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Showing 10 out of a total of 45 results for collection: Department of Statistics & Actuarial Science.
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Evaluating the Performance of BiometricIdentification Systems Using the Beta-binomial Distribution Model
Njuki, Arnold Kiura
;
Mageto, Thomas
;
Ngunyi, Anthony
(
American Journal of Applied Mathematics and Statistics
,
2022-03-15
)
Modeling Burglar Incidents Data Using Generalized and Quasi Poisson Regression Models: A Case Study of Nairobi City County, Kenya
Muchika, Isaac
;
Ngunyi, Anthony
;
Mageto, Thomas
(
2020-10
)
News Classification using Support Vector Machine to Model and Forecast Volatility
Ngunyi, Anthony
;
Kenyatta, Alpha Basweti
;
Waititu, Anthony Gichuhi
(
Journal of Statistical and Econometric Methods
,
2020-01
)
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model
Odin, Matabel
;
Aduda, Jane Akinyi
;
Omari, Cyprian Ondieki
(
Open Journal of Statistics
,
2022-10
)
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs
Matabel Odin
;
Jane Akinyi Aduda
;
Omari, Cyprian Ondieki
(
Journal of Mathematical Finance
,
2023-02
)
Multivariate and Univariate Prediction of Stock Prices using an Optimized Gated Recurrent Unit with a Time Lag Proportional to the Wavelet Approximation Coefficient
Mamba, Luyandza Sindi
;
Ngunyi, Anthony
;
Nderu, Lawrence
(
AUTHOREA
,
2022-12
)
Predicting Wavelet-Transformed Stock Prices Using a Vanishing Gradient Resilient Optimized Gated Recurrent Unit with a Time Lag
Mamba, Luyandza Sindi
;
Ngunyi, Antony
;
Nderu, Lawrence
(
Scientific Research Publishing
,
2023-02
)
Detection and Estimation of Change Point in Volatility Function of Foreign Exchange Rate Returns
Ngure, Josephine Njeri
;
Waititu, Anthony Gichuhi
;
Mundia, Simon Maina
(
International Journal of Data Science and Analysis
,
2023-04
)
Consistency of an Estimator for Change Point in Volatility of Financial Returns
Ngure, Josephine Njeri
;
Waititu, Anthony Gichuhi
;
Mundia, Simon Maina
(
Journal of Mathematics Research
,
2021-01
)
DRIVERS INFLUENCING DIGITAL CREDIT AMONG RESIDENTS OF NYERI MUNICIPALITY, KENYA
Gachuhi, Peter Wahome
;
Riro Kamau
;
Ngunyi, Anthony
(
Int Journal of Social Sciences Management and Entrepreneurship
,
2023
)
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Author
Ngunyi, Anthony (15)
Omari, Cyprian Ondieki (9)
Kiplangat, Dennis Cheruiyot (5)
Kumar, K. Satheesh (5)
Waititu, Antony Gichuhi (5)
Asokan, K. (4)
Drisya, G. V. (4)
Mwita, Peter Nyamuhanga (4)
Ogutu, Keroboto B. Z. (4)
Mageto, Thomas (3)
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Subject
Actuarial Modeling, Claim Frequency, Claim Severity, Goodness-of-Fit Tests, Maximum Likelihood Estimation (MLE), Loss Distributions (1)
Backtesting (1)
Backtesting, Copulas, Currency Exchange Rate, Dependence Modelling, GARCH-EVT-Copula Model, Portfolio Risk, Value-at-Risk (1)
Backtesting, Extreme Value Theory (EVT), Financial Risk Management (FRM), GARCH Models, Peak-Over-Threshold (POT) and Value-at-Risk (VaR) (1)
backtesting, generalized autoregressive conditionally heteroscedastic (GARCH) models, Value-at-Risk (VaR), volatility clustering, Conditional and Unconditional Coverage Tests (1)
Bayesian, remittance, household credit (1)
Bitcoin, (1)
Christchurch earthquakes Residential property insurance Disaster risk Insurance demand (1)
Copula; regular vines; C-Vine, D-Vine; currency exchange rates; tail dependence; pair-copula constructions. (1)
Cryptocurrencies (1)
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Date Issued
2018 (8)
2023 (7)
2020 (6)
2017 (5)
2014 (4)
2019 (4)
2022 (4)
2015 (3)
2016 (2)
2021 (1)
Has File(s)
Yes (45)