Search Results - person:"Mashele, Hopolang P."

Assessment of model risk due to the use of an inappropriate parameter estimator

Seitshiro, Modisane B.; Mashele, Hopolang P. - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-20

The purpose of this study is to assess model risk with respect to parameter estimation for a simple binary logistic regression model applied as a predictive model. The assessment is done by comparing the effectiveness of eleven different parameter estimation methods. The results from the...

Persistent link: https://www.econbiz.de/10012657559

Assessment of model risk due to the use of an inappropriate parameter estimator

Seitshiro, Modisane B.; Mashele, Hopolang P. - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012149200

Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model

Maboulou, Alma P. Bimbabou; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 3, pp. 273-285

Persistent link: https://www.econbiz.de/10011438513

Prediction of stock price movement using continuous time models

Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191

Persistent link: https://www.econbiz.de/10011398992

Assessing the risks of trading strategies using acceptability indices

Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 3 (2013) 4, pp. 465-475

Persistent link: https://www.econbiz.de/10010240790