• Calculation aspects of the European Rebalanced Basket Option using Monte Carlo methods 

      Van der Merwe, Carel Johannes (Stellenbosch : University of Stellenbosch, 2010-12)
      ENGLISH ABSTRACT: Life insurance and pension funds offer a wide range of products that are invested in a mix of assets. These portfolios (II), underlying the products, are rebalanced back to predetermined fixed proportions ...
    • Categorical CVA biplots 

      Rodwell, David Timothy (Stellenbosch : Stellenbosch University, 2020-12)
      ENGLISH ABSTRACT: In the modern era a great amount of emphasis is placed on data visualisation, especially in cases where a large amount of data is present. Usually, in these instances, the data is of a high-dimensional ...
    • 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 ...
    • Clustering methods with a focus on self-organising maps and an implementation on retail bank transactional data 

      Enslin, Chrismarie (Stellenbosch : Stellenbosch University, 2018-12)
      ENGLISH SUMMARY : The aims of this study is to provide an overview of traditional clustering methods, as well as introduce and discuss self-organising maps (SOMs) in detail. This study wants to convince the reader of the ...
    • Comparison of methods to calculate measures of inequality based on interval data 

      Neethling, Willem Francois (Stellenbosch : Stellenbosch University, 2015-12)
      ENGLISH ABSTRACT: In recent decades, economists and sociologists have taken an increasing interest in the study of income attainment and income inequality. Many of these studies have used census data, but social surveys ...
    • A comparison of support vector machines and traditional techniques for statistical regression and classification 

      Hechter, Trudie (Stellenbosch : Stellenbosch University, 2004-04)
      ENGLISH ABSTRACT: Since its introduction in Boser et al. (1992), the support vector machine has become a popular tool in a variety of machine learning applications. More recently, the support vector machine has also ...
    • Compounding a class of Rayleigh distributions : an objective Bayesian approach 

      Van Rooyen, Renier (Stellenbosch : Stellenbosch University, 2015-12)
      ENGLISH ABSTRACT: In this work, Bayesian estimation in the context of parametric survival analysis is con- sidered. A class of models derived by compounding and generalising the Rayleigh dis- tribution is regarded. These ...
    • Confidence intervals for estimators of welfare indices under complex sampling 

      Kirchoff, Retha (Stellenbosch : University of Stellenbosch, 2010-03)
      ENGLISH ABSTRACT: The aim of this study is to obtain estimates and confidence intervals for welfare indices under complex sampling. It begins by looking at sampling in general with specific focus on complex sampling and ...
    • Credit and debit value adjustment estimations in the data sparse South African market 

      De Jager, Louis Porter (Stellenbosch : Stellenbosch University, 2017-03)
      ENGLISH SUMMARY : During 2014, the International Accounting Standards Board (IASB) implemented a new standard for measuring the fair value of assets through the International Financial Reporting Standards (IFRS) 13 guidance. ...
    • 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 ...
    • A deep convolutional neural network architecture for image classification 

      Pretorius, Willem Lodewikus (Stellenbosch : Stellenbosch University, 2020-12)
      ENGLISH SUMMARY : Convolutional Neural Networks (CNNs), a specialised form of Neural Networks (NNs), are wellknown for their state-of-the-art results obtained in Computer Vision (CV) and Deep Learning (DL) tasks throughout ...
    • 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, ...
    • 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 ...
    • The effect of liquidity on stock returns on the JSE 

      Reisinger, Astrid Kim (Stellenbosch : Stellenbosch University, 2012-12)
      ENGLISH ABSTRACT: This thesis examines the effect of liquidity on excess stock returns on the Johannesburg Stock Exchange (JSE) over the period 2003 to 2011. It builds on the findings of previous studies that found size, ...
    • Empirical Bayes estimation of the extreme value index in an ANOVA setting 

      Jordaan, Aletta Gertruida (Stellenbosch : Stellenbosch University, 2014-04)
      ENGLISH ABSTRACT: Extreme value theory (EVT) involves the development of statistical models and techniques in order to describe and model extreme events. In order to make inferences about extreme quantiles, it is necessary ...
    • Ensemble methods in multi-label classification 

      Muller, Annegret (Stellenbosch : Stellenbosch University, 2018-12)
    • 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 ...
    • Estimating measurement error in blood pressure, using structural equations modelling 

      Kepe, Lulama Patrick (Stellenbosch : Stellenbosch University, 2004)
      ENGLISH ABSTRACT: Any branch in science experiences measurement error to some extent. This maybe due to conditions under which measurements are taken, which may include the subject, the observer, the measurement instrument, ...
    • Estimating the window period and incidence of recently infected HIV patients. 

      Du Toit, Cari (Stellenbosch : University of Stellenbosch, 2009-03)
      Incidence can be defined as the rate of occurence of new infections of a disease like HIV and is an useful estimate of trends in the epidemic. Annualised incidence can be expressed as a proportion, namely the number of ...
    • Evaluating the properties of sensory tests using computer intensive and biplot methodologies 

      Meintjes, M. M. (Maria Magdalena) (Stellenbosch : Stellenbosch University, 2007-03)
      ENGLISH ABSTRACT: This study is the result of part-time work done at a product development centre. The organisation extensively makes use of trained panels in sensory trials designed to asses the quality of its product. ...