Rene Brand
Research skills
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TechnicalEMR System: Profdoc, Data Mining
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ITInformation Systems Management, VB.Net Programming, Crystal Reports
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StatisticalGARCH/ARCH (volatility modelling, Probability Distribution Patterns (Laplace, Exponential, botzmann, Econophysics
Research interests
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InterestsElectronic Medical Records in South Africa, Statistical Mechanics, Management Information Systems, Information Technology, Health Informatics
Research experience
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Nov 2008–
Feb 2009Research: An econophysical investigation: Using the Boltzmann-distribution to determine market temperature as applied to the JSE ALSI
University Stllenbosch Business School · University Stllenbosch Business SchoolArch/Garch Econophysics Boltzmann distribution Laplace distribution Probability distribution
Education
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Jan 2002–
Mar 2009University Stellenbosch
Business Forecating, e-Commerce, Data mining, Portfolio Management · MBASouth Africa -
Jan 1992–
Dec 2000UNISA
Computer Science, Mathematics · Diploma in DatametricsSouth Africa -
Jan 1982–
Dec 1987University Stellenbosch
Physics, Applied Mathematics, Chemistry · BScSouth Africa · Stellenbosch
Other
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LanguagesAfrikaans (Home Language)
English (Home Language)
German (Additional Language)
Publications
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An econophysical investigation: Using the Boltzmann-distribution to determine market temperature as applied to the JSE ALSI
African Finance Journal, Cape Town; 01/2009
The suitability of an econophysical stock market forecasting method in comparison to an econometric forecasting method is investigated. The econophysical method is from a study by Kleinert and Chen who applied the Boltzmann distribution to stock exchange data to define market temperature. The econom... [more] The suitability of an econophysical stock market forecasting method in comparison to an econometric forecasting method is investigated. The econophysical method is from a study by Kleinert and Chen who applied the Boltzmann distribution to stock exchange data to define market temperature. The econometric method employed was the ARCH/GARCH method. Empirical data emanated from of daily closing values of the JSE ALSI and the S & P 500 index for the period 1995 through to 2008. Results of the econophysical (Boltzmann/market temperature) method compared well to results of the econometric (ARCH/GARCH) method and subject to improvements can be utilised successfully.
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An econophysical investigation: Using the Boltzmann-distribution to determine market temperature as applied to the JSE ALSI
01/2009
Degree: MBA
Supervisor: Prof. N. Biekpe
Following (5)
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Carl Smit
Dominion Trading S.R.O. -
Matthias Gruber
V-Research -
Adrian Zai
Massachusetts General Hospital -
joshua goodwin
The University of Texas at Austin
