Published Article / The financial crisis of the 21st century arising from the credit and sub-prime crisis has resulted in the accounting for financial instruments being placed under intense scrutiny. In reaction to this, the International Accounting Standards Board commenced a comprehensive review of financial instruments and the related accounting standards. This article analyses the disclosure of financial instruments by performing a literature review of the principles underlying financial instruments disclosure, followed by an empirical study of the current practices of the disclosure of financial instruments by selected companies on the JSE Limited. This article indicates that in certain aspects of the disclosure practices related to financial instruments, the "through the eyes of management" approach is not followed in the companies selected - a principle established in International Financial Reporting Standard 7 (IFRS 7).

Instantaneous rate models, although theoretically satisfying, are less so in practice. Instantaneous rates are not observable and calibra- tion to market data is complicated. Hence, the need for a market model where one models LIBOR rates seems imperative. In this modeling process, we aim at regaining the Black-76 formula[7] for pricing caps and °oors since these are the ones used in the market. To regain the Black-76 formula we have to model the LIBOR rates as log-normal processes. The whole construction method means calibration by using market data for caps, °oors and swaptions is straightforward. Brace, Gatarek and Musiela[8] and, Miltersen, Sandmann and Sondermann[25] showed that it is possible to con- struct an arbitrage-free interest rate model in which the LIBOR rates follow a log-normal process leading to Black-type pricing for- mulae for caps and °oors. The key to their approach is to start directly with modeling observed market rates, LIBOR rates in this case, instead of instantaneous spot rates or forward rates. There- after, the market models, which are consistent and arbitrage-free[6], [22], [8], can be used to price more exotic instruments. This model is known as the LIBOR Market Model. In a similar fashion, Jamshidian[22] (1998) showed how to con- struct an arbitrage-free interest rate model that yields Black-type pricing formulae for a certain set of swaptions. In this particular case, one starts with modeling forward swap rates as log-normal processes. This model is known as the Swap Market Model. Some of the advantages of market models as compared to other traditional models are that market models imply pricing formulae for caplets, °oorlets or swaptions that correspond to market practice. Consequently, calibration of such models is relatively simple[8]. The plan of this work is as follows. Firstly, we present an em- pirical analysis of the standard risk-neutral valuation approach, the forward risk-adjusted valuation approach, and elaborate the pro- cess of computing the forward risk-adjusted measure. Secondly, we present the formulation of the LIBOR and Swap market models based on a ¯nite number of bond prices[6], [8]. The technique used will enable us to formulate and name a new model for the South African market, the SAFEX-JIBAR model. In [5], a new approach for the estimation of the volatility of the instantaneous short interest rate was proposed. A relationship between observed LIBOR rates and certain unobserved instantaneous forward rates was established. Since data are observed discretely in time, the stochastic dynamics for these rates were determined un- der the corresponding risk-neutral measure and a ¯ltering estimation algorithm for the time-discretised interest rate dynamics was pro- posed. Thirdly, the SAFEX-JIBAR market model is formulated based on the assumption that the forward JIBAR rates follow a log-normal process. Formulae of the Black-type are deduced and applied to the pricing of a Rand Merchant Bank cap/°oor. In addition, the corre- sponding formulae for the Greeks are deduced. The JIBAR is then compared to other well known models by numerical results. Lastly, we perform some computational analysis in the following manner. We generate bond and caplet prices using Hull's [19] stan- dard market model and calibrate the LIBOR model to the cap curve, i.e determine the implied volatilities ¾i's which can then be used to assess the volatility most appropriate for pricing the instrument under consideration. Having done that, we calibrate the Ho-Lee model to the bond curve obtained by our standard market model. We numerically compute caplet prices using the Black-76 formula for caplets and compare these prices to the ones obtained using the standard market model. Finally we compute and compare swaption prices obtained by our standard market model and by the LIBOR model. / Economics / D.Phil. (Operations Research)

