diagnostic and Predictive Performance Analysis in HIV-Infected Adults in the "Validation of Correlates of Risk of TB Disease in High Risk Populations (CORTIS-HR): A companion study of the CORTIS-01 Trial" Version: 1.0Date: 11 December 2019
Data Types:
  • Other
Statistical Analysis Plan: Evaluation of parsimonious host-blood tuberculosis transcriptomic signatures in HIV-infected and HIV-uninfected individuals: A sub-study of the CORTIS-01 and CORTIS-HR trials. Version: 1.0Date: 08 January 2020
Data Types:
  • Other