Recent Submissions

  • Interpretable multi-label classification by means of multivariate linear regression 

    Bierman, Surette (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 

    Kenyon, Jacob Bradley (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 

    Marais, Jan Andre (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 

    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 ...
  • Investigation into the appropriateness of the South African microinsurance solvency capital regulation 

    Melville, William George (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 ...
  • Markov modelling of disease progression in the presence of missing covariates 

    Kotze, Loamie (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 ...
  • Application of statistics and machine learning in healthcare 

    Van der Merwe, Schalk Gerhardus (Stellenbosch : Stellenbosch University, 2019-04)
    ENGLISH SUMMARY : Clinical performance and cost efficiency are key focus areas in the healthcare industry, since providing quality and affordable healthcare is a continuing challenge. The goal of this research is to use ...
  • Classification in high dimensional data using sparse techniques 

    Stulumani, Agrippa (Stellenbosch : Stellenbosch University, 2019-04)
    ENGLISH SUMMARY : Traditional classification techniques fail in the analysis of high-dimensional data. In response, new classification techniques and accompanying theory have recently emerged. These techniques are natural ...
  • 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 ...
  • Ensemble methods in multi-label classification 

    Muller, Annegret (Stellenbosch : Stellenbosch University, 2018-12)
  • An application of copulas to improve PCA biplots for multivariate extremes 

    Perrang, Justin (Stellenbosch : Stellenbosch University, 2018-12)
    ENGLISH SUMMARY : Principal Component Analysis (PCA) biplots is a valuable means of visualising high dimensional data. The application of PCA biplots over a wide variety of research areas containing multivariate data is ...
  • Stock market participation in the European Union 

    Burger, Nadia Cornelia (Stellenbosch : Stellenbosch University, 2018-12)
    ENGLISH SUMMARY : Understanding why most people shy away from stock market participation, both on individual and country level, is very important. Stock market participation explains consumption smoothing and this in turn ...
  • Catastrophe modelling : deriving the 1-in-200 year mortality shock for a South African insurer’s capital requirements under solvency assessment management 

    Plantinga, A. A.; Corubolo, D. J.; Clover, R. J. (Actuarial Society of South Africa, 2015)
    This paper investigates catastrophe risk for South African life insurers by considering the additional deaths that could arise from a 1-in-200 year mortality shock. Existing South African academic research on catastrophic ...
  • 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 ...
  • The application and testing of smart beta strategies in the South African market 

    Viljoen, Jacobus (Stellenbosch : Stellenbosch University, 2018-03)
    ENGLISH SUMMARY: Smart Beta portfolios have recently prompted great interest both from academic researchers and market practitioners. Investors are attracted by the performances produced by these portfolios compared to the ...
  • Identifying secondary series for stepwise common singular spectrum analysis 

    Viljoen, H.; Steel, S. J. (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 ...
  • Extreme value-based novelty detection 

    Steyn, Matthys Lucas (Stellenbosch : Stellenbosch University, 2017-12)
    ENGLISH SUMMARY : This dissertation investigates extreme value-based novelty detection. An in-depth review of the theoretical proofs and an analytical investigation of current novelty detection methods are given. It is ...
  • Aspects of multi-class nearest hypersphere classification 

    Coetzer, Frances (Stellenbosch : Stellenbosch University, 2017-12)
    ENGLISH SUMMARY : Using hyperspheres in the analysis of multivariate data is not a common practice in Statistics. However, hyperspheres have some interesting properties which are useful for data analysis in the following ...
  • Statistical classification in high-dimensional scenarios with a focus on microarray data sets 

    Rodseth, Tessa Louise (2017-12)
    ENGLISH SUMMARY : High-dimensional data analysis characterises many contemporary problems in statistics and arise in many application areas. This thesis focuses on very high-dimensional problems in which the input predictor ...

View more