Submitted in fulfillment of the academic requirements for the Master’s Degree of Technology: Electrical Engineering – Light Current, Durban University of Technology, 2012. / The development of a transit radio telescope at the hydrogen line frequency of 1420 MHz is described. The telescope antenna uses a 5 m diameter parabolic reflector with an estimated efficiency of 50 % and an F/D ratio of 0.5. The gain of the antenna at 1420 MHz (wavelength of 21.1 cm) is approximately 35 dB with a beamwidth of approximately 3°. The antenna is mounted on a concrete beam at the first floor level, running between two 5 floor tower blocks on the Steve Biko campus of the Durban University of Technology. The majority of the components of the radio telescope antenna and receiver were designed and manufactured at the Durban University of Technology by students of the Departments of Mechanical and Electronic Engineering. The measured sensitivity of the receiver is approximately -94 dBm with a bandwidth of approximately 80 MHz. Radio sources successfully detected by the radio telescope include the Sun, the Moon, Sagittarius A, Centaurus A and Vela X.

Thesis (M.Tech.:Chiropractic)-Dept. of Chiropractic, Durban Institute of Technology, 2005 x, 80 leaves / The aim of this study was to evaluate the Myofascial Diagnostic Scale, for its inter-examiner reliability and to assess its reliability and validity as an assessment tool in the diagnosis and treatment of Myofascial Pain Syndrome.

Submitted in fulfilment of the Master's Degree in Clinical Technology, Durban University of Technology, 2010. / Introduction: The aim of this study was to establish the most reliable standard method for monitoring endotracheal tube cuff pressure in an intensive care unit. Methodology: The study was conducted at King Edward VIII Hospital ICU on adult patients undergoing prolonged intubation of more than 24 hours. Consent was obtained from the patient’s next of kin. The patient’s Pcuff for this study was recorded in two ways simultaneously for a period of 12 hours during the day. The principal investigator recorded the Pcuff thrice during the study period using the Posey cufflator®. Continuous recording was done using a pressure transducer connected to the Nihon Kohden BSM®. Factors causing changes in Pcuff were also documented. Results: Thirty-five critically ill adult patients were enrolled into the study. Nineteen (54.3%) of the subjects were male. Seventeen out of 35 subjects were studied for the entire 720 minute period. The mean time of study of the group was 667 minutes with the lowest period being 135 minutes for one patient. The group mean ± Standard deviation (SD) was 26.6 8.7 with a 95% confidence index of 9.2 – 44.0 and the median value was 25 for continuous readings. For the entire group, 13% of the time was spent in the low pressure range (< 20 cmH2O), while 23% was spent in the high pressure (> 30 cmH2O). A mean of 64% of the time was spent in the normal pressure range. Overall, the most frequently encountered events that caused pressure changes were body movement, coughing, head movement and suctioning accounting for 26.2%, 20.1%, 19.2% and 9.4% respectively. For intermittent readings, the mean ± SD of all patients for T0 was 25.3 ± 6.9; for T6 25.9 ± 8.7 and for T12 24.8 ± 3.8. The overall mean ± SD for all readings was 25.6 ± 7.1. For the entire group, 12% of the time was spent in the low pressure range (< 20 cmH2O), while 5% was spent in the high pressure (> 30 cmH2O). A mean of 83% of the time was spent in the normal pressure range. The correlation between intermittent pressure and the continuous reading at the same time was r = 0.87. iii Discussion: Continuous monitoring of Pcuff indicated that the endotracheal cuff pressure varies extensively during mechanical ventilation in critically ill patients, such variation being noted both between patients and within an individual patient. In an attempt to compare intermittent and continuous monitoring of endotracheal cuff pressures, a good correlation between the two measurements was demonstrated. However, the variations in pressures noted for an individual patient would not have been detected if endotracheal cuff pressures were monitored intermittently. Hence, with continuous monitoring the pressure changes may be detected early. Conclusion: Continuous monitoring of cuff pressure during mechanical ventilation in intensive care units is thus recommended for all patients. If intermittent monitoring is performed, it should be more frequently than eight-hourly. It is recommended that a pressure range of 20-30 cmH2O still be used as the normal range. The role of self adjusting pressure devices, although needing further exploration, holds much promise. / DUT Postgraduate Development Services.

