2 papers
stat.AP2025
A Comparative Modelling of Essential Characteristics of Volatility: Simulation and Empirical Study
Richard T. A. Samuel, Charles Chimedza, Caston Sigauke
This study utilised the dynamics of five time-varying models to estimate six essential features of financial return volatility that are relevant for robust risk management. These f…
stat.ME2021
Predicting treatment effects from observational studies using machine learning methods: A simulation study
Bevan I. Smith, Charles Chimedza
Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Trad…