Allan E. Clark
Office: PD Hahn 5.50
Tel: +27 21 650 3228
- Ecological applications of statistics
- Bayesian methods
- Extreme value theory
Position: Senior Lecturer
- STA1006S – Statistics for Mathematical Disciplines
- STA2005S – Linear Models
- STA3041F – Markov Processes and Time Series
- STA3043F – Bayesian methods section
- 2004: M.Sc. by Dissertation in Statistics (Awarded with distinction), Model Selection - Regression and Time Series Applications, University of Cape Town, South Africa.
- 2001: B.Bus.Sc (Majored in Finance and Statistics), University of Cape Town, South Africa.
- Time Series Analysis (3rd year Statistics)- (since 2003)
- Regression Analysis (2nd year Statistics)- (2005-2009)
- 1st year Statistics
- Bayesian Analysis (3rd year Statistics) - (2002)
- Clark, A.E, Durbach, I.N and Hofmeyr J.H. A Bayesian Model for Detecting Changes in Purchase Probabilities over Time. Management Dynamics. (to appear 2014)
- Haines, L. M. & Clark, A. E. (2014). The construction of optimal designs for dose-escalation studies. Statistics and Computing 24(1), 101-109. (available online since 2012)
- Clark, A.E. & Troskie, C.G. (2008). Time Series and Model Selection. Communications in Statistics - Simulation and Computation. 374, 779-784.
- Howard, J., Jarre, A., Clark, A.E. & Moloney, C.L. (2007). Application of the sequential t-test algorithm for analysing regime shifts to the Southern Benguela ecosystem. African Journal of Marine Science 29(3), 437-451.
- Clark, A.E. & Troskie C.G. (2006). Stability Modelling of South African Stock Returns. African Finance Journal. Volume 8, Number 2, 67-78.
- Clark, A.E. and Daniel, T.-J. (2006). Forecasting the South African house prices. Investment Analysts Journal. Number 64, 27-33.
- Clark, A.E. & Troskie, C.G. (2006). Regression and ICOMP - A Simulation Study. Communications in Statistics - Simulation and Computation. Volume 35, Issue number 3, 591-603.
- Clark, A.E. & Troskie, C.G. (2006). Ridge Regression - A Simulation Study. Communications in Statistics - Simulation and Computation. Volume 35, Issue number 3, 605-619.
- Cronje, F. 2013. Currently working on Convolutional neural networks. (MSc)
- Mazviona, B. 2012. Volatility forecasting using double-Markov Switching GARCH models under skewed Student-t distribution - MPhil in Financial Mathematics.
- Zwane, S. 2010. Accurate Estimation of Risk when constructing efficient portfolios for the Capital Asset Pricing Model. - MSc in Financial Mathematics.
- Oyenubi, A. 2010. Information theoretic measure of complexity and stock market analysis: Using the JSE as a case study. - MPhil in Financial Mathematics.
- Xotyeni, Z. 2010. An empirical study on risk-return portfolio modelling. - Awarded MPhil in Financial Mathematics.
- Mvubu, T. 2010. Portfolio construction using robust weight functions.” - Awarded MPhil in Financial Mathematics.
- Gilbert, E. 2008. “Risk-Return Portfolio Modelling. - Awarded MSc in Financial Mathematics with distinction.
- Steyn, D. 2008. Portfolio construction using index regression models. - Awarded MSc in Financial Mathematics.
- Howard, J. 2007. Application of the sequential t-test algorithm for analysing regime shifts in the Southern Benguela ecosystem. - Awarded MSc with distinction