Browsing Research Articles (Statistics and Actuarial Science) by Title
Now showing items 13-29 of 29
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Identifying secondary series for stepwise common singular spectrum analysis
(Operations Research Society of South Africa, 2013)Common singular spectrum analysis is a technique which can be used to forecast a primary time series by using the information from a secondary series. Not all secondary series, however, provide useful information. A first ... -
The impact of behavioural economics and finance on retirement provision
(Actuarial Society of South Africa, 2016)The significant shift from defined benefit to defined contribution retirement funds in South Africa has led to many fund members bearing responsibility for a range of risks. Many of these risks, such as those related to ... -
The impact of industry classification on the valuation accuracy of multiples in the South African capital market
(The Clute Institute, 2013-01)Although multiples are used extensively in practice, empirical guidance in emerging markets is limited in this regard. In terms of valuation accuracy, the impact of peer group selection by way of industry classification ... -
Interpretable multi-label classification by means of multivariate linear regression
(South African Statistical Association, 2019)In this paper, the potential of using a multivariate regression approach in order to obtain interpretable output in a multi-label classification problem is investigated. We focus in our analysis on extensions of ordinary ... -
Monitoring gender remuneration inequalities in academia using biplots
(Operations Research Society of South Africa, 2008)ENGLISH SUMMARY : Gender remuneration inequalities at universities have been studied in various parts of the world. In South Africa, the responsibility largely rests with individual higher education institutions to establish ... -
Obsessive-compulsive disorder and trichotillomania : a phenomenological comparison
(BioMed Central, 2005-01)Background: Similarities between obsessive-compulsive disorder (OCD) and trichotillomania (TTM) have been widely recognized. Nevertheless, there is evidence of important differences between these two disorders. Some authors ... -
Plasma sarcosine does not distinguish early and advanced stages of prostate cancer
(Health and Medical Publishing Group (HMPG), 2012-08)Introduction. Diagnosis of prostate cancer by prostate specific antigen (PSA) is error-prone and cannot distinguish benign prostatic hyperplasia (BPH) from malignant disease, nor identify aggressive and indolent types. ... -
Precision, consistency and bias in emerging equity markets
(International Foundation for Research & Development, 2014-05)The use of multiples is a popular approach employed by analysts to perform valuations. These multiples are based on optimal value drivers, the valuation performance of which should be underpinned by empirical findings from ... -
Quantification of estimation instability and its application to threshold selection in extremes
(South African Statistical Association, 2015-03) -
A realised volatility measurement using quadratic variation and dealing with microstructure effects
(Operations Research Society of South Africa, 2006)ENGLISH SUMMARY : A volatility measurement that overcomes the respective problems encountered when implementing the realised and Discrete Sine Transform volatility measurements is defined and discussed in this paper. First ... -
School results and access test results as indicators of first-year performance at university
(Operations Research Society of South Africa, 2004)ENGLISH SUMMARY : The goals set by the National Plan for Higher Education, the fact that many schools are still severely disadvantaged as well as far-reaching changes in the school system demand that South African universities ... -
Shorter telomere length : a potential susceptibility factor for HIV-associated neurocognitive impairments in South African woman
(PLoS, 2013-03)The neuropathogenesis of the human immunodeficiency virus (HIV) may manifest as various neurocognitive impairments (NCI). HIV-positive individuals also have significantly shorter telomere length (TL) in peripheral blood ... -
Simulation of a coal stacking process using an online X-Ray Fluorescence analyser
(Operations Research Society of South Africa (ORSSA), 2018)The Sasol Coal Value Chain is a complex system consisting of blending, stacking and reclaiming of no fewer than six different coal sources with vastly different coal qualities. The amount and quality of the gas produced ... -
Statistical properties of indicators of first-year performance at university
(Operations Research Society of South Africa, 2004)ENGLISH SUMMARY : Appraisal of admission procedures is a matter of urgency for South African universities, as well as for schools producing the prospective students. In this article the focus is on how various statistical ... -
Steady growth in antiretroviral treatment provision by disease management and community treatment programmes
(Health & Medical Publishing Group, 2007-05)[No abstract available] -
Value at risk and extreme value theory : application to the Johannesburg Securities Exchange
(Bureau for Economic Research, 2018)Value at Risk (VaR) has been established as one of the most important and commonly used financial risk management tools. Nevertheless, the attractive features and wide-spread use of VaR could not help to avoid a number of ... -
Variable selection in multiple linear regression : the influence of individual cases
(Operations Research Society of South Africa, 2007)ENGLISH SUMMARY : The influence of individual cases in a data set is studied when variable selection is applied in multiple linear regression. Two different influence measures, based on the Cp criterion and Akaike’s ...
