2 papers
q-fin.ST2025
Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
Bruno E. Holtz, Ricardo S. Ehlers, Adriano K. Suzuki +1
Financial time series often exhibit skewness and heavy tails, making it essential to use models that incorporate these characteristics to ensure greater reliability in the results.…
stat.ME2024
Ablation Studies for Novel Treatment Effect Estimation Models
Hugo Gobato Souto, Francisco Louzada
Ablation studies are essential for understanding the contribution of individual components within complex models, yet their application in nonparametric treatment effect estimation…