Kevin Kotzé

I'm an Associate Professor within the School of Economics at the University of Cape Town. My main research interests focus on developmental macroeconomics, econometric modelling and data science applications. Prior to returning to academia, I was an executive director of two large fund management companies, in South Africa and the Channel Isles, and have also held the position of chief technology officer at a prominent data science company. Several aspects of my research have been implemented at policy-making institutions and I continue to provide consulting services to Government departments, central banks, parastatels and multinational corporate enterprises. The National Research Foundation in South Africa has accredited me with an established researcher rating.

Education

lBCom, BCom(Hons), MCom, PhD [Stellenbosch]

Computing Skills

• R, Matlab, Python, Julia, C++, Cuda, Latex, JavaScript, Html, CSS, Yaml

Research interests

• Econometric modelling
• Time Series Analysis
• Machine learning
• Deep learning
• Bayesian statistics
• Macroeconometric modelling
• Financial economics
• Asset pricing

Courses taughth

• Advanced Macroeconomic Theory (PhD & Masters)
• Macroeconomic Modelling in African Countries (PhD & Masters)
• Time Series Analysis (PhD & Masters)
• Advanced Econometrics (Masters)
• International Finance (PhD & Masters)
• International Finance (Honours)
• Macroeconomic Modelling in Developing Countries (Short Course)
• Data Science for Economists (Short Course)

Administrative responsibilities

• Convenor of MPhil (Financial Mathematics) 2011, 2012
• Convenor of Macroeconomic Modelling in Developing Countries (Short Course)
• Convenor of Data Science for Economists (Short Course)

Thesis Supervision

• 4 PhD students (2 completed, 1 about to submit and 1 in progress)
• 15 Masters students (all completed)