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 |
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
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 |
| 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 regression analysis of complex survey data |
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2016(No1)
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)
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)
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)
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)
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 |
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2014(No2)
| 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)
| 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)
| 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)
| 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 |
2011(No1)
| 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 |
2011(No2)
| 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)
| 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)
| 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)
| 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)
| 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 |
