Browsing Masters Degrees (Statistics and Actuarial Science) by Title
Now showing items 1-20 of 50
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Advances in random forests with application to classification
(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
(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
(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
(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
(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 ... -
Aspects of copulas and goodness-of-fit
(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
(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
(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 ... -
Binary classification trees : a comparison with popular classification methods in statistics using different software
(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
(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
(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 ... -
Comparison of methods to calculate measures of inequality based on interval data
(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
(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
(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
(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
(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. ... -
The effect of liquidity on stock returns on the JSE
(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
(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
(Stellenbosch : Stellenbosch University, 2018-12) -
Estimating measurement error in blood pressure, using structural equations modelling
(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, ...
