First semester of 2024
16 February
| Jan Beirlant (Katholieke Universiteit Leuven, Belgium)
RTail Classification using Non-liniear Regression on Tail Model Plots
|
1 March
| Priyanka Nagar (Statistics and Actuarial Science, SU)
Statistics on Manifolds: An introduction to directional methods
|
15 March
| Nelson Kyakutwika (Statistics and Actuarial Science, SU)
Joint Modelling of SPX Options, VIX Options, and VIX Futures
|
12 April
| Zoe-Mae Adams (Statistics and Actuarial Science, SU)
Embedded word MCA biplots for sentiment visualisation
|
26 April
| Daniel Polakow (Statistics and Actuarial Science, SU)
Honey do I look leptokurtic in this denominator? Conditional correlations in investment portfolios, and the Gerber Statistic
|
10 May
| Alexis Levendis (Metropolitan, Cape Town)
VStatic hedging of vanilla and exotic options in a South African context
|
|
|
Seminars will be linked through Microsoft TEAMS. Link available from Danie Uys. Face to face also possible in room 2048. Time of seminar is at 13:00.
Enquires: Danie Uys
Telephone: 021 808 3879
e-mail: dwu@sun.ac.za
Archive of Seminar Series
2023(No2)
28 July
| Natalie van Zyl (Statistics and Actuarial Science, SU)
Reforming social security in SA: Is there a place for a basic income grant or NSSF?
|
11 August
| Richard Mullins (Wunderman & Thompson Data, Cape Town)
The intelligence advantage: Where creativity and data meet
|
25 August
| Stephan Britz (Statistical Sciences, UCT)
Is gcForest-CS a viable alternative to deep learning for diseased cassave leave image?
|
8 September
| Barto van der Vyfer (FNB, Johannesburg)
Credit risk with focus on credit pricing
|
29 September
| Gina Joubert (Biostatistics, UFS)
Statistics in Health Science journals, author guidelines and reviewer feedback
|
13 October
| Schalk Engelbrecht (KPMG, Johannesburg)
Virtue, democracy, and Data Science after Babel
View podcast here
|
27 October
| Lizanne Raubenheimer (Statistics, Rhodes University)
Bayesian accelerated life testing
View podcast here
|
2023(No1)
24 February
| Jan Beirlant (KU Leuven, Belguim & Statistics and Actuarial Science, SU) Estimation of tail parameters with missing observations View Podcast here
|
10 March
|
Elmarie Nel (Research Analytics, City of Cape Town)
Data-driven decision-making |
24 March |
Johan Fourie (Department of Economics, SU) Big data in history: Challenges and opportunities |
14 April
|
Wesley Pretorius (Allan Gray, Cape Town)
Monte Carlo simulations to determine the rate of work completion in an agile IT team |
5 May
| Michael Meyer (Hudsonthames, Johannesburg) Meta Labelling Architecture |
| |
2022(N0 2)
29 July
| Natalie van Zyl (Statistics and Actuarial Science) Considering a basic income grant for SA: it all depends on perspective Talk was cancelled
|
12 August
|
Nicholas Danks (Trinity College Dublin, Ireland)
Principle components, PLS components, or sum scores: from conceptual variable to statistical representation View podcast here |
26 August |
Mesias Alfeus (Statistics and Actuarial Science) Rough forward volatility structure of the crude oil futures market View podcast here |
16 September
|
Jani Pretorius (Mediclinic, Stellenbosch)
Using predictive analysis to risk adjust patient mortality View podcast here |
30 September
| Dino Michael (Deloitte & Touche, Midrand) Time-series forecasting to predict real estate demand Talk was cancelled |
14 October
| Guy Konan (Department of Statistics and Actuarial science) Journeying toward PhD studies in Mathematical Statistics View podcast here |
24 November
| Dianne Cook (Monash University, Australia)
Visually exploring local explantion to unerstand complex machine learning models
View podcast here
|
2022(No1)
25 February
| Johan Eybers (Ernest & Young, Cape Town) A spatial agent-based model of Covid-19 pandemic in South Africa View podcast here
|
11 March
|
Helgard Raubenheimer (Centre for Business Mathematics and Informatics, NWU)
Combining historical data sources in operational risk capital estimation View podcast here |
25 March |
Francois Kamper (Department of Statistics and Actuarial Science, SU) Transformer models View podcast here |
22 April
|
Gerard Heuvelink (Wageningen University & Research, The Netherlands) Machine learning in space and time for modelling soil organic carbon change View podcast here |
6 May
| Alex Backwell (AIFMRM, UCT) Short-rate modelling with expected and unexpected jumps View podcast here |
20 May Isaac Singini (Department of Statistics, UP)
Joint modelling comparing latent class joint model diagnostics from shared
parameters (random effects) model
2021(No2)
13 August
| Sven Buitendag (Capitec, Stellenbosch) Simulation-based capital adequacy assessment using extreme value theory
View podcast here
|
27 August
|
Mesias Alfeus (Department of Statistics and Actuarial Science, SU) Quantitative methods in finance: Toward a general framework for modelling roll-over risk
View podcast here |
10 September |
Simon Louw (Department of Statistics and Actuarial Science, SU) An introduction to applied ethics
View podcast here |
1 October
|
Samuel Cohen (University of Oxford, United Kingdom) Arbitrage-free neural SDE market models
View podcast here |
15 October
| Erik Schlögl (University of Technology, Sydney, Australia) Short rate dynamics: A fed funds and SOFR perspective
View podcast here |
