Department of Statistics and Actuarial Science
Collections in this community
Recent Submissions
-
Biomedical image analysis of brain tumours through the use of artificial intelligence
(Stellenbosch : Stellenbosch University, 2022-04)ENGLISH SUMMARY: Cancer is one of the leading causes of morbidity and mortality on a global scale. More specifically, cancer of the brain, which is one of the rarest forms. One of the major challenges is that of timely ... -
Interpretation of an artificial neural network as a black box model
(Stellenbosch : Stellenbosch University, 2022-04)ENGLISH SUMMARY: In the field of machine learning, the main objective is generally to use machine learning models to study patterns and extract information from available data. The knowledge gained by the model can be used ... -
Twitter predicts Naspers share price
(Stellenbosch : Stellenbosch University, 2022-04)ENGLISH SUMMARY: Naspers is a publicly listed South African company, and @Fin24 is the financial news Twitter account that belongs to Naspers. Using Natural Language Processing techniques, Twitter sentiment and emotional ... -
Modern portfolio optimisation under regime switching
(Stellenbosch : Stellenbosch University, 2022-04)ENGLISH SUMMARY: The main objective of this assignment is to consider modern portfolio optimisation under regimes. Unobservable regimes are assumed to be modulated by a time-change Markov process. These models are well-known ... -
Resampling algorithms for multi-label classification
(Stellenbosch : Stellenbosch University, 2022-04)ENGLISH SUMMARY: Multi-label classification is a member of the supervised learning family and represents a scenario where we wish to classify an observation into many of many classes. Therefore, in the classification ... -
A quantitative analysis of investor over-reaction and under-reaction in the South African Equity Market : a mathematical statistical approach
(Stellenbosch : Stellenbosch University, 2022-04)ENGLISH SUMMARY: One of the basic foundations of traditional finance is the theory underlying the efficient market hypothesis (EMH). The EMH states that stocks are fairly and accurately priced, making it impossible for ... -
Application of the moving block bootstrap method to resampled efficiency : the impact of the choice of block size
(Stellenbosch : Stellenbosch University, 2021-12)ENGLISH SUMMARY : Modern Portfolio theory was first developed in the 1950’s and revolutionised the way in which financial information is used to construct portfolios. Unfortunately, the theory is limited by the sensitivity ... -
On the convergence of gaussian belief propagation with nodes of arbitrary size
(Journal of Machine Learning Research, 2019)This paper is concerned with a multivariate extension of Gaussian message passing applied to pairwise Markov graphs (MGs). Gaussian message passing applied to pairwise MGs is often labeled Gaussian belief propagation (GaBP) ... -
Improving collaborative filtering with fuzzy clustering
(Stellenbosch : Stellenbosch University, 2021-12)ENGLISH SUMMARY : Recommender systems are machine learning algorithms widely used across various industries to predict user preference for sets of items in order to recommend items to the user. Since it narrows down the ... -
Longitudinal population dynamics of staphylococcus aureus in the nasopharynx during the first year of life
(Frontiers Media, 2019)Background: Staphylococcus aureus colonization is a risk factor for invasive disease. Few studies have used strain genotype data to study S. aureus acquisition and carriage patterns. We investigated S. aureus nasopharyngeal ... -
Basic in-mouth attribute evaluation : a comparison of two panels
(MDPI, 2018-12-21)Astringency is often difficult to evaluate accurately in wine because of its complexity. This accuracy can improve through training sessions, but it can be time-consuming and expensive. A way to reduce these costs can be ... -
PPCI : an R package for cluster identification using projection pursuit
(Projection pursuit (Statistics) -- Methods, 2019-12)This paper presents the R package PPCI which implements three recently proposed projection pursuit methods for clustering. The methods are unified by the approach of defining an optimal hyperplane to separate clusters, and ... -
Influence of socio-economic and psychosocial profiles on the human breast milk bacteriome of South African women
(MDPI, 2019-06-20)The human breast milk (HBM) bacteriome is an important, continuous source of microbes to the neonate in early life, playing an important role in shaping the infant’s intestinal bacteriome. Study of the composition of the ... -
Levy processes and quantum mechanics : an investigation into the distribution of log returns
(Stellenbosch : Stellenbosch University, 2021-03)ENGLISH SUMMARY : It is well known that log returns on stocks do not follow a normal distribution as is assumed under the Black-Scholes pricing formula. This study investigates alternatives to Brownian Motion which are ... -
Validation of independent components using a hypothesis testing approach
(Stellenbosch : Stellenbosch University, 2020-12)ENGLISH ABSTRACT: The main focus of this thesis is the validation of Independent Component Analysis (ICA), a popular technique used in signal processing. In a typical application, the purpose of ICA is to extract non-Gaussian ... -
Feature selection for multi-label classification
(Stellenbosch : Stellenbosch University, 2020-12)ENGLISH ABSTRACT : The field of multi-label learning is a popular new research focus. In the multi-label setting, a data instance can be associated simultaneously with a set of labels instead of only a single label. This ... -
The appropriateness of ISDA SIMM for delta risk initial margin calculations in the South African over-the-counter interest rate swap market
(Stellenbosch : Stellenbosch University, 2020-12)ENGLISH SUMMARY : This research assignment assesses the appropriateness of the calibrations in the ISDA SIMM for calculating delta risk initial margin (IM) in the current over-the-counter interest rate swap market in South ... -
Bayesian machine learning : theory and applications
(Stellenbosch : Stellenbosch University, 2020-12)ENGLISH SUMMARY : Machine learning problems in general are concerned with the ability of different methods and algorithms to extract useful and interpretable information from large datasets, possibly ones which are corrupt ... -
A deep convolutional neural network architecture for image classification
(Stellenbosch : Stellenbosch University, 2020-12)ENGLISH SUMMARY : Convolutional Neural Networks (CNNs), a specialised form of Neural Networks (NNs), are wellknown for their state-of-the-art results obtained in Computer Vision (CV) and Deep Learning (DL) tasks throughout ... -
Categorical CVA biplots
(Stellenbosch : Stellenbosch University, 2020-12)ENGLISH ABSTRACT: In the modern era a great amount of emphasis is placed on data visualisation, especially in cases where a large amount of data is present. Usually, in these instances, the data is of a high-dimensional ...
RSS 1.0