• Extreme quantile inference 

      Buitendag, Sven (Stellenbosch : Stellenbosch University, 2020-03)
      ENGLISH SUMMARY : A novel approach to performing extreme quantile inference is proposed by applying ridge regression and the saddlepoint approximation to results in extreme value theory. To this end, ridge regression is ...
    • Classifying yield spread movements in sparse data through triplots 

      Van der Merwe, Carel Johannes (Stellenbosch : Stellenbosch University, 2020-03)
      ENGLISH SUMMARY : In many developing countries, including South Africa, all data that are required to calculate the fair values of financial instruments are not always readily available. Additionally, in some instances, ...