Thesis (PhD (Process Engineering))--University of Stellenbosch, 2006. / Existing thermoplastic polyurethanes (TPUs), used in the manufacturing of cardiovascular devices, still have unproven long-term biostability and may be prone to excessive plastic deformation when subjected to cyclic loading. These negative aspects can be attributed to, among other factors, the weak nature of virtual crosslinking through microphase separation. The modification and covalent crosslinking of existing medical grade polyurethanes with unsaturated acyl chlorides are thus proposed to improve these properties. A model compound study was used to find a suitable acyl chloride (4-pentenoyl chloride), confirm the intended carbamate nitrogen as successful reaction site and to optimize the chemistry of the reaction. Two medical grade polyurethanes, Pellethane® 2363- 80AE (Pellethane) and PurSil 35-80A (PurSil), were subsequently successfully modified with 4-pentenoyl chloride. The degree of modification could be accurately controlled (R2 = 0.99) to between 4.5% to 20.0% and between 11.5% to 18.5% for the respective polyurethanes. The degree of modification and method of crosslinking were then optimized to obtain the required mechanical properties (i.e. minimum hysteresis). The hysteresis and creep of the modified and crosslinked Pellethane were reduced by 42.5% and 44.0%, respectively, while the hysteresis of the modified and crosslinked PurSil was reduced by 12.9%. The chemical stability of Pellethane (control) modified Pellethane (15% modification) and crosslinked Pellethane (Pell15.0) was evaluated in an in vitro degradation study. The hysteresis of the crosslinked polymer was at least 27.5% better when compared to Pellethane, and showed a significant resistance to surface degradation (as studied with scanning electron microscopy). Although the soft phases in both polyurethanes are vulnerable toward degradation, it was not as pronounced in Pell15.0, mainly due to the restriction of chain movement resulting from the crosslinking. Small-diameter tubular constructs, with similar fiber and wall thicknesses, were electrospun from Pellethane and the 15% modified Pellethane. A standard electrospinning technique was used in the case of the former while in the case of the latter a novel “reactive” electrospinning technique was used for the in situ crosslinking of the novel material, while simultaneously forming the tubular constructs. It is suggested that the manufacturing of Pell15.0 be scaled up to produce adequate amounts of material to enable the extrusion and in vivo evaluation of e.g. pacemaker leads. A circulatory animal model, e.g. a senescent baboon model, could be used to evaluate and further optimize the electrospun tubular constructs.

Psykisk ohälsa är ett stort folkhälsoproblem i Sverige. Ångestsyndrom drabbar cirka 25% av befolkningen och årligen begår cirka 1100 personer suicid. Ambulanssjuksköterska har en bred kompetens gällande somatiska åkommor men i grund- och specialistutbildningen läggs liten vikt på psykisk ohälsa. Detta kan medföra att patienter med psykisk ohälsa ej bedöms och vårdas optimalt. Sahlgrenska Universitetssjukhus genomförde 1 oktober – 31 december 2015 ett projekt, Prehospital Psykiatrisk Resurs (PPR). Projektet innebar att en bedömningsbil, normalt enkelbemannad av en ambulanssjuksköterska, bemannades med en psykiatrisjuksköterska och en ambulanssjuksköterska. Psykiatrisjuksköterskan har triagerat patienterna med hjälp av psykRETTS och alla patienter inom projektet har sorterats utifrån symtom enigt Emergency Symtoms and Signs (ESS) och vitalparametrar. Denna enhet tilldelades ärenden där larmcentralen misstänkte att det förekom  psykisk ohälsa. Syftet var att beskriva de psykiatriuppdrag enheten larmades ut på utifrån patientkarakteristiska, symtom och diagnos samt beskriva omhändertagandet som gavs av PPRsjuksköterskan. Under studiens period bedömdes 91 patienter, 46% lämnades hemma, med eller utan hänvisning till annan vårdinstans, och 54% transporterades till slutenvården.  Det är en relativ ung population i denna patientgrupp och majoriteten av patienterna var kvinnor. Flertalet har haft kontakt med psykiatrin tidigare och hälften har en psykiatrisk diagnos.  Ångest, suicidbedömning och missbruk var de vanligaste ESSkoderna. En minoritet av patienterna fick en fullständig bedömning av sitt somatiska tillstånd. Resultatet tyder på att ångest är en vanlig anledning till att söka akut hjälp. Förslag på utbildningsinsatser inom prehospital akutsjukvård gällande psykisk ohälsa kan bestå av utökade behandlingsriktlinjer (läkemedel), introduktion av bedömningsinstrument, t.ex. suicidstegen, samt införande av vårdkedjor för att slussa patienterna till rätt hjälp. / Mental illness is a major public health problem in Sweden. Anxiety disorder affects approximately 25% of the population and every year about 1100 people commit suicide. An Ambulance nurse has a broad expertise concerning somatic complaints, but the basic and specialized training dedicats just a small part on mental health. This can lead to that patients with mental disorders are stigmatized. Sahlgrenska Universitetssjukhus preformed during October 1th until December 31th 2015 a project call Prehospital Psykiatrisk Resurs (PPR). The project meant that a assessmentcar which normally is manned with a single ambulance nurse, now were manned by a specialist trained psychiatric nurse and an ambulance nurse. The psychiatric nurse has triacted the patients using psykRETTS and all the patients have been sorted out by their symptoms , acccording to the Emergency Symtoms and Signs (ESS) and vital parameters. This unit was assigned with cases where the emergency call centre suspected existence of mental illness. The purpose was to describe which missions that the unit was sent on where patient had characteristic symptoms of mental dissorder, describe the diagnosis and the disposal which the PPR-nurse used. During the project were 91 patient assessed, 46% of these were left at home with or without no further information, 54% were transported to closed care. The population of the project were relatively young and the majority was women. Most of the patients had had former contact with the psychiatry care before and half had a psychiatric diagnosis. Anxiety, suicide assessment and alcohol and drug abuse were the most common ESScodes. The result indicates that anxiety is a common reason to seak emergency care. Training programs regarding mental illness can be done thorough expanded treatment guidelines, the introduction of assessment instruments and increase delegation of drugs.

