Advancing risk intelligence
through rigorous research

Predicting block delays in Bitcoin blockchain via Bayesian and non-Bayesian logistic regression

Mgcima, P.T., Mongwe, W.T., Olukanmi, P. · IEEE Access, vol. 13, pp. 82573–82585

A novel framework for enhancing transparency in credit scoring: Leveraging Shapley values for interpretable credit scorecards

Hlongwane, R., Ramaboa, K., Mongwe, W.T. · PLoS ONE 19(8): e0308718

Enhancing credit scoring accuracy with a comprehensive evaluation of alternative data

Hlongwane, R., Ramaboa, K., Mongwe, W.T. · PLoS ONE 19(5): e0303566

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

Sidogi, T., Mongwe, W.T., Mbuvha, R., Olukanmi, P., Marwala, T. · IEEE Access, vol. 11, pp. 70598–70609

A novel workflow for streamflow prediction in the presence of missing gauge observations

Mbuvha, R., Adounkpe, J., Houngnibo, M., Mongwe, W.T., Nikraftar, Z., Marwala, T., Newlands, N. · Environmental Data Science, 2, E23

An Analysis of Local Government Financial Statement Audit Outcomes in a Developing Economy Using Machine Learning

Mabelane, K., Mongwe, W.T., Mbuvha, R., Marwala, T. · Sustainability 15(1), 12

Fusing Sell-Side Analyst Bidirectional Forecasts Using Machine Learning

Sidogi, T., Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 10, pp. 76966–76974

Shadow Magnetic Hamiltonian Monte Carlo

Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 10, pp. 34340–34351

Bayesian inference of local government audit outcomes

Mongwe, W.T., Mbuvha, R., Marwala, T. · PLoS ONE 16(12): e0261245

Separable Shadow Hamiltonian Hybrid Monte Carlo for Bayesian Neural Network Inference in Wind Speed Forecasting

Mbuvha, R., Mongwe, W.T., Marwala, T. · Energy and AI (2021): 100108

Locally Scaled and Stochastic Volatility Metropolis-Hastings Algorithms

Mongwe, W.T., Mbuvha, R., Marwala, T. · Algorithms 14(12): 351

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

Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 9, pp. 138598–138607

Quantum-Inspired Magnetic Hamiltonian Monte Carlo

Mongwe, W.T., Mbuvha, R., Marwala, T. · PLoS ONE

Utilising Partial Momentum Refreshment in Separable Shadow Hamiltonian Hybrid Monte Carlo

Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 9

Magnetic Hamiltonian Monte Carlo With Partial Momentum Refreshment

Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 9, pp. 108009–108016

Adaptive Magnetic Hamiltonian Monte Carlo

Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 9, pp. 152993–153003

Antithetic Magnetic and Shadow Hamiltonian Monte Carlo

Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE Access, vol. 9, pp. 49857–49867

A survey of automated financial statement fraud detection with relevance to the South African context

Mongwe, W.T., Malan, K.M. · SA Computer Journal, 32(1), pp. 74–112

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

Sidogi, T., Mongwe, W.T., Mbuvha, R., Marwala, T. · IEEE SSCI, pp. 1423–1429

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

Mbuvha, R., Adounkpe, P., Mongwe, W.T., Houngnibo, M., Newlands, N., Marwala, T. · AAAI Climate Change Workshop

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

Mongwe, W.T., Sidogi, T., Mbuvha, R., Marwala, T. · IEEE CIFEr, pp. 1–8

On Voter Characterisation in Developing Democracies

Mongwe, W.T., Mbuvha, R., Marwala, T. · NeurIPS AI for Credible Elections Workshop

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

Mongwe, W.T., Malan, K.M. · IEEE SSCI, pp. 1100–1106