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  Probability of default calibration for low default portfolios: revisiting the Bayesian approach 

  Venter, Edward Stevens (Stellenbosch : Stellenbosch University, 2016-03)

  ENGLISH ABSTRACT : The Probability of Default is one of the fundamental parameters used in the quantification of credit risk. When estimating the Probability of Default for portfolios with a low default nature the ...
  
  
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  Precision, consistency and bias in emerging equity markets 

  Nel, W. S.; Bruwer, B. W.; Le Roux, N. J. (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 ...
  
  
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  Multivariate statistical process evaluation and monitoring for complex chemical processes 

  Rossouw, Ruan Francois (Stellenbosch : Stellenbosch University, 2015-12)

  ENGLISH ABSTRACT: In this study, the development of an innovative fully integrated process monitoring methodology is presented for a complex chemical facility, originating at the coal feed from different mines up to the ...
  
  
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  Comparison of methods to calculate measures of inequality based on interval data 

  Neethling, Willem Francois (Stellenbosch : Stellenbosch University, 2015-12)

  ENGLISH ABSTRACT: In recent decades, economists and sociologists have taken an increasing interest in the study of income attainment and income inequality. Many of these studies have used census data, but social surveys ...
  
  
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  Compounding a class of Rayleigh distributions : an objective Bayesian approach 

  Van Rooyen, Renier (Stellenbosch : Stellenbosch University, 2015-12)

  ENGLISH ABSTRACT: In this work, Bayesian estimation in the context of parametric survival analysis is con- sidered. A class of models derived by compounding and generalising the Rayleigh dis- tribution is regarded. These ...
  
  
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  In-season retail sales forecasting using survival models 

  Hattingh, M.; Uys, D. W. (Operations Research Society of South Africa, 2014)

  A large South African retailer (hereafter referred to as the Retailer) faces the problem of selling out inventory within a specified finite time horizon by dynamically adjusting product prices, and simultaneously maximising ...
  
  
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  An individual-based model of tsetse fly populations dynamics : modelling an extensive mark-release-recapture experiment 

  Ferreira, Roux-Cil (Stellenbosch : Stellenbosch University, 2015-04)

  ENGLISH ABSTRACT: Tsetse flies (Glossina spp), native to mid-continental Africa, are the vectors of trypanosomes that causes human (sleeping sickness) and animal (nagana) trypanosomiasis. Vector control plays a major ...
  
  
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  Quantification of estimation instability and its application to threshold selection in extremes 

  Berning, Thomas L. (South African Statistical Association, 2015-03)
  
  
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  Modelling of multi-state panel data : the importance of the model assumptions 

  Mafu, Thandile John (Stellenbosch : Stellenbosch University, 2014-12)

  ENGLISH ABSTRACT: A multi-state model is a way of describing a process in which a subject moves through a series of states in continuous time. The series of states might be the measurement of a disease for example in ...
  
  
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  Nearest hypersphere classification : a comparison with other classification techniques 

  Van der Westhuizen, Cornelius Stephanus (Stellenbosch : Stellenbosch University, 2014-12)

  ENGLISH ABSTRACT: Classification is a widely used statistical procedure to classify objects into two or more classes according to some rule which is based on the input variables. Examples of such techniques are Linear ...
  
  
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  Multi-label feature selection with application to musical instrument recognition 

  Sandrock, Trudie (Stellenbosch : Stellenbosch University, 2013-12)

  ENGLISH ABSTRACT: An area of data mining and statistics that is currently receiving considerable attention is the field of multi-label learning. Problems in this field are concerned with scenarios where each data case can ...
  
  
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  Portfolio Opportunity Distributions (PODs) for the South African market : based on regulation requirements 

  Nortje, Hester Maria (Stellenbosch : Stellenbosch University, 2014-04)

  ENGLISH ABSTRACT: In this study Portfolio Opportunity Distributions (PODs) is applied as an alternative performance evaluation method. Traditionally, Broad-Market Indices or peer group comparisons are used to perform ...
  
  
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  Empirical Bayes estimation of the extreme value index in an ANOVA setting 

  Jordaan, Aletta Gertruida (Stellenbosch : Stellenbosch University, 2014-04)

  ENGLISH ABSTRACT: Extreme value theory (EVT) involves the development of statistical models and techniques in order to describe and model extreme events. In order to make inferences about extreme quantiles, it is necessary ...
  
  
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  Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application 

  Dicks, Anelda (Stellenbosch : Stellenbosch University, 2013-12)

  ENGLISH ABSTRACT: Accurate estimation of Value at Risk (VaR) and Expected Shortfall (ES) is critical in the management of extreme market risks. These risks occur with small probability, but the financial impacts could be ...
  
  
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  Equity- and entity-based multiples in emerging markets : evidence from the JSE Securities Exchange 

  Nel, W. S.; Bruwer, B. W.; Le Roux, N. J. (Clute Institute, 2013-05)

  Analysts typically distinguish between equity- and entity-based approaches when employing the free cash flow model to perform equity valuations. However, when multiples are used to perform equity valuations, analysts ...
  
