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@article{DBLP:journals/access/SidogiMMOM23, author = {Thendo Sidogi and Wilson Tsakane Mongwe and Rendani Mbuvha and Peter O. Olukanmi and Tshilidzi Marwala}, title = {A Signature Transform of Limit Order Book Data for Stock Price Prediction}, journal = {{IEEE} Access}, volume = {11}, pages = {70598--70609}, year = {2023}, url = {https://doi.org/10.1109/ACCESS.2023.3293064}, doi = {10.1109/ACCESS.2023.3293064}, timestamp = {Sat, 05 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/access/SidogiMMOM23.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/access/SidogiMMM22, author = {Thendo Sidogi and Wilson Tsakane Mongwe and Rendani Mbuvha and Tshilidzi Marwala}, title = {Fusing Sell-Side Analyst Bidirectional Forecasts Using Machine Learning}, journal = {{IEEE} Access}, volume = {10}, pages = {76966--76974}, year = {2022}, url = {https://doi.org/10.1109/ACCESS.2022.3193141}, doi = {10.1109/ACCESS.2022.3193141}, timestamp = {Mon, 08 Aug 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/access/SidogiMMM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/cifer/MongweSMM22, author = {Wilson Tsakane Mongwe and Thendo Sidogi and Rendani Mbuvha and Tshilidzi Marwala}, title = {Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes}, booktitle = {{IEEE} Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022}, pages = {1--8}, publisher = {{IEEE}}, year = {2022}, url = {https://doi.org/10.1109/CIFEr52523.2022.9776189}, doi = {10.1109/CIFER52523.2022.9776189}, timestamp = {Thu, 23 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/conf/cifer/MongweSMM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/ssci/SidogiMMM22, author = {Thendo Sidogi and Wilson Tsakane Mongwe and Rendani Mbuvha and Tshilidzi Marwala}, editor = {Hisao Ishibuchi and Chee{-}Keong Kwoh and Ah{-}Hwee Tan and Dipti Srinivasan and Chunyan Miao and Anupam Trivedi and Keeley A. Crockett}, title = {Creating Synthetic Volatility Surfaces using Generative Adversarial Networks with Static Arbitrage Loss Conditions}, booktitle = {{IEEE} Symposium Series on Computational Intelligence, {SSCI} 2022, Singapore, December 4-7, 2022}, pages = {1423--1429}, publisher = {{IEEE}}, year = {2022}, url = {https://doi.org/10.1109/SSCI51031.2022.10022219}, doi = {10.1109/SSCI51031.2022.10022219}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/conf/ssci/SidogiMMM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/smc/SidogiMM21, author = {Thendo Sidogi and Rendani Mbuvha and Tshilidzi Marwala}, title = {Stock Price Prediction Using Sentiment Analysis}, booktitle = {2021 {IEEE} International Conference on Systems, Man, and Cybernetics, {SMC} 2021, Melbourne, Australia, October 17-20, 2021}, pages = {46--51}, publisher = {{IEEE}}, year = {2021}, url = {https://doi.org/10.1109/SMC52423.2021.9659283}, doi = {10.1109/SMC52423.2021.9659283}, timestamp = {Tue, 11 Jan 2022 08:26:14 +0100}, biburl = {https://dblp.org/rec/conf/smc/SidogiMM21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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