Browsing Masters Degrees (Statistics and Actuarial Science) by Title

Now showing items 1-20 of 76

    • Advances in random forests with application to classification 

      Pretorius, Arnu (Stellenbosch : Stellenbosch University, 2016-12)
      ENGLISH SUMMARY : Since their introduction, random forests have successfully been employed in a vast array of application areas. Fairly recently, a number of algorithms that adhere to Leo Breiman’s definition of a random ...

    • An analysis of income and poverty in South Africa 

      Malherbe, Jeanine Elizabeth (Stellenbosch : University of Stellenbosch, 2007-03)
      The aim of this study is to assess the welfare of South Africa in terms of poverty and inequality. This is done using the Income and Expenditure Survey (IES) of 2000, released by Statistics South Africa, and reviewing ...

    • 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 ...

    • 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 ...

    • An application of geometric data analysis techniques to South African crime data 

      Gurr, Benjamin William (Stellenbosch : Stellenbosch University, 2016-12)
      ENGLISH SUMMARY : Due to the high levels of violent crime in South Africa, improved methods of analysis are required in order to better scrutinize these statistics. This study diverges from traditional multivariate data ...

    • 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 ...

    • Application of the moving block bootstrap method to resampled efficiency : the impact of the choice of block size 

      Retief, Jan (Stellenbosch : Stellenbosch University, 2021-12)
      ENGLISH SUMMARY : Modern Portfolio theory was first developed in the 1950’s and revolutionised the way in which financial information is used to construct portfolios. Unfortunately, the theory is limited by the sensitivity ...

    • The appropriateness of ISDA SIMM for delta risk initial margin calculations in the South African over-the-counter interest rate swap market 

      Cronje, Robert (Stellenbosch : Stellenbosch University, 2020-12)
      ENGLISH SUMMARY : This research assignment assesses the appropriateness of the calibrations in the ISDA SIMM for calculating delta risk initial margin (IM) in the current over-the-counter interest rate swap market in South ...

    • Aspects of copulas and goodness-of-fit 

      Kpanzou, Tchilabalo Abozou (Stellenbosch : Stellenbosch University, 2008-12)
      The goodness-of- t of a statistical model describes how well it ts a set of observations. Measures of goodness-of- t typically summarize the discrepancy between observed values and the values expected under the model ...

    • 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 ...

    • Aspects of some exotic options 

      Theron, Nadia (Stellenbosch : University of Stellenbosch, 2007-12)
      The use of options on various stock markets over the world has introduced a unique opportunity for investors to hedge, speculate, create synthetic financial instruments and reduce funding and other costs in their trading ...

    • Bayesian machine learning : theory and applications 

      Payne, Megan Wendy (Stellenbosch : Stellenbosch University, 2020-12)
      ENGLISH SUMMARY : Machine learning problems in general are concerned with the ability of different methods and algorithms to extract useful and interpretable information from large datasets, possibly ones which are corrupt ...

    • Binary classification trees : a comparison with popular classification methods in statistics using different software 

      Lamont, Morné Michael Connell (Stellenbosch : Stellenbosch University, 2002-12)
      ENGLISH ABSTRACT: Consider a data set with a categorical response variable and a set of explanatory variables. The response variable can have two or more categories and the explanatory variables can be numerical or ...

    • A brief introduction to basic multivariate economic statistical process control 

      Mudavanhu, Precious (Stellenbosch : Stellenbosch University, 2012-12)
      ENGLISH ABSTRACT: Statistical process control (SPC) plays a very important role in monitoring and improving industrial processes to ensure that products produced or shipped to the customer meet the required specifications. ...

    • 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 ...