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An Application of Generative Adversarial Networks to One-Dimensional Value-at-Risk
Published 2024“…Much less research has been reported on applications with low dimensional distributions, where properties of GANs may be better identified and understood. One such area in finance is the use of GANs for estimating value-at-risk (VaR). …”
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Bootstrap approach for estimating seemingly unrelated regressions with varying degrees of autocorrelated disturbances
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Frequentist and bayesian estimation of parameters of linear regression model with correlated explanatory variables
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Estimating the value and economic contribution of agricultural production in the former homelands of South Africa
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Genetic stock structure and estimation of abundance of swordfish (Xiphias gladius) in South Africa
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The effect of fine particle removal on the estimation of protein degradability parameters in diary cattle
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Stable isotope values of Marion Island myctophids using otoliths from fur seal faecal samples
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Small-Sample Corrected Akaike Information Criterion: An appropriate statistical tool for ranking of adsorption isotherm models
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Exploratory investigation of extending rainfall records in the Western Cape by means of dendroclimatology
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Estimators of linear regression model with autocorrelated error terms and prediction using correlated uniform regressors
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Assessing full immunisation coverage using lot quality assurance sampling in urban and rural districts of southwest Nigeria
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Estimating leopard density in a coastal protected area of the Western Cape, South Africa
Published 2023“…I derived a density estimate of 0.18 ± 0.07 individuals per 100km2 which is lower than estimates for protected areas in the eastern and northern regions of South Africa, and lower too than other estimates obtained from the fold mountains of the Western Cape. …”
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Covariance matrix estimation methods for constrained portfolio optimization in a South African setting
Published 2014“…In order to obtain results that are realistic in the optimization, one needs then to establish covariance matrix estimators that are as good as possi- ble. …”
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Estimating the efficiency effects of farm mergers : an ex-ante application of data envelopment analysis
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Estimating carbon sequestered in the cryptosepalum forest in Mwinilunga district of North-western Province, Zambia
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HIV-1C dynamics and evolutionary trends in Botswana
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