A Deep Learning Framework for Modeling Temporal Dependencies and Hierarchies in Hourly Electricity Demand Load

Claris Shoko, Ntebogang Dinah Moroke, Katleho Makatjane

Machine Learning and Computer Vision for Renewable Energy, IGI Global, 2024, pp. 42--65

Detecting Aberrations in Renewable Energy With the One-Class Support Vector Machine Model

Ntebogang Dinah Moroke, Katleho Makatjane

Machine Learning and Computer Vision for Renewable Energy, IGI Global, 2024, pp. 186--205

Electricity Demand Forecasting using Dual Stream TBATS-CNN-LSTM Architecture

Katleho Makatjane, Ditebo Xaba, Modisane Bennett Seitshiro

2024

Forecasting Time-varying Value--at--Risk and Expected Shortfall Dependence: A Markov-switching Generalized Autoregressive Score Copula Approach

Katleho Makatjane

Austrian Journal of Statistics, vol. 53, 2024, pp. 81--98

Probabilistic Forecasting of Hourly Wind Power Load in South Africa

Katleho Makatjane, Claris Shoko, Ntebogang Dinah Moroke

Machine Learning and Computer Vision for Renewable Energy, IGI Global, 2024, pp. 268--285

Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods

Katleho Makatjane, Tshepiso Tsoku

International Journal of Financial Studies, vol. 10, MDPI, 2022, p. 10

Deep Learning for Sentiment Analysis to Predict the Probability of Bank Loan Default

Katleho Makatjane

American Journal of Data Mining and Knowledge Discovery, vol. 7, 2022, pp. 5--12

Detecting Bank Financial Fraud in South Africa Using a Logistic Model Tree

Katleho Makatjane, Ntebogang Dinah Moroke

Applications of Machine Learning and Deep Learning for Privacy and Cybersecurity, IGI Global, 2022, pp. 148--174

Examining stylized facts and trends of FTSE/JSE TOP40: a parametric and Non-Parametric approach

Katleho Makatjane, Ntebogang Moroke

Data Science in Finance and Economics, vol. 2, 2022, pp. 294--320

Forecasting uncertainty intervals for return period of extreme daily electricity consumption

Katleho Makatjane

International Journal of Energy Economics and Policy, vol. 12, 2022, pp. 217--225

Predictive modelling for financial fraud detection using data analytics: a gradient-boosting decision tree

Ntebogang Dinah Moroke, Katleho Makatjane

Applications of Machine Learning and Deep Learning for Privacy and Cybersecurity, IGI Global, 2022, pp. 25--45

Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange—All share index

Katleho Makatjane, Ntebogang Moroke

International Journal of Financial Studies, vol. 9, MDPI, 2021, p. 18

Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach

Katleho Makatjane, Ntebo Moroke, Elias Munapo

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, Springer, 2021, pp. 31--64

Trends in foreign agricultural trade and its impact on households in South Africa

Roscoe Bertrum Van Wyk, Bianca Flavia Van Wyk, Katleho Daniel Makatjane

Outlook on Agriculture, vol. 50, SAGE Publications Sage UK: London, England, 2021, pp. 64--71

Identifying structural changes in the exchange rates of South Africa as a regime-switching process

Katleho Makatjane, Roscoe Bertrum Van Wyk

WIDER Working Paper, 2020

Predicting regime shifts in Johannesburg stock exchange all-share index (JSE-ALSI): A Markov-switching approach

Katleho Daniel Makatjane, Edward Kagiso Molefe

Eurasian Journal of Economics and Finance, vol. 8, Eurasian Publications, 2020, pp. 95--103

Modelling extreme co-movement between oil prices and economic growth

Katleho Makatjane, Ntebogang Moroke, Bokang Ncube

Annual Proceedings of the South African Statistical Association Conference, vol. 2019, South African Statistical Association (SASA), 2019, pp. 25--32

Application of multivariate generalised autoregressive score models on JSE and SSE all-share index: a copula approach

Katleho Makatjane, Ntebogang Moroke

Annual Proceedings of the South African Statistical Association Conference, vol. 2018, South African Statistical Association (SASA), 2018, pp. 25--32

Modeling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Katleho D Makatjane, Kalebe M Kalebe

International Journal of Economics and Management Engineering, vol. 12, 2018, pp. 1171--1174

On the Prediction of the Inflation Crises of South Africa Using Markov-Switching Bayesian Vector Autoregressive and Logistic Regression Models

Diteboho Xaba

Journal of Social Economics Research, vol. 5, 2018, pp. 10--28

The Analysis of the 2008 US Financial Crisis: An Intervention Approach

Katleho Daniel Makatjane, Edward Kagiso Molefe, Roscoe Bertrum van Wyk

Journal of Economics and Behavioral Studies, vol. 10, AMH International, 2018, pp. 59--68

Application of generalized autoregressive score model to stock returns

Katleho Makatjane, Diteboho Xaba, Ntebogang Moroke

Makatjane KD, Xaba LD, Moroke ND, 2017

Factors that Associated with the Academic Performance of First Year Students at the National University of Lesotho: Structural Equation Modelling Approach

Katleho Makatjane, Tiisetso Makatjane

International Journal of Statistics and Applied Mathematics, 2017

The performance of Bayesian VAR Markov switching and logistic regression models with Monte Carlo simulated data

Katleho Makatjane

North-West University (South Africa), 2017

Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate

Katleho Makatjane, Ntebogang Moroke, Diteboho Xaba

Journal of Economics and Behavioral Studies, vol. 9, 2017, pp. 163--170

An early warning system for inflation using Markov-Switching and logistic models approach

Katleho Makatjane, Diteboho Xaba

Risk Governance \& Control: Financial Markets \& Institutions, vol. 6, 2016

Comparative study of holt-winters triple exponential smoothing and seasonal Arima: forecasting short term seasonal car sales in South Africa

Katleho Makatjane, Ntebogang Moroke

Makatjane KD, Moroke ND, 2016