Recent Submissions

  • Credit curve estimation and corporate bonds in the South African market 

    Clift, Peter-John (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 

    Van Niekerk, Francesca (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 

    Botha, Dylon (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 

    Nambandi, Maria Ndinelago (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 

    Melonas, Michail C. (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 ...
  • Interpreting decision boundaries of deep neural networks 

    Wessels, Zander (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 

    Dumbleton, Bronwyn Catherine (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 ...
  • 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 ...
  • 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 ...
  • 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 ...
  • 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 ...

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