29 October Briance Mathebula and Carlo McConney (Swiss Re, Cape Town)
The impact of Covid-19 on medical insurance business
2021(No1)
12 March
| David Rodwell (Capitec, Stellenbosch)
Categorical CVA biplots
|
26 March |
Hassan Sadiq (Department of Statistics and Actuarial Science, SU) Model based approach to inferring episodic directional selection in codon sequences
|
23 April |
Delia Sandilands (Capitec, Stellenbosch) Exploding biplots with density axes in Plotly |
14 May
| Dewald Muller (Root, Cape Town) The API economy: how Software as a Service (SaaS) is changing the insurance sector |
28 May
| Hans-Peter Bakker (Department of Statistics and Actuarial Science, SU)
Explorations in independent component analysis
|
11 June Manne Bylund and Robyn Gerghoff (Department of General Liguistics, SU)
Experimental approaches to language in the mind
2020(No2)
16 October Musa Malwandla (Differential Capital, Johannesburg)
Issues in consumer credit risk: from regulatory capital to economic value
2020(No1)
24 January
| Tim Verdonck (Department of Mathematics, University of Antwerp)
Fraud detection in Analytics |
14 February | Johane Nienkemper-Swanepoel (Department of Genetics, SU) Visualisations for multivariate missing data |
28 February
|
Ingrid van Keilegom (Research Centre for OR and Business Statistics, KU Leuven) On semiparametric modelling, estimation and inference for survival data subject to dependent censoring |
13 March
|
Zander Wessels (NMRQL Research, Stellenbosch) Machine learning applications in investment management |
2019(No2)
26 July
| Humphrey Brydon (Department of Statistics and Population Studies, UWC) Exploration of missing data imputation methods |
16 August
|
Stefan Britz (Department of Statistical Sciences, UCT) Computer vision applications: from Cedar tree counting to precision farming, GTA simulations and going ballistic(s) |
30 August
|
Rulof Burger (Department of Economics, SU) An Econometric method for estimating population parameters from non-random samples: an application in clinical case finding |
27 September
| Daan le Roux (Department of Information Science, SU) Technology use effects: current evidence and challenges |
4 October |
Ian Louw (Explore Data Science Academy, Cape Town) Water network management: a data driven appraoch
|
18 October |
Martin Coxon (Department of Statistics and Actuarial Science, SU) Identifying the utilisation trends of diabetic beneficiaries in the South African private health care sector |
|
|
|
|
2019(No1)
8 February
| Peter Filzmoser (Vienna University of Technology, Austria) Robust and sparse classification in high dimensions |
22 February |
Adriaan Rowan (Analytics consultant, Cape Town) Using and understanding non-linear predictive models |
8 March
|
Etienne Roussouw (Munich RE, Cape Town) The rapidly developing world of (re)insurance |
12 April
| Piet Maree (Discovery Health, Johannesburg) Incentives,
physical activity and absenteeism: investigating the impact of Vitality
on employee wellbeing and how an Apple Watch can prevent absenteeism |
26 April |
Mark Nasila (FNB, Johannesburg) Why Statisticians are key in harnessing the 'Fourth Industrial Revolution' |
10 May |
Loamie Kotze (Isimo Health, Cape Town) Markov modelling of disease progression in the presence of missing covariates |
|
|
|
|
2018(No2)
27 July
| Joseph Ngatchou-Wandjil (University of Lorraine, France) Testing nonstationary absolutely regular nonlinear models |
3 August |
Johan Louw (Department of Logistics, SU) Visual data analytics: your visuals providing clarity and insight or more confusion? |
24 August |
Hanjo Odendaal (Bureau for Economic Research, SU) Digital age economics: applications of statistical learning for economic indicators |
31 August
| Guus Balkema (University of Amsterdam, The Netherlands) Linear regression for heavy tails |
7 September |
Hélène Nieuwoudt (Institute for Wine Biotechnology, SU) Modelling the sensory space of varietal wines: mining of large, unstructured text data and visualisation of style patterns |
28 September |
Francois Kamper (Department of Statistics and Actuarial Science, SU) Regularised Gaussian belief propagation |
12 October
|
Rousseau Lötter (Department of Statistics and Actuarial Science, SU) Implementing smart beta: the untold story |
26 October |
Monica Matthews (Department of Statistics and Actuarial Science, SU) The South African investor: a year in review (NOT PRESENTED)
|
2018(No1)
| 16 February | Martin Coxon (Department of Statistics and Actuarial Science, SU) A decade in the regulatory orphanage - comparing the health of the medical schemes industry between 2007 and 2017 (NOT PRESENTED)
|
| 2 March | Francesca Little (Department of Statistical Sciences, UCT) A potpourri of time to event and longitudinal analyses |
16 March | Luca Steyn (Department of Statistics and Actuarial Science, SU) Extreme value-based novelty detection |
| 13 April | Rademeyer Vermaak (Fairtree Capital, Bellville) The factors of investing - smart beta and beyond |
4 May
| Jacobus Eksteen (Scoresharp, Stellenbosch) The use of psychometric data for modelling risk |
| 18 May | Pieter Botha (Department of Actuarial Science, UCT) Funding end-of-life care |
2017(No2)
| 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 |
2017(No1)
| 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 |
