Department of Statistics and Actuarial Science
Collections in this community
Recent Submissions
-
HIV-exposure, early life feeding practices and delivery mode impacts on faecal bacterial profiles in a South African birth cohort
(Nature Research, 2018)There are limited data on meconium and faecal bacterial profiles from African infants and their mothers. We characterized faecal bacterial communities of infants and mothers participating in a South African birth cohort. ... -
Credit curve estimation and corporate bonds in the South African market
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : Accurate fair value measurement of financial instruments serves as one of many mechanisms to enhance the integrity of financial institutions, particularly as it relates to counterparty credit risk. In ... -
Estimating expected exposure profiles using biplot interpolation
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : The accounting standards provides guidelines on how to determine the fair value for a financial asset or liability held at fair value. When considering the fair value of derivative instruments, some additional ... -
Discriminant analysis using sparse graphical models
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : The objective of this thesis is the proposal of a new classification method. This classification method is an extension of classical quadratic discriminant analysis (QDA), where the focus is placed on ... -
Short-term wind speed prediction using various forecasting methods
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : There is a significant challenge in finding ways to enhance energy security and decrease greenhouse gas emissions emanating from the consumption of non-renewable resources for energy. The release of ... -
Projected naive bayes
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : Naïve Bayes is a well-known statistical model that is recognised by the Institute of Electrical and Electronics Engineers (IEEE) as being among the top ten data mining algorithms. It performs classification ... -
Sorting in combination with quality scoring : a tool for industry professionals to identify drivers of wine quality rapidly
(South African Society for Enology and Viticulture, 2018)Quality plays an important role in the criteria directing wine product development. The evaluation of sensory characteristics associated with wine quality, as perceived by industry professionals, is therefore important. ... -
Extreme quantile inference
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : A novel approach to performing extreme quantile inference is proposed by applying ridge regression and the saddlepoint approximation to results in extreme value theory. To this end, ridge regression is ... -
Classifying yield spread movements in sparse data through triplots
(Stellenbosch : Stellenbosch University, 2020-03)ENGLISH SUMMARY : In many developing countries, including South Africa, all data that are required to calculate the fair values of financial instruments are not always readily available. Additionally, in some instances, ... -
Interpreting decision boundaries of deep neural networks
(Stellenbosch : Stellenbosch University, 2019-12)ENGLISH ABSTRACT: As deep learning methods are becoming the front runner among machine learning techniques, the importance of interpreting and understanding these methods grows. Deep neural networks are known for their ... -
Recommender systems
(Stellenbosch : Stellenbosch University, 2019-12)ENGLISH ABSTRACT: A Recommender System (RS) is a particular type of information filtering system used to propose relevant items to users. Their successful application in online retail is reflected in increased customer ... -
The bells of the Stellenbosch Moederkerk
(Church History Society of Southern Africa, 2018)The Dutch Reformed Moederkerk of Stellenbosch has a long history, being the second oldest congregation of the Dutch Reformed Church in South Africa. The history of the church has been well documented, including the ... -
Biplot methodology for analysing and evaluating missing multivariate nominal scaled data
(Stellenbosch : Stellenbosch University, 2019-12)ENGLISH ABSTRACT: This research aims at developing exploratory techniques that are specifically suitable for missing data applications. Categorical data analysis, missing data analysis and biplot visualisation are the ... -
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 ... -
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 ... -
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 ... -
Improving hyperplane based density clustering solutions with applications in image processing
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH SUMMARY : Minimum Density Hyperplane (MDH) clustering is a recently proposed method that seeks the location of an optimal low-density separator by directly minimising the integral of the empirical density function ... -
Deep learning for tabular data : an exploratory study
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH SUMMARY : From about 2006, deep learning has proven to be very successul in application areas such as computer vision, natural language processing, speech and audio recognition, machine translation, bioinformatics, ... -
Preconditioning for feature selection in classification
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH SUMMARY : Increased dimensionality of data is a clear trend that has been observed over the past few decades. However, analysing high-dimensional data in order to predict an outcome can be problematic. In certain ... -
Predicting equity movements using structural models of debt pricing and statistical learning
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH SUMMARY : Valuation is not an interesting problem in corporate finance, it is the only problem. Price and value are assumed to be the same number in economic theories of equilibrium and perfect capital markets. The ...
RSS 1.0