Departmental seminar series
Page Content
First semester of 2023
24 February
| Jan Beirlant (KU Leuven, Belguim & Statistics and Actuarial Science, SU) Estimation of tail parameters with missing observations View Podcast here
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10 March
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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
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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 |
19 May
| Peter Ouwehand (AIFMRM, UCT) Modelling inflation and real rates when normal rates can reach the zero lower bounds
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Seminars will be linked through Microsoft TEAMS. Link available from Danie Uys. Face to face also possible in room 2058. Time of seminar is at 13:00.
Enquires: Danie Uys
Telephone: 021 808 3879
Fax: 021 808 3830
e-mail: dwu@sun.ac.za
Archive of Seminar Series
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
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12 August
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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
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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
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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
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11 March
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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
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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
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27 August
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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
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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
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26 March |
Hassan Sadiq (Department of Statistics and Actuarial Science, SU) Model based approach to inferring episodic directional selection in codon sequences
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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
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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
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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
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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
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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
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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
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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 |
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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
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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 |
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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
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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)
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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)
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| 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 |
