Strathmore Institute of Mathematical Sciences (SIMs)
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The Strathmore Institute of Mathematical Sciences(SIMs) succeeds the Centre of Applied Research in Mathematical Sciences (CARMS). It is committed to delivering high quality graduate education and research through providing a stimulating research environment and continuous support for our researchers and students. SIMS promotes and develops research and consulting in the mathematical sciences, including statistics, mathematical biology, mathematical finance and mathematics education
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SIMs Publications [33]
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Value creation in Kenyan e-businesses
(United States International University, 2008)E-businesses promise new avenues for creation of wealth. According to Amit and Zott (200 1), this value creation potential arises from the combination and exchange of resources . While research on value creation in ... -
Construction of a zero-coupon yield curve for the Nairobi Securities Exchange and its application in pricing derivatives
(Strathmore University, 2017)Yield curves are used to forecast interest rates for different products when their risk parameters are known, to calibrate no-arbitrage term structure models, and (mostly by investors) to detect whether there is arbitrage ... -
A Copula-based approach to differential gene expression analysis
(Strathmore University, 2006)Microarray technology has revolutionized genomic studies by enabling the study of differential expression of thousands of genes simultaneously. The main objective in microarray experiments is to identify a panel of genes ... -
Smooth tests of goodness of FIT for hazard Functions: an application to HIV retention data
(Strathmore University, 2017)In this study, we apply the methodology of smooth tests of goodness-of-fit to hazard functions. The smooth test formulation applied here is an extension of Neyman’s smooth test and is obtained by nesting the null hypothesis ... -
Determine the breaking point of Kenya debt an application of extreme value theory
(Strathmore University, 2017)The aim of the study is to determine the breaking point of Kenyan public debt through the use of Extreme Value Theorem (EVT). EVT focuses on the tail end of distributions to be able to identify maxima and minima points. ... -
Developing pediatric prognostic model using finite mixture models
(Strathmore University, 2017)Background: World Health Organization (WHO) guidelines recommend early identification of patients who have emergency features for early medical intervention with the aim of reducing child mortality and morbidity. Prognostic ... -
Modelling the structure of dependence of stock markets in BRICS & KENYA: Copula GARCH approach
(Strathmore University, 2017)Background: Dependence structure is used widely to describe relationships between risks and provides estimation of risks for risk management purposes. Modeling dependence structure of stock returns is a difficult task ... -
Predictive modelling in credit risk: a survival analysis case
(Strathmore University, 2017)Six survival analysis techniques are accessed by applying the techniques to a dataset consisting of 33,238 active credit facilities from a financial institution operating in Kenya. Namely, the Accelerated Failure Time (AFT) ... -
Portfolio optimization in the Kenyan stock market: a comparison between mean-variance optimization and threshold accepting
(Strathmore University, 2017)The Mean-Variance Optimization (MVO) model has been used in asset allocation problems since the inception of Modern Portfolio Theory in 1952. Several improvements and alternatives to MVO have been suggested and used since ... -
Modeling SME credit ratings using non-homogenous backward semi-Markovian approach
(Strathmore University, 2017)Considering the growth in SME lending in Kenya and the obvious risks it posses to the banking sector, we establish a credit risk model that is responsive to the jumps in the economy. This is based on simulation of implied ... -
Calibration of vasicek model in a hidden markov context: the case of Kenya
(Strathmore University, 2017)This dissertation calibrates the Vasicek term-structure model to the evolution of interest rate dynamics in Kenya. This is done for both a single-state and a multi-state model using state estimated under a Hidden Markov ... -
Mathematical modelling of the efficacy and toxicity of cancer chemotherapy
(Strathmore University, 2017)From available literature, there is strong evidence that the growth of tumours is to a great extent influenced by the cellular response of the immune system in addition to the therapy administered. While chemotherapy ... -
Transmission of HIV partly depends on the relative population of, In-host, wild-type versus resistant susceptible lymphocytes: a study of sexually active females
(Strathmore University, 2017)About 240 people on earth contract HIV every hour according to the American Foundation for AIDS Research. Many researchers have put in millions of man hours in the quest to identify viable targets for identification and ... -
Field evaluation of BD FACSPrest for haemoglobin and CD4 measurement
(Scientific and Academic Publishing Co., 2017)Background:Measurements of CD4 and haemoglobin are used to determine the immunological state and information about disease progression for HIV-infected patients. Use of BD FACS Presto™ point of care (POC) device for CD4 ... -
Using copulas to select prognostic genes in melanoma patients
(Life science Global, 2017)Melanoma of the skin is the fifth and seventh most commonly diagnosed carcinoma in men and women, respectively, in the USA. So far, gene signatures prognostic for overall and distant metastasis-free survival, for example, ... -
Evaluation of methods for gene selection in melanoma cell lines
(Life science Global, 2016)A major objective in microarray experiments is to identify a panel of genes that are associated with a disease outcome or trait. Many statistical methods have been proposed for gene selection within the last fifteen years. ... -
Water Filter Provision and Home-Based Filter Reinforcement Reduce Diarrhea in Kenyan HIV-Infected Adults and Their Household Members
(The American Journal of Tropical Medicine and Hygiene, 2014)Among human immunodeficiency virus (HIV) -infected adults and children in Africa, diarrheal disease remains a major cause of morbidity and mortality. We evaluated the effectiveness of provision and home-based reinforcement ... -
Application of technical analysis in trading forex; comparison of trend indicators vs oscillators
(Strathmore University, 2017)This paper tests the hypothesis that in the long term, the use of technical analysis can produce positive returns. It particularly looks at the use of two of the most commonly used types of technical analysis which are ... -
Valuing the stock price of the industrial companies listed on the Nairobi Securities Exchange using the Residual Income Model
(Strathmore University, 2017)The cross-sectional variation in stock returns due to the earnings announcement has gathered extensive research (Dimitropoulos & Asteriou, 2009) (Ball & Shivakumar, 2008) (Cohen, Dey, Lys, & Sunder, 2005) (Skinner & Sloan, ... -
The effect of non-performing loans on the financial performance of commercial banks in Kenya
(Strathmore University, 2017)This study was carried out with objective of finding out whether the commercial banks in Kenya have been impacted by the problem of non-performing loans and whether ownership has any influence on the impact of non-performing ...
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