Research

What we have published, and where it was presented.

Titles and citations are listed for everyone. The papers, decks and recordings themselves are available to investors.

Thesis · 4

2026A generic optimisation framework for reinforcement learning in the foreign exchange marketDe Wit JS · PhD dissertation, Stellenbosch University Investors 2025A graph-based framework towards trading financial marketsPretorius JC · MEng thesis, Stellenbosch University Investors 2024A framework for intraday ensemble trading on the foreign exchange marketKoegelenberg DJC · PhD dissertation, Stellenbosch University Investors 2024A machine learning framework for security forecasting and tradingVan Schalkwyk P · MEng thesis, Stellenbosch University Investors

Journal article · 3

2026An intraday ensemble framework for automated trading on the Forex marketKoegelenberg DJC and Van Vuuren JH · ORiON, 42(1), 1–30 Investors 2024A dynamic price jump exit and re-entry strategy for intraday trading algorithms based on market volatilityKoegelenberg DJC and Van Vuuren JH · Expert Systems with Applications, 243, 122892 Investors 2023Heterogeneous trading strategy ensembling for intraday trading algorithmsKoegelenberg DJC and Van Vuuren JH · South African Journal of Industrial Engineering, 34(3), 156–169 Investors

Conference paper · 3

2025An efficient BERT-based algorithm for extracting opinion targets from financial newsBoshoff L and Van Vuuren JH · MCO 2025, Metz, France Investors 2024A robustness analysis of trading strategy ensembling based on trader preferencesKoegelenberg DJC and Van Vuuren JH · ODS 2024, Badesi, Italy Investors 2024Optimisation of reinforcement learning Forex trading algorithms based on technical indicatorsDe Wit JS and Van Vuuren JH · ODS 2024, Badesi, Italy Investors

Under review · 3

2026Network-aware sentiment fusion for regime-aware portfolio allocation under sparse coverageBoshoff LWE and Van Vuuren JH · Submitted to Expert Systems with Applications Investors 2026An optimisation framework for reinforcement learning in the foreign exchange marketDe Wit JS and Van Vuuren JH · Submitted to Quantitative Finance Investors 2026A comparative study of reward function designs in deep reinforcement learning for portfolio managementFinsen MD and Van Vuuren JH · Submitted to EMSS 2026, Genoa, Italy Investors

Systematic review · 2

2022A systematic review of FX trading systemsKing J · Stellenbosch University Investors 2022A systematic review of FX trading systemsVan Zyl B · Stellenbosch University Investors