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ISSN
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Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions
(Articles)
Cyprian Ondieki Omari
,
Shalyne Gathoni Nyambura
,
Joan Martha Wairimu Mwangi
Journal of Mathematical Finance
Vol.8 No.1
,February 26, 2018
DOI:
10.4236/jmf.2018.81012
4,366
Downloads
19,026
Views
Citations
Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
(Articles)
Anthony Ngunyi
,
Simon Mundia
,
Cyprian Omari
Journal of Mathematical Finance
Vol.9 No.4
,October 17, 2019
DOI:
10.4236/jmf.2019.94030
1,323
Downloads
3,417
Views
Citations
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
(Articles)
Cyprian Omari
,
Simon Mundia
,
Immaculate Ngina
Journal of Mathematical Finance
Vol.10 No.4
,October 22, 2020
DOI:
10.4236/jmf.2020.104034
1,224
Downloads
3,348
Views
Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies
(Articles)
Cyprian Omari
,
Anthony Ngunyi
Journal of Mathematical Finance
Vol.11 No.3
,August 5, 2021
DOI:
10.4236/jmf.2021.113025
258
Downloads
1,215
Views
Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony W. Gichuhi
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82029
1,174
Downloads
2,502
Views
Citations
Using Sorghum Stalk as a Partial Replacement of Lime in the Stabilization of Red Clay Soil for Road Sub-Grade Construction
(Articles)
Joel Kimarai
Engineering
Vol.15 No.6
,June 12, 2023
DOI:
10.4236/eng.2023.156029
84
Downloads
358
Views
Citations
Transient Thermal Modeling in Laser Welding of Metallic/Nonmetallic Joints Using
SolidWorks
®
Software
(Articles)
Fredrick Madaraka Mwema
International Journal of Nonferrous Metallurgy
Vol.6 No.1
,January 31, 2017
DOI:
10.4236/ijnm.2017.61001
2,163
Downloads
3,808
Views
Citations
Effect of Boiling and Cooling of Geothermal Fluids on Precipitation of Secondary Minerals: A Case Study of Olkaria Fields, Kenya
(Articles)
Emmanuel Onesimo Duku
,
Benson G. Ongarora
,
Paul Tanui
Journal of Geoscience and Environment Protection
Vol.10 No.9
,September 30, 2022
DOI:
10.4236/gep.2022.109015
147
Downloads
855
Views
Citations
Towards Kikamba Computational Grammar
(Articles)
Benson Kituku
,
Wanjiku Nganga
,
Lawrence Muchemi
Journal of Data Analysis and Information Processing
Vol.7 No.4
,October 22, 2019
DOI:
10.4236/jdaip.2019.74015
677
Downloads
3,552
Views
Citations
Modelling Dependence of Cryptocurrencies Using Copula Garch
(Articles)
Eric M. Kimani
,
Anthony Ngunyi
,
Joseph K. Mungatu
Journal of Mathematical Finance
Vol.13 No.3
,August 24, 2023
DOI:
10.4236/jmf.2023.133020
105
Downloads
469
Views
Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.7 No.4
,November 2, 2017
DOI:
10.4236/jmf.2017.74045
1,401
Downloads
4,914
Views
Citations
Assessment of Ground Water Dynamics and Potential Zones in Urban Areas: A Case Study of Voi Town, Kenya
(Articles)
Mark Boitt
Journal of Geoscience and Environment Protection
Vol.11 No.10
,October 17, 2023
DOI:
10.4236/gep.2023.1110004
122
Downloads
456
Views
Citations
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Open Journal of Statistics
Vol.12 No.5
,October 10, 2022
DOI:
10.4236/ojs.2022.125033
93
Downloads
410
Views
Citations
This article belongs to the Special Issue on
Applied Statistics
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Journal of Mathematical Finance
Vol.13 No.1
,February 21, 2023
DOI:
10.4236/jmf.2023.131006
119
Downloads
541
Views
Citations
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Journal of Mathematical Finance
Vol.13 No.4
,November 7, 2023
DOI:
10.4236/jmf.2023.134027
121
Downloads
480
Views
Citations
Predicting Wavelet-Transformed Stock Prices Using a Vanishing Gradient Resilient Optimized Gated Recurrent Unit with a Time Lag
(Articles)
Luyandza Sindi Mamba
,
Antony Ngunyi
,
Lawrence Nderu
Journal of Data Analysis and Information Processing
Vol.11 No.1
,February 8, 2023
DOI:
10.4236/jdaip.2023.111004
117
Downloads
803
Views
Citations
Modelling of the Abundance of Malaria Mosquitoes Using Poisson Mixed Model
(Articles)
Edwin Moyo
,
Chipego Munachoonga
,
Dennis Lubumbe
,
Alick Banda
,
Antony Ngunyi
,
Stanley Jere
Journal of Applied Mathematics and Physics
Vol.7 No.10
,October 28, 2019
DOI:
10.4236/jamp.2019.710169
659
Downloads
1,223
Views
Citations
Photo-Thermal Induced Optical Scattering Modulation Sensor for Malaria Diagnosis
(Articles)
Daniel Maitethia Memeu
,
Merenga Abdallah Sarroney
,
Ciira Maina
Open Journal of Biophysics
Vol.8 No.4
,September 13, 2018
DOI:
10.4236/ojbiphy.2018.84014
913
Downloads
1,892
Views
Citations
Unsteady Viscous Dissipative Flow of Salty Water in the Presence of a Magnetic Field in a Semi-Infinite Porous Medium
(Articles)
Ronald Nyabuto
,
Rogers Omboga Amenya
,
Jeconniah Abonyo Okelo
Journal of Applied Mathematics and Physics
Vol.9 No.5
,May 19, 2021
DOI:
10.4236/jamp.2021.95063
196
Downloads
583
Views
Citations
Design and Development of Wind-Solar Hybrid Power System with Compressed Air Energy Storage for Voltage and Frequency Regulations
(Articles)
Banet Masenga
,
Jean Byiringiro
,
Charles Kagiri
,
Edwell Tafara
,
Daniel Ngoma
,
Gnoumou Aristid
Journal of Power and Energy Engineering
Vol.11 No.2
,February 27, 2023
DOI:
10.4236/jpee.2023.112001
156
Downloads
744
Views
Citations
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