  
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  Shorter telomere length : a potential susceptibility factor for HIV-associated neurocognitive impairments in South African woman 

  Malan-Muller, Stefanie; Hemmings, Sian M. J.; Spies, Georgina; Kidd, Martin; Fennema-Notestine, Christine; Seedat, Soraya (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 ...
  
  
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  PCA and CVA biplots : a study of their underlying theory and quality measures 

  Brand, Hilmarie (Stellenbosch : Stellenbosch University, 2013-03)

  ENGLISH ABSTRACT: The main topics of study in this thesis are the Principal Component Analysis (PCA) and Canonical Variate Analysis (CVA) biplots, with the primary focus falling on the quality measures associated with ...
  
  
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  Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity 

  Badenhorst, Dirk Jakobus Pretorius (Stellenbosch : Stellenbosch University, 2013-03)

  ENGLISH ABSTRACT: Researchers and investors have been attempting to predict stock market activity for years. The possible financial gain that accurate predictions would offer lit a flame of greed and drive that would inspire ...
  
  
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  The impact of industry classification on the valuation accuracy of multiples in the South African capital market 

  Nel, Soon; Bruwer, Wilna; Le Roux, Niel (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 ...
  
  
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  The effect of liquidity on stock returns on the JSE 

  Reisinger, Astrid Kim (Stellenbosch : Stellenbosch University, 2012-12)

  ENGLISH ABSTRACT: This thesis examines the effect of liquidity on excess stock returns on the Johannesburg Stock Exchange (JSE) over the period 2003 to 2011. It builds on the findings of previous studies that found size, ...
  
  
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  Non-parametric regression modelling of in situ fCO2 in the Southern Ocean 

  Pretorius, Wesley Byron (Stellenbosch : Stellenbosch University, 2012-12)

  ENGLISH ABSTRACT: The Southern Ocean is a complex system, where the relationship between CO2 concentrations and its drivers varies intra- and inter-annually. Due to the lack of readily available in situ data in the ...
  
  
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  A brief introduction to basic multivariate economic statistical process control 

  Mudavanhu, Precious (Stellenbosch : Stellenbosch University, 2012-12)

  ENGLISH ABSTRACT: Statistical process control (SPC) plays a very important role in monitoring and improving industrial processes to ensure that products produced or shipped to the customer meet the required specifications. ...
  
  
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  Bayesian approaches of Markov models embedded in unbalanced panel data 

  Muller, Christoffel Joseph Brand (Stellenbosch : Stellenbosch University, 2012-12)

  ENGLISH ABSTRACT: Multi-state models are used in this dissertation to model panel data, also known as longitudinal or cross-sectional time-series data. These are data sets which include units that are observed across two ...
  
  
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  Estimating measurement error in blood pressure, using structural equations modelling 

  Kepe, Lulama Patrick (Stellenbosch : Stellenbosch University, 2004)

  ENGLISH ABSTRACT: Any branch in science experiences measurement error to some extent. This maybe due to conditions under which measurements are taken, which may include the subject, the observer, the measurement instrument, ...
  
  
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  Influential data cases when the C-p criterion is used for variable selection in multiple linear regression 

  Uys, Daniel Wilhelm (Stellenbosch : Stellenbosch University, 2003)

  ENGLISH ABSTRACT: In this dissertation we study the influence of data cases when the Cp criterion of Mallows (1973) is used for variable selection in multiple linear regression. The influence is investigated in terms ...
  
  
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  Time series forecasting and model selection in singular spectrum analysis 

  De Klerk, Jacques (Stellenbosch : Stellenbosch University, 2002-11)

  ENGLISH ABSTRACT: Singular spectrum analysis (SSA) originated in the field of Physics. The technique is non-parametric by nature and inter alia finds application in atmospheric sciences, signal processing and recently ...
  
  
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  Edgeworth-corrected small-sample confidence intervals for ratio parameters in linear regression 

  Binyavanga, Kamanzi-wa (Stellenbosch : Stellenbosch University, 2002-03)

  ENGLISH ABSTRACT: In this thesis we construct a central confidence interval for a smooth scalar non-linear function of parameter vector f3 in a single general linear regression model Y = X f3 + c. We do this by ...
  
  
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  Binary classification trees : a comparison with popular classification methods in statistics using different software 

  Lamont, Morné Michael Connell (Stellenbosch : Stellenbosch University, 2002-12)

  ENGLISH ABSTRACT: Consider a data set with a categorical response variable and a set of explanatory variables. The response variable can have two or more categories and the explanatory variables can be numerical or ...
  
  
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  Extensions of biplot methodology to discriminant analysis with applications of non-parametric principal components 

  Gardner, Sugnet (Stellenbosch : Stellenbosch University, 2001)

  ENGLISH ABSTRACT: Gower and Hand offer a new perspective on the traditional biplot. This perspective provides a unified approach to principal component analysis (PCA) biplots based on Pythagorean distance; canonical ...
  
  
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  Non-parametric volatility measurements and volatility forecasting models 

  Du Toit, Cornel (Stellenbosch : Stellenbosch University, 2005-03)

  ENGLISH ABSTRACT: Volatilty was originally seen to be constant and deterministic, but it was later realised that return series are non-stationary. Owing to this non-stationarity nature of returns, there were no reliable ...
  
  

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