M. A. H. Dempster

South African Medical Research Council — South Africa

Economics, Econometrics and Finance · Social Sciences

37h-index5.5kcitations189works0.42yr avg
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Research Topics

Stochastic processes and financial applications(52), Risk and Portfolio Optimization(26), Insurance, Mortality, Demography, Risk Management(21), Capital Investment and Risk Analysis(18), Complex Systems and Time Series Analysis(17)

Publications188 total

Deaths from suspected mothball poisoning in children
South African Medical Journal·2025Open Access
Guaranteed funds’ replication by reinforcement learning
Annals of Operations Research·2025Open Access
Elucidating Delays in Illness Recognition, Healthcare Seeking, and Healthcare Provision for Stillbirths and Neonatal Deaths in Seven Low- and Middle-Income Countries
2025· 1 citedOpen Access
Risk factors associated with under-five mortality in the Soweto and Thembelihle Health and Demographic Surveillance System from 2018 to 2022
2025
408 Enhanced melanoma risk stratification by machine learning based on clinicopathologic features
Journal of Investigative Dermatology·2024· 1 cited
Real Time Computing (NATO ASI Series. Series F, Computer and Systems Sciences, Vol. 127)
Quantitative Finance·2023Open Access
Commodities
2022
In memoriam Marco Avellaneda
Quantitative Finance·2022
In Memoriam Mardi Dungey
Quantitative Finance·2022
In memoriam Peter Carr
Quantitative Finance·2022Open Access
Bond flotation with exotic commodity collateral
Quantitative Finance·2020
Bond Flotation with Exotic Commodity Collateral
SSRN Electronic Journal·2019Open Access
Path-breaking contributions of K. J. Arrow
Quantitative Finance·2018
The End of Alchemy: Money, Banking and the Future of the Global Economy
Quantitative Finance·2018· 3 cited
A Theory of The Budgetary Process
2018· 20 cited
A Practical Robust Long-Term Yield Curve Model
2018· 3 cited
Latent jump diffusion factor estimation for commodity futures
Journal of commodity markets·2018· 4 cited
Review of Mervyn King's The End of Alchemy: Money, Banking and the Future of the Global Economy
SSRN Electronic Journal·2018· 1 citedOpen Access
Stabilizing Implementable Decisions in Dynamic Stochastic Programming
International series in management science/operations research/International series in operations research & management science·2016· 2 cited
Practical Applications of Lifecycle Goal Achievement or Portfolio Volatility Reduction?
Practical Applications·2016
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Frequent Co-authors

Elena Medova(7), Aaron Wíldavsky(4), Joseph Hutton(4), Otto A. Davis(3), A. H. G. Rinnooy Kan(3), Robert T. Thompson(3), Stanley R. Pliska(2), Giorgio Consigli(2), Vasco Leemans(2), Yazann S. Romahi(2), Marshall L. Fisher(2), Leo Jansen(2), B.J. Lageweg(2), Jan Karel Lenstra(2), Matteo Germano(2), J. K. Lenstra(2), Ke Tang(2), M.A.H. Dempster(2), Igor V. Evstigneev(2), Jane J. Ye(2)