Browsing by Author "Moore, David"

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    An assessment of the style and performance of South African institutional fund managers
    (2013) Moore, David; Van Rensburg, Paul
    This paper aims to expand on the growing area of fund style classification and benchmarking research in developed markets by extending such analyses to the South African context. ... A differentiating feature of this study is both the style indices used and the sample of fund manager return data in the South African context. The style indices used were sourced from A-DEX, which unlike those used in Scher and Muller (2005) comprise a greater sample of JSE listed companies and are fully tradable. Furthermore, the data sample compiled by RisCura Solutions (Pty) Ltd and contains returns from a total of sixty South African institutional fund managers. ... The current study analyses one of the largest samples of institutional manager return data in the South African context.
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    An investigation of firm specific and macroeconomic variables and their influence on emerging market stock returns
    (2008) Moore, David; Van Rensburg, Paul
    This paper aims to expand on the growing area of asset pricing research in developed markets by extending such analyses to those nations considered to be emerging. Of late the accuracy of a previously established cornerstone of asset pricing theory, namely the Capital Asset Pricing Model (CAPM) has been questioned. The discovery of numerous firm related anomalies that have predictive power over the cross sectional variation of share returns in excess of that explained by established market proxy models has served to fuel interest and speculation as to the true robustness and exploitability of such influences. These firm specific influences have been termed 'style characteristics' . This study employed the use of the DataStream International Emerging Market Index for the extraction of all firm specific and return data. In addition to the considered 'style' characteristics this study explores the broader systematic effects associated with changes in key macroeconomic variables.
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    Optimal controller comparison using Pareto fronts
    (2010) Moore, David; Braae, Martin
    New design methods in Control Systems are regularly proposed. These new methods are typically compared to existing methods in a focused manner that highlights certain criteria, but may neglect other criteria. This thesis investigates the usefulness of Level Diagram visualisation and Performance Measures for Pareto fronts as tools for comparing modern control schemes in a more robust and objective manner.
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    Recombination in pe/ppe genes contributes to genetic variation in Mycobacterium tuberculosis lineages
    (BioMed Central, 2016-02-29) Phelan, Jody E; Coll, Francesc; Bergval, Indra; Anthony, Richard M; Warren, Rob; Sampson, Samantha L; Gey van Pittius, Nicolaas C; Glynn, Judith R; Crampin, Amelia C; Alves, Adriana; Bessa, Theolis B; Campino, Susana; Dheda, Keertan; Grandjean, Louis; Hasan, Rumina; Hasan, Zahra; Miranda, Anabela; Moore, David; Panaiotov, Stefan; Perdigao, Joao; Portugal, Isabel; Sheen, Patricia; de Oliveira Sousa, Erivelton; Streicher, Elizabeth M; van Helden, Paul D; Viveiros, Miguel; Hibberd, Martin L; Pain, Arnab; McNerney, Ruth; Clark, Taane G
    Background: Approximately 10 % of the Mycobacterium tuberculosis genome is made up of two families of genes that are poorly characterized due to their high GC content and highly repetitive nature. The PE and PPE families are typified by their highly conserved N-terminal domains that incorporate proline-glutamate (PE) and proline-proline-glutamate (PPE) signature motifs. They are hypothesised to be important virulence factors involved with host-pathogen interactions, but their high genetic variability and complexity of analysis means they are typically disregarded in genome studies. Results: To elucidate the structure of these genes, 518 genomes from a diverse international collection of clinical isolates were de novo assembled. A further 21 reference M. tuberculosis complex genomes and long read sequence data were used to validate the approach. SNP analysis revealed that variation in the majority of the 168 pe/ppe genes studied was consistent with lineage. Several recombination hotspots were identified, notably pe_pgrs3 and pe_pgrs17. Evidence of positive selection was revealed in 65 pe/ppe genes, including epitopes potentially binding to major histocompatibility complex molecules. Conclusions: This, the first comprehensive study of the pe and ppe genes, provides important insight into M. tuberculosis diversity and has significant implications for vaccine development.