• 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 ...
    • Modelling market risk with SAS Risk Dimensions : a step by step implementation 

      Du Toit, Carl (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 

      Mafu, Thandile John (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 ...
    • Nearest hypersphere classification : a comparison with other classification techniques 

      Van der Westhuizen, Cornelius Stephanus (Stellenbosch : Stellenbosch University, 2014-12)
      ENGLISH ABSTRACT: Classification is a widely used statistical procedure to classify objects into two or more classes according to some rule which is based on the input variables. Examples of such techniques are Linear ...
    • Non-parametric regression modelling of in situ fCO2 in the Southern Ocean 

      Pretorius, Wesley Byron (Stellenbosch : Stellenbosch University, 2012-12)
      ENGLISH ABSTRACT: The Southern Ocean is a complex system, where the relationship between CO2 concentrations and its drivers varies intra- and inter-annually. Due to the lack of readily available in situ data in the ...
    • Non-parametric volatility measurements and volatility forecasting models 

      Du Toit, Cornel (Stellenbosch : Stellenbosch University, 2005-03)
      ENGLISH ABSTRACT: Volatilty was originally seen to be constant and deterministic, but it was later realised that return series are non-stationary. Owing to this non-stationarity nature of returns, there were no reliable ...
    • 'n Ondersoek na die eindige steekproefgedrag van inferensiemetodes in ekstreemwaarde-teorie 

      Van Deventer, Dewald (Stellenbosch : University of Stellenbosch, 2005-03)
      Extremes are unusual or rare events. However, when such events – for example earthquakes, tidal waves and market crashes - do take place, they typically cause enormous losses, both in terms of human lives and monetary ...
    • Optimal asset allocation for South African pension funds under the revised Regulation 28 

      Koegelenberg, Frederik Johannes (Stellenbosch : Stellenbosch University, 2012-03)
      ENGLISH ABSTRACT: On 1 July 2011 the revised version of Regulation 28, which governs the South African pension fund industry with regard to investments, took effect. The new version allows for pension funds to invest ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...
    • 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 ...