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Allan Clark
 
Tel: +27 - (0)21 - 650 3228 
Email: allan[dot]clark[at]uct[dot]ac[dot]za
Room: 3.35 PDHahn north

 

 

ACADEMIC QUALIFICATIONS

    • 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. 

RESEARCH INTERESTS

    • Model Selection Techniques in Regression and Time series Analysis
    • Financial Modelling/Econometrics/Factor Modelling 

TEACHING EXPERIENCE

    • Time Series Analysis (3rd year Statistics)- (2003-2008)
    • Regression Analysis (2nd year Statistics)- (2005-2008) 
    • 1st year Statistics - (Summer School January 2003, 2004, 2007, 2008)
    • Bayesian Analysis (3rd year Statistics) - (2002) 

PUBLICATIONS

    • Clark, A.E. and Troskie, C.G. (2008). Time Series and Model Selection. Communications in Statistics - Simulation and Computation, 37 (4), pp 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 CG. (2006). Stability Modelling of South African Stock Returns. - African Finance Journal, 8 (2), pp 67-78. 
    • Clark AE, Daniel T. (2006). Forecasting the South African Property market. Investment Analysts Journal, Number 64, pp 27-33. 
    • Clark AE, Troskie CG. (2006). Regression and ICOMP - A Simulation Study. Communications in Statistics - Simulation and Computation, 35 (3), pp 591-603. 
    • Clark AE, Troskie CG. (2006). Ridge Regression - A Simulation Study. Communications in Statistics - Simulation and Computation, 35 (3), pp 605-619. 

CONFERENCE PRESENTATIONS

    • Clark A.E Regression and outlier identification. International Society for Bayesian Analysis, 9th World Meeting, Hamilton Island, Australia. (July 2008.)
    • C.G. Troskie, M.R. Khan, A.E. Clark. Robust Beta Estimation and Portfolio Construction. International Conference on Multivariate Statistical Modelling & High Dimensional Data Mining, Kayseri, Turkey. (June 2008.)
    • Clark A.E, and Troskie C.G. Time series and model selection - an information theoretic and a Bayesian approach. South African Statistical Association (SASA), November 2007.
    • Clark, A.E. Regression and Variable Selection. South African Statistical Association (SASA), November 2006. 
    • Clark, A.E., and Troskie, C.G., Ridge Regression - A Simulation Study. South African Statistical Association (SASA), November 2005. 
    • Clark, A.E., and Troskie, C.G., Volatility Modelling of South African Share Returns. South African Statistical Association (SASA), November 2004. 
    • Clark, A.E., and Troskie, C.G., Volatility Modelling of South African Share Returns. Annual Southern African Finance Association (SAFA), 21 - 23 January 2004. 

SUBMITTED ARTICLES

    • C.G. Troskie, M.R. Khan, A.E. Clark. Robust Beta Estimation and Portfolio Construction. 

WORK IN PROGRESS

  • Clark A.E. Bayesian Outlier Detection and Variable Selection.  

Last updated: 22 September 2009

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