Statistics and Actuarial Science
Welcome to Stellenbosch University

Seminar series of the Department

2017(No2)

SEMINAR PROGRAMME: SECOND SEMESTER 2017

21 July

Allan Clark (Department of Statistical Sciences, UCT)

Bayesian species richness and occupancy models

4 August

Charl Pretorius (Nedbank, Johannesburg)

Bootstrap confidence bounds: a new construction method based on sample splitting


18 August

Nicolas Dierick (Department of Financial Economics, Ghent University, Belguim)

Financial attention and the disposition effect

1 September            

Simon du Plooy (Corion Capital, Cape Town)

Portfolio risk decomposition

15 September 

Etienne Pienaar (Department of Statistical Sciences, UCT and MenteNova Risk Solutions)

Likelihood inference for non-linear jump diffusions with state-dependent intensity with applications to risk management

29 September

Michael Greenacre (Universitat Pompeu Fabra, Barcelona, Spain)

Selection of ratios in compositional data analysis

6 October

David Hofmeyr (Department of Statistics and Actuarial Science, SU)

Finding optimal linear cluster separators using projection pursuit. Some theory, methodology, and an R package

20 October

August Carstens and Carl du Toit (Capitec, Stellenbosch)

- Demystifying data science in practice

- A machine learning application in business intelligence

 

Lectures start at 13:00 and are held in room 2048 of the Van der Sterr Building, c/o Victoria and Bosman streets, Stellenbosch.

Enquires:          Danie Uys

Telephone:       021 808 3879

Fax:                    021 808 3830

e-mail:              dwu@sun.ac.za

 

 

Archive of Seminar Series

 

 2017(No1)

SEMINAR PROGRAMME: FIRST SEMESTER 2017

10  February 

Linke Potgieter (Department of Logistics, SU)

An overview of insect population based and agent based simulation models developed for decision support in pest management in sugarcane

24 February

Mari van Reenen (Centre for Human Metabolomics, Statistics and Bioinformatics, NWU)

Variable selection and classification in the presence of observations below the detection limit

10 March

Warren Brettenny (Department of Statistics, NMMU)

Parametric and nonparametric approaches to efficiency analysis using examples from South Africa

24 March

Hannes van Rensburg (Dynamo Analytics, Stellenbosch)

With the rise of the machine, is there room for actuaries and statisticians?

7 April

Ian de Beer (zenAptix, Stellenbosch)

Dealing with time and place: spatio-temporal analytics and big data

21 April

Sugnet Lubbe (Department of Statistics and Actuarial Science, SU)

Functional data analysis: an application to pneumonia in infants

5 May

Retha Luus (Department of Statistics and Population Studies, UWC)

Statistical inference of the multiple regression analysis of complex survey data

 

2016(No1)

                                          SEMINAR PROGRAMME: FIRST SEMESTER 2016

5 February

Victoria Goodall (Department of Statistics, NMMU)

Application and extensions of hidden Markov models to animal movement data

26 February

Jaco Visagie (Department of Statistics, UP)

On the interchangeability of barrier option pricing models

11 March

Frans Koning (Department of Mathematical Statistics and Actuarial Science, UFS)

Long term care, the South African outlook, pricing and viability

8 April

Riette Nel (Department of Biostatistics, UFS)

Inter-professional team, ethics and biostatisticians

22 April

Erin Bromley-Gans (UTi, Port Elizabeth)

Demand forecasting for inventory planning

6 May

Soon Nel (School of Accountancy, SU)

Market-based valuations

 

2016(No2)

                                    SEMINAR PROGRAMME: SECOND SEMESTER 2016

29  July              

Neil Watson (Department of Statistical Sciences, UCT)

Performance analysis in rugby union - validation study of previous key performance indicators

12 August

Carl du Toit and August Carstens (Capitec, Stellenbosch)

Application of statistical models and techniques at Capitec bank

26 August

Julia Keddie (BSG, Johannesburg)

Application of data science in business consulting

16 September

Johané Nienkemper-Swanepoel (Department of Genetics, SU)

Visualisations of multiple imputations using generalised orthogonal Procrustes analysis

30 September

Carel van der Merwe (Department of Statistics and Actuarial Science, SU)

A fair valuation framework for IFRS 13 within the context of sparse data

14 October

Margaret de Villiers (Department of Statistics and Actuarial Science, SU)