At the Edinburgh University Collection of Historical Instruments (EUCHMI) there are two virginals where the strings are plucked extremely close to 1/4 of their length over a substantial part of the compass. Principles of Acoustics dictate that in such cases the fourth partial of the resulting sound is unlikely to be produced with any appreciable magnitude. Similar situations affecting different partials also occur when the plucking point is located at other fractional parts of the string length, such as 1/3 or 1/5. A database of plucking points, based on museum catalogues, was created and analysed, so that pitch regions are identified where such phenomena are likely to occur for different categories of instruments. The main cue used in harpsichord tuning is related to beat phenomena produced by partials of two simultaneously played notes, whenever there is a small difference between their frequencies. Partial four being relevant for major thirds and perfect fourths, these intervals may result less accurate, or less reliably tuned, in instruments like the above virginals. Historical sources were surveyed for expressions which describe the cues that tuners were supposed to use in identifying the ideal of an interval. Although expressions such as Schwebungen are mostly related with beats, broader meanings are discussed. Hints of the use of alternative, not beat-related cues, are identified. A series of practical tuning experiments was performed in which selected intervals were tuned, the accuracy of the tuning process being assessed from recordings, which were subjected to spectral analysis. Only cues that could be related to historical sources were used. The effects of factors such as pitch, pitch region, instrument, interval type, and particularly the potential absence of relevant partials were investigated, statistical methods playing a substantial role in the research. A logbook was created, where the experimenter detailed the cues used for each tuned interval in one of the experiments. The recorded information provided some insight into a number of strategies a tuner may use for coping with difficulties in cases of absent or weak partials. The impact of inharmonicity on the exact size of just intervals was also examined, both on theoretical grounds and based on data from the experiments. A number of case studies were included, where a comparison was made between missing partial notes predicted from plucking points and the degree of absence of those partials in the actual spectra for some historical instruments.

International Telemetering Conference Proceedings / October 25-28, 1999 / Riviera Hotel and Convention Center, Las Vegas, Nevada / A high performance lossy data compression technique is currently being developed for space science applications under the requirement of high-speed push-broom scanning. The technique is also error-resilient in that error propagation is contained within a few scan lines. The algorithm is based on block-transform combined with bit-plane encoding; this combination results in an embedded bit string with exactly the desirable compression rate. The lossy coder is described. The compression scheme performs well on a suite of test images typical of images from spacecraft instruments. Hardware implementations are in development; a functional chip set is expected by the end of 2000.

