Research and Publications: Recent submissions
Now showing items 601-620 of 1138
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On Local Linear Regression Estimation in Sampling Surveys
(Pushpa Publishing House, 2017)A model based survey is employed to estimate the unknown values of the survey variable, using the local linear regression approach. In particular, a local linear regression estimator in model based surveys is studied. ... -
Mathematical Model for Detecting Diabetes in the Blood
(2011)This study presents a new mathematical model for Blood Glucose Regulatory System(BGRS) which includes epinephrine as a third variable in the form, Y˙ = AY, and whose solution has been analyzed for equilibrium and stability ... -
Impedimetry and microscopy of electrosyntheticpoly(propylene thiophenoimine)-co-poly(3,4 ethylenedioxythiophene) dendritic star copolymer
(International Journal of Electrochemical Science, 2011)The electrochemical impedance spectroscopy of generation 2 poly(propylenethiophenoimine)-co-poly(3,4 ethylene dioxythiophene) dendritic star copolymer(G2PPT-co-PEDOT) film was studied in LiClO4solution. The results show ... -
Determinants of primary school access and participation rates in the pastoralist Turkana County, Kenya
(Universal Journal of Education and General Studies, 2012)The status of education in Turkana County is typical of all the ASAL counties of Kenya characterised by low enrolments levels, high dropout rates and poor infrastructural development. This study was undertaken ... -
Robust Optimal Portfolio and Bank Capital Adequacy Management
(Research India Publications, 2018)The task of jointly estimating an optimal portfolio and bank capital adequacy ratio under model uncertainties is a real and challenging problem to portfolio managers in the banking industry. In this paper, we investigate ... -
Trustee Related Determinants of Scheme Design in Occupational Defined Contribution Schemes in Kenya
(Research Journal of Finance and Accounting, 2015)This paper aims to provide an understanding of trustee related determinants of scheme design in occupational defined contribution schemes (ODCS) in Kenya. ODCS involve no promises about the size ... -
LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION
(Pushpa Publishing House, 2018)In this study we develop a Lévy process driven Ornstein-Uhlenbeck daily temperature model. The model takes into account a time dependent speed of mean reversion. It is statistically demonstrated that historical data and ... -
A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives
(2018)Weather is a key production factor in agricultural crop production but at the same time, the most significant and least controllable source of peril in agriculture. These effects of weather on agricultural crop production ... -
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices
(Scientific Research Publishing, 2018)The co-evolution and co-movement of financial time series are of utmost importance in contemporary finance, especially when considering the joint behaviour of asset price realizations. The ability to model interdependencies ... -
A Reduced Form of the Three Factor Commodity Derivative Valuation Model
(Research India Publications, 2016)This study build a reduced form of three factor valuation model by explicitly taking into account the unobservable character of the convenience yield. The spot priceprocess,theinstantaneousconvenienceyieldandCIRinterestr ... -
A Poisson-Gamma Model for Zero Inflated Rainfall Data
(Hindawi, 2018)Rainfall modeling is significant for prediction and forecasting purposes in agriculture,weather derivatives,hydrology,and risk and disaster preparedness.Normally two models are used to model the rainfall process as a chain ... -
Analyzing Expected Returns of a Stock Using The Markov Chain Model and the Capital Asset Pricing Model
(2017)The chances of success of an investor in the stock market depends heavily on the decisions he takes based on his knowledge of the behavior of the stock market. In this study, the behavior of a stock on the Nigerian stock ... -
Foreign Exchange Derivative Pricing with Stochastic Correlation
(Scientific Research Publishing, 2016)Financial markets are known to be far from deterministic but stochastic and hence time dependent correlation tends to suit the markets. We price for European Options by using three dimensional assets under stochastic ... -
ANALYSIS OF THE CONSUMERS’ SWITCHING BEHAVIOR FOR DIGITAL SET TOP BOXES IN KENYA
(DBA Africa Management Review, 2016)We determine the consumers’ selection criteria and explore the effectiveness of selected attitudinal, behavioral and demographic variables in discriminating between switchers and continuers of particular digital set ... -
Salary Determinants for Higher Institutions of Learning in Kenya
(2014)There has been a debate over the years on which category of salary determinants best predicts an employee salary, that is, whether it is organizational characteristics or individual attributes. This study adopts a hybrid ... -
Indifference Pricing of Contingent Claims on NIG L´evy Model
(2012)We develop an attractive and tractable model to describe the financial time series of stock prices observed at the Nairobi exchange market then price financial derivatives on the underlying stock. The stock price process is ... -
Crank Nicolson Approach for the Valuation of the Barrier Options
(Research India Publications, 2018)Barrier options are considered to be cheaper than the standard options as they provide lower premiums which make them to be attractive to hedgers in the financial market. In this article, the numerical procedure for the ... -
Modelling Inflation Rate Volatility in Kenya Using Arch -Type Model Family
(2016)This paper describe the empirical study based on financial time series modelling with special application to modelling inflation data for Kenya. Specifically the theory of time series is modelled and applied to the ... -
Pricing floating strike lookback put option under heston stochastic volatility
(International Research Publication House, 2017)The pricing problems of the exotic options in the finance do not have the analytic solutions under stochastic volatility and so it is difficult to calculate the option prices or at least it requires much of time to compute ... -
Determinants of Mobile Money Remittance in East Africa
(2017)Globally, remittances represent an important flow of international financial resources. In the East African trading bloc, the dynamic population movements between countries has led to widespread distribution of population ...
