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Price and Volumes Reaction to Annual Earnings Announcement: A Case of the Nairobi Securities Exchange
(2013-02)
Modern corporate organizations listed in the security markets periodically communicate their financial
performance to stakeholders through earnings announcements. Efficient markets immediately absorb and reflect
the new ...
Efficiency Evaluation When Modelling Nairobi Security Exchange Data Using Bilinear and Bilinear-Garch (Bl-Garch) Models
(2012-06)
In this paper, the weekly returns of the Nairobi Securities Market (NSE) are modelled using bilinear models and
the bilinear-GARCH models so as to determine the most efficient and adequate model for forecasting of ...
Volatility Modelling of the Nairobi Securities Exchang
(2012-03)
In this paper we identify the most efficient ARCH-type model that can be applied to the Nairobi stock exchange
data for forecasting and prediction of volatility which in turn is important in pricing financial derivative ...
PLS Generalized Linear Regression and Kernel Multilogit Algorithm (KMA) for Microarray Data Classification Problem
(2020)
This study involves the implentation of the extensions of the partial least squares generalized linear regression (PLSGLR) by combining it with logistic regression and linear discriminant analysis, to get a partial least ...
Singular Spectrum Analysis: An Application to Kenya’s Industrial Inputs Price Index
(Springer, 2022-01)
Time series modelling and forecasting techniques serve as gauging tools to understand the time-related properties of a given time series and its future course. Most financial and economic time series data do not meet the ...
Singular Spectrum Analysis: An Application to Kenya’s Industrial Inputs Price Index
(EJ-MATH, European Journal of Mathematics and Statistics, 2021)
Abstract —Time series modeling and forecasting techniques serve as gauging tools to understand the time-related properties of a given time series and its future course. Most financial and economic time series ...
Forecasting Commodity Price Index of Food and Beverages in Kenya Using Seasonal Autoregressive Integrated Moving Average (SARIMA) Models
(EJ-MATH, European Journal of Mathematics and Statistics, 2021)
Price stability is the primary monetary policy objective in any economy since it
protects the interests of both consumers and producers. As a result, forecasting is a common
practice and a vital aspect of monetary ...
Application of Response Surface Methodology in Optimization of the Yields of Common Bean (Phaseolus vulgaris L.) Using Animal Manures
(Science and Education Publishing, 2020-07)
The objective of design and analysis of experiments is to optimize a response variable which is
influenced by several independent variables. In agriculture, many statistical studies have focused on investigating the
effect ...
A likelihood ratio test for correlated paired multivariate samples
(Chilean Statistical Society, 2020-04)
Many laboratory experiments in the fields of biological sciences usually involve two main
groups say the healthy and infected subjects. In one of these kind of experiments, each
specimen from each group can be divided ...
PLS Generalized Linear Regression and Kernel Multilogit Algorithm (KMA) for Microarray Data Classification Problem
(Revista Colombiana de Estadística - Applied Statistics, 2020)
This study involves the implentation of the extensions of the partial least
squares generalized linear regression (PLSGLR) by combining it with logistic
regression and linear discriminant analysis, to get a partial least ...