Department of Mathematics and Actuarial Science, Kisii University, Kisii, Kenya - Articles

Maximum Likelihood Estimation of the Parameters of Exponentiated Generalized Weibull Based on Progressive Type II Censored Data (Articles)

Ibrahim Sawadogo, Leo Odongo, Ibrahim Ly

Open Journal of Statistics Vol.7 No.6，December 6, 2017

DOI: 10.4236/ojs.2017.76067 1,327 Downloads 4,288 Views Citations
Financial Time Series Modelling of Trends and Patterns in the Energy Markets (Articles)

Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki

Journal of Mathematical Finance Vol.6 No.2，May 23, 2016

DOI: 10.4236/jmf.2016.62027 3,010 Downloads 4,836 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82030 957 Downloads 2,231 Views Citations
A Hybrid Neural Network Model Based on Transfer Learning for Forecasting Forex Market (Articles)

Salum Hassan Faru, Anthony Waititu, Lawrence Nderu

Journal of Data Analysis and Information Processing Vol.11 No.2，March 30, 2023

DOI: 10.4236/jdaip.2023.112007 373 Downloads 2,197 Views Citations
A Hybrid Spatial Dependence Model Based on Radial Basis Function Neural Networks (RBFNN) and Random Forest (RF) (Articles)

Mamadou Hady Barry, Lawrence Nderu, Anthony Waititu Gichuhi

Journal of Data Analysis and Information Processing Vol.11 No.3，July 27, 2023

DOI: 10.4236/jdaip.2023.113015 182 Downloads 823 Views Citations
Spatial Heterogeneity Modeling Using Machine Learning Based on a Hybrid of Random Forest and Convolutional Neural Network (CNN) (Articles)

Amadou Kindy Barry, Anthony Waititu Gichuhi, Lawrence Nderu

Journal of Data Analysis and Information Processing Vol.12 No.3，June 13, 2024

DOI: 10.4236/jdaip.2024.123018 148 Downloads 3,319 Views Citations
Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market (Articles)

Ivivi Joseph Mwaniki

Journal of Mathematical Finance Vol.5 No.1，January 28, 2015

DOI: 10.4236/jmf.2015.51002 3,267 Downloads 4,372 Views Citations
Estimation of Conditional Weighted Expected Shortfall under Adjusted Extreme Quantile Autoregression (Articles)

Martin M. Kithinji, Peter N. Mwita, Ananda O. Kube

Journal of Mathematical Finance Vol.11 No.3，July 14, 2021

DOI: 10.4236/jmf.2021.113021 255 Downloads 966 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 1,857 Downloads 6,803 Views Citations
Solutions of Poisson-Nernst Planck Equations with Ion Interaction (Articles)

Abidha Monica Gwecho, Wang Shu, Onyango Thomas Mboya, Sudheer Khan

Applied Mathematics Vol.13 No.3，March 30, 2022

DOI: 10.4236/am.2022.133020 292 Downloads 1,760 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 145 Downloads 634 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 185 Downloads 812 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 196 Downloads 795 Views Citations
ANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.11 No.5，October 8, 2021

DOI: 10.4236/ojs.2021.115040 210 Downloads 995 Views Citations
ANN-Time Varying GARCH Model: Simulations and Application in Modelling Temperature for Weather Derivatives (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.12 No.3，June 30, 2022

DOI: 10.4236/ojs.2022.123027 280 Downloads 1,046 Views Citations
Longitudinal Survey, Nonmonotone, Nonresponse, Imputation, Nonparametric Regression (Articles)

Sarah Pyeye, Charles K. Syengo, Leo Odongo, George O. Orwa, Romanus O. Odhiambo

Open Journal of Statistics Vol.6 No.6，December 27, 2016

DOI: 10.4236/ojs.2016.66092 1,541 Downloads 2,503 Views Citations
A Modification to the Fuzzy Regression Discontinuity Model to Settings with Fuzzy Variables (Articles)

Portia Kuzivakwashe Mafukidze, Samuel Musili Mwalili, Thomas Mageto

Open Journal of Statistics Vol.12 No.5，October 26, 2022

DOI: 10.4236/ojs.2022.125040 176 Downloads 1,035 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4，October 30, 2019

DOI: 10.4236/jmf.2019.94036 990 Downloads 2,214 Views Citations
A Hybrid Approach for Predicting Probability of Default in Peer-to-Peer (P2P) Lending Platforms Using Mixture-of-Experts Neural Network (Articles)

Christopher Watitwa Makokha, Ananda Kube, Oscar Ngesa

Journal of Data Analysis and Information Processing Vol.12 No.2，April 26, 2024

DOI: 10.4236/jdaip.2024.122009 150 Downloads 540 Views Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7，July 13, 2020

DOI: 10.4236/oalib.1106488 203 Downloads 855 Views Citations

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