• 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 ...
    • Plasma sarcosine does not distinguish early and advanced stages of prostate cancer 

      Bohm, L.; Serafin, A. M.; Fernandez, P.; Van der Watt, G.; Bouic, P. J. D.; Harvey, J. (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. ...
    • 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 ...
    • 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 ...
    • Preconditioning for feature selection in classification 

      Pretorius, Jani (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 

      Singh, Kiran Ryan (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 ...
    • Predicting tomato crop yield from weather data using statistical learning techniques 

      De Villiers, Margaret (Stellenbosch : Stellenbosch University, 2017-03)
      ENGLISH SUMMARY : Predicting crop harvest quantities accurately is important in managing a farming enterprise effectively, facilitating decisions regarding crop management, allocation of resources, anticipated delivery ...
    • 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 ...
    • Quantification of estimation instability and its application to threshold selection in extremes 

      Berning, Thomas L. (South African Statistical Association, 2015-03)
    • A realised volatility measurement using quadratic variation and dealing with microstructure effects 

      Du Toit, C.; Conradie, W. J. (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 ...
    • Regularised Gaussian belief propagation 

      Kamper, Francois (Stellenbosch : Stellenbosch University, 2018-12)
      ENGLISH SUMMARY : Belief propagation (BP) has been applied as an approximation tool in a variety of inference problems. BP does not necessarily converge in loopy graphs and, even if it does, is not guaranteed to provide ...
    • A report on the development of the control chart 

      Contardo, Ivona (Stellenbosch : Stellenbosch University, 2007-03)
      ENGLISH ABSTRACT: The goal of quality control as stated by Feigenbaum (1961) is to provide a product or service into which quality Is designed, built, marketed and maintained at the lowest economical cost which simultaneously ...
    • Risk and admissibility for a Weibull class of distributions 

      Negash, Efrem Ocubamicael (Stellenbosch : Stellenbosch University, 2004-12)
      ENGLISH ABSTRACT: The Bayesian approach to decision-making is considered in this thesis for reliability/survival models pertaining to a Weibull class of distributions. A generalised right censored sampling scheme has ...
    • The saddle-point method and its application to the hill estimator 

      Buitendag, Sven (Stellenbosch : Stellenbosch University, 2016-12)
      ENGLISH SUMMARY : The saddle-point approximation is a highly accurate approximation of the distribution of a random variable. It was originally derived as an approximation in situations where a parameter takes on large ...
    • School results and access test results as indicators of first-year performance at university 

      Bothma, A.; Botha, H. L.; Le Roux, N. J. (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 

      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 ...
    • Simulation of a coal stacking process using an online X-Ray Fluorescence analyser 

      Rossouw, R. F.; Coetzer, R. L. J.; Le Roux, N. J. (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 ...
    • Some statistical aspects of LULU smoothers 

      Jankowitz, Maria Dorothea (Stellenbosch : University of Stellenbosch, 2007-12)
      The smoothing of time series plays a very important role in various practical applications. Estimating the signal and removing the noise is the main goal of smoothing. Traditionally linear smoothers were used, but nonlinear ...
    • The sources of South African equity fund performance 

      Lester, N.; Corubolo, D. (Portfolio management -- South Africa, 2015-11)
      ENGLISH SUMMARY : This paper aims to quantify some of the sources of South African equity fund performance. In particular, it aims to provide insights into the relative importance of sector allocation and stock selection ...
    • South African security market imperfections 

      Jooste, Dirk (Stellenbosch : University of Stellenbosch, 2006-03)
      In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the ...