Thesis (PhD)--Stellenbosch University, 2013. / ENGLISH ABSTRACT: An area of data mining and statistics that is currently receiving considerable attention is the field of multi-label learning. Problems in this field are concerned with scenarios where each data case can be associated with a set of labels instead of only one. In this thesis, we review the field of multi-label learning and discuss the lack of suitable benchmark data available for evaluating multi-label algorithms. We propose a technique for simulating multi-label data, which allows good control over different data characteristics and which could be useful for conducting comparative studies in the multi-label field. We also discuss the explosion in data in recent years, and highlight the need for some form of dimension reduction in order to alleviate some of the challenges presented by working with large datasets. Feature (or variable) selection is one way of achieving dimension reduction, and after a brief discussion of different feature selection techniques, we propose a new technique for feature selection in a multi-label context, based on the concept of independent probes. This technique is empirically evaluated by using simulated multi-label data and it is shown to achieve classification accuracy with a reduced set of features similar to that achieved with a full set of features. The proposed technique for feature selection is then also applied to the field of music information retrieval (MIR), specifically the problem of musical instrument recognition. An overview of the field of MIR is given, with particular emphasis on the instrument recognition problem. The particular goal of (polyphonic) musical instrument recognition is to automatically identify the instruments playing simultaneously in an audio clip, which is not a simple task. We specifically consider the case of duets – in other words, where two instruments are playing simultaneously – and approach the problem as a multi-label classification one. In our empirical study, we illustrate the complexity of musical instrument data and again show that our proposed feature selection technique is effective in identifying relevant features and thereby reducing the complexity of the dataset without negatively impacting on performance. / AFRIKAANSE OPSOMMING: ‘n Area van dataontginning en statistiek wat tans baie aandag ontvang, is die veld van multi-etiket leerteorie. Probleme in hierdie veld beskou scenarios waar elke datageval met ‘n stel etikette geassosieer kan word, instede van slegs een. In hierdie skripsie gee ons ‘n oorsig oor die veld van multi-etiket leerteorie en bespreek die gebrek aan geskikte standaard datastelle beskikbaar vir die evaluering van multi-etiket algoritmes. Ons stel ‘n tegniek vir die simulasie van multi-etiket data voor, wat goeie kontrole oor verskillende data eienskappe bied en wat nuttig kan wees om vergelykende studies in die multi-etiket veld uit te voer. Ons bespreek ook die onlangse ontploffing in data, en beklemtoon die behoefte aan ‘n vorm van dimensie reduksie om sommige van die uitdagings wat deur sulke groot datastelle gestel word die hoof te bied. Veranderlike seleksie is een manier van dimensie reduksie, en na ‘n vlugtige bespreking van verskillende veranderlike seleksie tegnieke, stel ons ‘n nuwe tegniek vir veranderlike seleksie in ‘n multi-etiket konteks voor, gebaseer op die konsep van onafhanklike soek-veranderlikes. Hierdie tegniek word empiries ge-evalueer deur die gebruik van gesimuleerde multi-etiket data en daar word gewys dat dieselfde klassifikasie akkuraatheid behaal kan word met ‘n verminderde stel veranderlikes as met die volle stel veranderlikes. Die voorgestelde tegniek vir veranderlike seleksie word ook toegepas in die veld van musiek dataontginning, spesifiek die probleem van die herkenning van musiekinstrumente. ‘n Oorsig van die musiek dataontginning veld word gegee, met spesifieke klem op die herkenning van musiekinstrumente. Die spesifieke doel van (polifoniese) musiekinstrument-herkenning is om instrumente te identifiseer wat saam in ‘n oudiosnit speel. Ons oorweeg spesifiek die geval van duette – met ander woorde, waar twee instrumente saam speel – en hanteer die probleem as ‘n multi-etiket klassifikasie een. In ons empiriese studie illustreer ons die kompleksiteit van musiekinstrumentdata en wys weereens dat ons voorgestelde veranderlike seleksie tegniek effektief daarin slaag om relevante veranderlikes te identifiseer en sodoende die kompleksiteit van die datastel te verminder sonder ‘n negatiewe impak op klassifikasie akkuraatheid.