Browsing Department of Statistics and Actuarial Science by Title
Now showing items 46-65 of 108
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Historic bells in Moravian Missions in South Africa's Western Cape
(Historical Association of South Africa, 2014-11)The Moravian Church was the first denomination to begin with missionary work among the indigenous people in South Africa and today the church still has a very strong presence in the country. After opening their first mission ... -
Host markers in Quantiferon supernatants differentiate active TB from latent TB infection : preliminary report
(BioMed Central, 2009-05)Background: Interferon gamma release assays, including the QuantiFERON® TB Gold In Tube (QFT) have been shown to be accurate in diagnosing Mycobacterium tuberculosis infection. These assays however, do not discriminate ... -
The identification and application of common principal components
(Stellenbosch : Stellenbosch University, 2014-12)ENGLISH ABSTRACT: When estimating the covariance matrices of two or more populations, the covariance matrices are often assumed to be either equal or completely unrelated. The common principal components (CPC) model ... -
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 ... -
The implementation of noise addition partial least squares
(Stellenbosch : University of Stellenbosch, 2009-03)When determining the chemical composition of a specimen, traditional laboratory techniques are often both expensive and time consuming. It is therefore preferable to employ more cost effective spectroscopic techniques such ... -
Improved estimation procedures for a positive extreme value index
(Stellenbosch : University of Stellenbosch, 2010-12)ENGLISH ABSTRACT: In extreme value theory (EVT) the emphasis is on extreme (very small or very large) observations. The crucial parameter when making inferences about extreme quantiles, is called the extreme value index ... -
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 ... -
Improving the accuracy of prediction using singular spectrum analysis by incorporating internet activity
(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 ... -
An individual-based model of tsetse fly populations dynamics : modelling an extensive mark-release-recapture experiment
(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 ... -
Influential data cases when the C-p criterion is used for variable selection in multiple linear regression
(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 ... -
Interest rate model theory with reference to the South African market
(Stellenbosch : University of Stellenbosch, 2006-03)An overview of modern and historical interest rate model theory is given with the specific aim of derivative pricing. A variety of stochastic interest rate models are discussed within a South African market context. The ... -
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 ... -
Investigation into the appropriateness of the South African microinsurance solvency capital regulation
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH ABSTRACT : In South Africa, there are two different regulatory capital requirement options for insurers selling microinsurance products. The first is the capital requirement for traditional insurers under the ... -
L-classifier chains classification and variable selection for multi-label datasets
(Stellenbosch : Stellenbosch University, 2016-12)ENGLISH SUMMARY : Multi-label classification extends binary and multi-class classification to scenarios where every data case is assigned several labels simultaneously. Applications include labelling images with tags, ... -
Markov modelling of disease progression in the presence of missing covariates
(Stellenbosch : Stellenbosch University, 2019-04)ENGLISH SUMMARY : Breast cancer is a very prevalent cancer amongst women. The stages of breast cancer are influenced by characteristics such as age, hormone receptor statuses, HER2 status and staging information (TNM ... -
Modelling market risk with SAS Risk Dimensions : a step by step implementation
(Stellenbosch : University of Stellenbosch, 2005-03)Financial institutions invest in financial securities like equities, options and government bonds. Two measures, namely return and risk, are associated with each investment position. Return is a measure of the profit or ... -
Modelling of multi-state panel data : the importance of the model assumptions
(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 ... -
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 ...
