Thomas A. McWalter
Thomas A. McWalter
University of Cape Town, University of Johannesburg
Verified email at analytical.co.za
TitleCited byYear
HIV incidence in rural South Africa: comparison of estimates from longitudinal surveillance and cross-sectional cBED assay testing
T Bärnighausen, C Wallrauch, A Welte, TA McWalter, N Mbizana, ...
PLoS One 3 (11), 2008
1072008
A new general biomarker-based incidence estimator
R Kassanjee, TA McWalter, T Bärnighausen, A Welte
Epidemiology (Cambridge, Mass.) 23 (5), 721, 2012
682012
HIV incidence estimation using the BED capture enzyme immunoassay: systematic review and sensitivity analysis
T Bärnighausen, TA McWalter, Z Rosner, ML Newell, A Welte
Epidemiology, 685-697, 2010
562010
Relating recent infection prevalence to incidence with a sub-population of assay non-progressors
TA McWalter, A Welte
Journal of mathematical biology 60 (5), 687-710, 2010
562010
A comparison of biomarker based incidence estimators
TA McWalter, A Welte
PloS one 4 (10), 2009
422009
A simplified formula for inferring HIV incidence from cross-sectional surveys using a test for recent infection
A Welte, TA McWalter, T Bärnighausen
AIDS research and human retroviruses 25 (1), 125-126, 2009
422009
Using tests for recent infection to estimate incidence: problems and prospects for HIV
A Welte, TA McWalter, O Laeyendecker, TB Hallett
Euro surveillance: bulletin europeen sur les maladies transmissibles …, 2010
402010
Defining optimality of a test for recent infection for HIV incidence surveillance
R Kassanjee, TA McWalter, A Welte
AIDS research and human retroviruses 30 (1), 45-49, 2014
322014
Reply to ‘Should biomarker estimates of HIV incidence be adjusted?’
A Welte, TA McWalter, T Bärnighausen
AIDS (London, England) 23 (15), 2062, 2009
242009
When and how to use assays for recent infection to estimate HIV incidence at a population level
J Micallef, E Gouws, G Vercauteren, B Parekh, A Sands, M Busch, ...
World Health Organization, 2011
162011
Recursive Marginal Quantization of Higher-Order Schemes
TA McWalter, R Rudd, J Kienitz, E Platen
142017
Quadratic hedging of basis risk
H Hulley, TA McWalter
Journal of Risk and Financial Management 8 (1), 83-102, 2015
12*2015
Seroconverting blood donors as a resource for characterising and optimising recent infection testing algorithms for incidence estimation
R Kassanjee, A Welte, TA McWalter, SM Keating, M Vermeulen, ...
PLoS One 6 (6), 2011
82011
Quadratic criteria for optimal martingale measures in incomplete markets
TA McWalter
University of the Witwatersrand, 2006
82006
Incidence from crosssectional surveys: Improved characterization of tests for recent infection
TA McWalter, R Kassanjee, A Welte
XVIII International AIDS Conference. Vienna, Austria, 2010
62010
Calibration of BED assay for use in incidence estimation
R Kassanjee, A Welte, TA McWalter, J Viljoen, T Bärnighausen, ...
Fifth IAS Conference on HIV Pathogenesis, Treatment and Prevention, Cape …, 2009
62009
On the estimation of the proportion of true recent infections using the BED capture enzyme immunoassay
TA McWalter, A Welte
arXiv preprint arXiv:0806.1297, 2008
62008
Dynamic Initial Margin Estimation Based on Quantiles of Johnson Distributions
T McWalter, J Kienitz, N Nowaczyk, R Rudd, SK Acar
Available at SSRN 3147811, 2018
32018
Fast quantization of stochastic volatility models
R Rudd, T McWalter, J Kienitz, E Platen
Available at SSRN 2956168, 2017
32017
PDE methods for SABR
J Kienitz, T McWalter, R Sheppard
Novel Methods in Computational Finance, 265-291, 2017
22017
The system can't perform the operation now. Try again later.
Articles 1–20