Predicting tomato crop yield from weather data using statistical learning techniques

 

2015(No1)

                                   SEMINAR PROGRAMME: FIRST SEMESTER 2015

6  February       

Warren Brown (School of Business and Finance, UWC)

Investment portfolio transition management: The smoke and mirrors to profits

20 February

Jan Beirlant (Department of Mathematics and LStat, KULeuven, Belgium)

Extreme value statistics for truncated Pareto-type distributions

6 March

JD van Heerden (Department of Statistics and Actuarial Science, SU) The effect of adding a liquidity-related risk factor to the Fama and French four-factor model: The case for South Africa
20 March

Johan de Kock (Libfin, Liberty Life, Claremont)

Liquidity models for funds

24 April

Stephen Burgess (Department of Statistics and Actuarial Science, SU)

Lapse experience in the life insurance industry

 

2015(No2)

                                    SEMINAR PROGRAMME: SECOND SEMESTER 2015

31 July

Nelmarie Louw (Department of Statistics and Actuarial Science, SU)

Dimension reduction in Multi-label problems where there are more variables than data cases

14 August

Lidia Auret (Department of Process Engineering, SU)

Unsupervised machine learning methods for process monitoring

21 August

Renier van Rooyen (Department of Statistics and Actuarial Science, SU)

Compounding a class of Rayleigh distributions: an objective Bayesian approach

28 August

Marieta van der Rijst (Agricultural Research Council, Stellenbosch)

Characterisation of product profile by considering the relation between different sets of variables in multi-block data - an application to SA Rooibos and Honeybush tea

18 September

Bruce Watson (Department of Information Science, SU)

Lattice techniques in pattern matching algorithms

2 October

Marena Manley (Department of Food Science, SU)

Non-destructive characterisation of cereal grains with near infrared (NIR) hyperspectral imaging and principal component analysis (PCA)

16 October

Stephan van der Westhuizen (Compuscan, Stellenbosch)

Statistics at the Credit Bureau - a data analyst's viewpoint

17 November     

Gregory Levitin (The Israel Electric Corporation, Haifa, Israel)

Merging game theory and risk analysis in  optimal defense of complex stochastic systems

 

2014(No1)

                                    SEMINAR PROGRAMME: FIRST SEMESTER 2014

14 February

Hendri Uys (Department of Statistics and Actuarial Science, Stellenbosch)

Statistical methods for opponent modelling in simplified poker

28 February

Jef Teugels (Katholieke Universiteit, Leuven)

Change point methods in extreme value analysis

14 March

Michael McCaul  (Biostatistics unit, Stellenbosch)

Pre-hospital versus in-hospital thrombolysis for ST-elevation myocardial infarction: A Cochrane systematic review and meta-analysis

28 March

Jürgen Möller (Quantivation, Durbanville)

An overview of big data and analytics

11 April

Vince Micali (Eskom, Johannesburg)

Application of statistical sciences in electrical utilities

25 April

Hugo Fourie (Stellenbosch)

The auction process within a normalised distribution world

9 May

Roelof Coetzer (SASOL, Johannesburg)

The analysis of compositional data

 

 

 

2014(No2)

​ ​SEMINAR PROGRAMME: SECOND SEMESTER 2014
1 August

Nico Katzke (Department of Economics, Stellenbosch University)

Multivariate volatility modeling

15 August

Sarel Steel (Department of Statistics and Actuarial Science, Stellenbosch University)

Multi-label classification

29 August

Daniël van Zyl (Sanlam, Bellville)

Latest trends in the South African retirement industry, results from the 2014 Sanlam benchmark survey

19 September

Dan Jacobson (Institute for Wine Biotechnology, Stellenbosch University) PCA-GSA and strolling through a (random) forest. Creative solutions to statistical challenges in omics datasets
3 October

Alex Welte (SACEMA, Stellenbosch)

Estimating chronic disease incidence. Dynamics or statistics?

