Wilson Tsakane Mongwe

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 15

Top Topics

Diffusion Processes

Fraud Detection

Probabilistic Inference

Top Venues

Publications

Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Peter O. Olukanmi, Tshilidzi Marwala
A Signature Transform of Limit Order Book Data for Stock Price Prediction. IEEE Access 11 (2023)
Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Fusing Sell-Side Analyst Bidirectional Forecasts Using Machine Learning. IEEE Access 10 (2022)
Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions. SSCI (2022)
Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes. CIFEr (2022)
Rendani Mbuvha, Julien Yise Peniel Adounkpe, Wilson Tsakane Mongwe, Mandela Houngnibo, Nathaniel Newlands, Tshilidzi Marwala
Imputation of Missing Streamflow Data at Multiple Gauging Stations in Benin Republic. CoRR (2022)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Shadow Magnetic Hamiltonian Monte Carlo. IEEE Access 10 (2022)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo. CoRR (2021)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Magnetic Hamiltonian Monte Carlo With Partial Momentum Refreshment. IEEE Access 9 (2021)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms. Algorithms 14 (12) (2021)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Adaptive Magnetic Hamiltonian Monte Carlo. IEEE Access 9 (2021)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Adaptively Setting the Path Length for Separable Shadow Hamiltonian Hybrid Monte Carlo. IEEE Access 9 (2021)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Utilising Partial Momentum Refreshment in Separable Shadow Hamiltonian Hybrid Monte Carlo. IEEE Access 9 (2021)
Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Antithetic Magnetic and Shadow Hamiltonian Monte Carlo. IEEE Access 9 (2021)
Wilson Tsakane Mongwe, Katherine M. Malan
A Survey of Automated Financial Statement Fraud Detection with Relevance to the South African Context. South Afr. Comput. J. 32 (1) (2020)
Wilson Tsakane Mongwe, Katherine M. Malan
The Efficacy of Financial Ratios for Fraud Detection Using Self Organising Maps. SSCI (2020)