Statistics and Actuarial Science
Welcome to Stellenbosch University

Departmental seminar series

​​​​​
​​​First semester of 2024 



SEMINAR PROGRAMME: FIRST SEMESTER 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)



SEMINAR PROGRAMME: SECOND SEMESTER 2023

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)


SEMINAR PROGRAMME: FIRST SEMESTER 2023 ​


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)


SEMINAR PROGRAMME: SECOND SEMESTER 2022 ​


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)


SEMINAR PROGRAMME: FIRST SEMESTER 2022 ​


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)


SEMINAR PROGRAMME: SECOND SEMESTER 2021 ​


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)


SEMINAR PROGRAMME: FIRST SEMESTER 2021 ​


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)


SEMINAR PROGRAMME: SECOND SEMESTER 2020


31 July

​Adriaan van Niekerk (Centre for Geographical Analysis, SU)

The use of machine learning for making sense of satellite imagery


14 August

Gerrit Grobler (Department of Statistics, North West University)

An empirical analysis of currency jumps based on realised hi-power variation


28 August            

Francois van der Bank (Department of Industrial Psychology, SU)

Using structural equation modelling to explain psychological mechanisms at work


11 September          

Kristian Muller-Nedebock (Department of Physics, SU)

Disorder in polymer networks

2 October
Carel van der Merwe (Department of Statistics and Actuarial Science, SU)
Classifying yiels spread movements in sparse data through tri-plots


  16 October                              Musa Malwandla (Differential Capital, Johannesburg)

                                                    Issues in consumer credit risk: from regulatory capital to economic value


2020(No1)


SEMINAR PROGRAMME: FIRST SEMESTER 2020

​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)


SEMINAR PROGRAMME: SECOND SEMESTER 2019


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)


SEMINAR PROGRAMME: FIRST SEMESTER 2019


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)


SEMINAR PROGRAMME: SECOND SEMESTER 2018


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)

SEMINAR PROGRAMME: FIRST SEMESTER 2018

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)

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

 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