24 October

Edward Alant (GRS Actuarial Consulting, Stellenbosch)

A statistical method to predict the highest school grade of a learner in South Africa

 

2013(No1)

                                      SEMINAR PROGRAMME: FIRST SEMESTER 2013
15 February   

Delson Chikobvu (Department of Statistics, University of the Free State)

Application of Bayesian statistics in process capability indices

1 March

Lucette van Niekerk (Paul Roos Gimnasium, Stellenbosch)

'n Oorsig van Wiskunde en Statistiek onderrig op skoolvlak

15 March

Manie Geyer (Centre for Regional and Urban Innovation and Statistical Exploration, Department of Geography and Environmental Studies, SU)

Trends in South African metropolitan morphology

12 April

Zurab Janelidze (Department of Mathematics, SU)

Mathematics today: form and function

26 April

Francois van Graan (School of Computer Science, Statistics and Mathematics, North-West University)

Application of copulas in time series analysis

10 May

Janette Larney (Centre for Business Mathematics and Informatics, North- West University)

Market consistent models for valuing investment guarantees: the case of implied volatility

 

 2013(No2)                                          

SEMINAR PROGRAMME: SECOND SEMESTER 2013
2 August

Johan Hugo (Department of Statistics, NMMU)

Bayesian tolerance intervals for the univariate normal model

16 August

Wesley Pretorius (Old Mutual, Cape Town)

Non-parametric regression modelling of in situ fCO2 in the Southern ocean

30 August

Micheal von Maltitz (Department of Mathematical Statistics and Actuarial Science, University of the Free State)

The implementation and testing of a robust model for sequential regression multiple imputation

20 September

Stéfan van der Walt (Department of Electrical and Electronic Engineering, University of Stellenbosch)

A random walk in image processing

27 September

Michael Greenacre (Universitat Pomeu Fabra, Barcelona)

Effect sizes and tests of significance in unconstrained and constrained biplots

4 October

Inger Fabro-Rotelli (Department of Statistics, University of Pretoria)

Statistical Image Processing

18 October

Derrick Roper (Novare Asset Management)

Title to be announced

1 November

SASA Western Cape Chapter lectures:

Peter McCullagh (Department of Statistics, University of Chicago)

Statistical issues in specific scientific applications

Part A: Phonemic diversity and the "Out of Africa" hypothesis Part B: Allergy prevalence and environmental biodiversity Bradley Jones (SAS Institute, Raleigh)

Tailor-made design of experiments using SAS JMP

 

2012(No1)

SEMINAR PROGRAMME: FIRST SEMESTER 2012

17 February  

Makarand Ratnaparkhi (Department of Mathematics and Statistics, Wright State University, Dayton, Ohio)

Certain  properties of weighted lognormal distributions and related applications in statistical inference

2 March

James Allison (School of Computer Science, Statistics and Mathematics,  North-West University)

On the joint distribution of the ranks associated with bivariate data with application to the empirical copula estimator

16 March

Lizanne Raubenheimer (Department of Statistics, Rhodes University)

Bayesian estimation for linear functions of Poisson rates

30 March

Roelof Coetzer (SASOL)

Design and analysis of mixture experiments: physical and computer experiments

20 April

Monique Zaahl (Department of Genetics, Stellenbosch University)

Statistics in biology: challenges and opportunities

11 May

Chris Muller (Department of Statistics and Actuarial Science, SU)

Bayesian multi-state modelling

 

                                                       SEMINAR PROGRAMME: FIRST SEMESTER 2011
11 February

Tchilabalo Kpanzou (Department of Statistics, Stellenbosch University)

Semi-parametric estimation of inequality measures

25  February  

Howard Gabriels (The Statistics Council, Pretoria)

Towards the National Statistical System: The role of official statistics in South Africa

11 March        

Justin Harvey (Centre for Statistical Consultation, Stellenbosch University)

Bayesian confidence intervals for the mean of a lognormal distribution: A comparison with the MOVER and generalized confidence interval procedures

1 April

Sonali Das (Logistics and Quantitative Methods, CSIR, Pretoria)

Investigating structural breaks in groundwater level from Limpopo WMA

15 April

Nic Labadorios (Sentigol, Brackenfell)

Using statistics to fight corruption: A discussion forum

6 May

Frederik Scholtz (Department of Physics, Stellenbosch University)

Noncommutative statistics

 

SEMINAR PROGRAMME: SECOND SEMESTER 2011

29 July

Carel van der Merwe (Ernst & Young, Johannesburg)

Calculation aspects of the European rebalanced basket option using Monte Carlo methods

12 August

Mohammad Arashi (Shahrood University of Technology, Shahrood, Iran)

Bayesian statistical inference in elliptical models

26 August

Theo Pepler (Department of Genetics, Stellenbosch University)

Common principal components

16 September

Tiaan van der Merwe (SPSS South Africa, Tokai)

Predictive analytics: Real world applications

30 September

Gavin Miller (Department of Social Development, Provincial Government of the Western Cape)

The use and abuse of statistics in decision making

14 October

Davy Corubolo (Department of Statistics and Actuarial Sciences, Stellenbosch University)

Financial crisis – cause and effects

 

2010(No1)

SEMINAR PROGRAMME: FIRST SEMESTER 2010

5 February

Jef Teugels (Department of Mathematics, Katholieke Universiteit Leuven)

Change point methods in extreme value analysis

19 February

Eugene Visagie (Novare Holdings, Bellville)

Africa as an investment destination and its unique risks

5 March

Schalk Human (Department of Statistics, Pretoria University)

Nonparametric  Shewhart-type control charts with runs-rules

26 March

Martin Kidd (Centre for Statistical Consultation, Stellenbosch University)

Analysis of Likert scale data:  A new proposed ordinal discreet distribution

16 April

Gunther Jager (Department of Statistics, Rhodes University)

Prediction of secondary structure of proteins

23 April

Robert Schall (Department of Statistics, Free State University)

Parametric and nonparametric characterization of QT prolongation

 

2010(No2)

                              SEMINAR PROGRAMME: SECOND SEMESTER 2010

30 July

Stephen Reid (Department of Statistics and Actuarial Science, Stellenbosch University)

LICSA: Leading indicators of currency crises in South Africa: A comparison of three machine learning techniques

13 August

Barry Green (AIMS, Muizenberg)

On the African Institute for Mathematical Sciences and the opportunities it offers

27 August       

JD van Heerden (Department of Statistics and Actuarial Science, Stellenbosch University)

The relationship between cross-sectional volatility, tracking error and active positions: The case for South Africa

17 September    

Mark Freed (CoZero, Johannesburg)

The price of carbon

8 October

Retha Luus (Department of Statistics and Actuarial Science, Stellenbosch University)

Confidence intervals for welfare indices under complex sampling

22 October

Ivona Contardo (Department of Statistics and Actuarial Science, Stellenbosch University)

Designing Phase I control charts

 

2009(No1)

SEMINAR PROGRAMME: FIRST SEMESTER 2009

13 February

Machiel Kruger (Centre for Business Mathematics and Informatics, North-West University)

Calculating economic capital for low default portfolios

27 February

Delia North (Statistics Department, University of KwaZulu-Natal)

Optimizing the probability that the new breed of students will understand the concept of probability

13 March

Anthony la Grange (Department of Statistics and Actuarial Science, Stellenbosch University)

New-look biplot axes and software to construct them

27 March

Samuel Manda (Medical Research Council, Pretoria)

A Bayesian survival model using weighted observations from non-proportionally sampled strata

17 April

Kevin Kotze ( Economics Department, Stellenbosch University)

Formulating a macro econometric model for the South African economy

8 May

Tom Berning (Department of Statistics and Actuarial Science, Stellenbosch University)

An empirical Bayes estimate of the extreme value index in an ANOVA setting

 

2009(No2)

                                  SEMINAR PROGRAMME: SECOND SEMESTER 2009

31 July

Olapade Kehinde (Department of Mathematics, Obafemi Awolowo University, Ile-Ife, Nigeria)

On generalizations and characterizations of the logistic distribution and their applications

14 August

Yuri Goegebeur (Department of Mathematics and Computer Science, University of Southern Denmark, Odense, Denmark)

Kernel estimators for the second order parameter in extreme value statistics

4 September          

Cay van der Merwe (Information Management, Central University of Technology, Free State)

The statistician in higher education institutional research

18 September

Stan du Plessis (Department of Economics, Stellenbosch University)

A wavelet analysis of South African macroeconomic time series

2 October

Vincent Micali (Corporate Services Division, Eskom)

Sequential random sampling for corona and hot-spot detection on transmission lines

16 October

Wickes Robbertse (Department of Statistics, Johannesburg University)

On the estimation of the Hurst exponent in long-memory time series