Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Title
Now showing items 1-20 of 587
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11-day cycle of stock prices in Kenya around profit warnings
(Strathmore University, 2020)A profit warning is a statement issued by a company in order to inform the public that the profits for a specified period will be significantly different from the expected profit levels. The Capital Markets Authority, ... -
A Bayesian hierarchical model for correlation in microarray studies
Microarrays are miniaturised biological devices consisting of molecules (e.g. DNA or protein), called \probes", that are orderly arranged at a microscopic scale onto a solid support such as a nylon membrane or a glass ... -
A copula-based approach to differential gene expression analysis
Melanoma is a major public health concern in the developed world. Melanoma research has been enhanced by the introduction of microarray technology, whose main aim is to identify genes that are associated with outcomes ... -
A Phase transition in the distribution of the length of integer partitions
We assign a uniform probability to the set consisting of partitions of a positive integer n such that the multiplicity of each summand is less than a given number d and we study the limiting distribution of the number of ... -
A smooth test of goodness-of-fit for the baseline hazard function in recurrent event models
In this paper, we formulate a smooth test of goodness-of-fit for a simple hypothesis about the baseline hazard function in recurrent-event models. The formulation is an extension of Neyman' s goodness-of-fit approach, ... -
Adverse information on social media will always send Kenyans to withdraw their money
(2016-04)In the paper “The Extent to Which Social Media Can Influence a Bank Run” Atieno,T. and Mutinda, M. (2014) provided empirical evidence that there was a huge risk of a bank run occurring in Kenya due to social media. This ... -
An Aggregate analysis of the impact factor of the index based livestock insurance pastoralists in Kenya
(Strathmore University, 2018)The purpose of this study was to quantify the effects of Index Based Livestock Insurance in Kenya on income generation and welfare enhancement of pastoral households. Index-Based insurance attracts attention as a potentially ... -
Agricultural micro-insurance in Kenya: determinants of the loss and profit experienced in insurance companies in Kenya in 2014
(Strathmore University, 2016)ABSTRACT The Kenyan agricultural production sector is faced with a lot of risks that will affect a farmer's level of income. The Kenyan insurance market offers two types of-agricultural micro insurance products, index ... -
Analysis of asset allocation and the financial performance of individual pension schemes in Kenya
(Strathmore University, 2015)Pension funds are a major source of retirement income for many people worldwide. There is an increased need to measure perfonnance of the assets held by the schemes since the growing importance of pension funds has boosted ... -
An analysis of liquidity in stock markets
(Strathmore University, 2016)The following is a study on liquidity of the va rious stocks listed on the NSE. It has defined liquidity as the ability to trade large quantities of a stock without moving the price. The study seeks to determine the most ... -
An analysis of longevity risk in a portfolio of life annuitants
(Strathmore University, 2015)Longevity risk has economic significance for governments, individuals and corporations. There is need to analyze the expected future lifetime of a population anticipating to receive lifetime benefits in Kenya. This paper ... -
Analysis of recurrent events with associated informative censoring: application to HIV data
(Strathmore University, 2020-06)In this study, we adapt a commonly used Cox-based model for recurrent events; the Prentice, Williams and Peterson Total -Time (PWP-TT) that has been largely used under the assumption of non-informative censoring and evaluate ... -
An Analysis of regional integration in a developing economy.
(Strathmore University, 2018)The purpose of this study is to find the effect of regional integration in the Kenyan economy with a particular emphasis of dete1mining whether the regional integration has resulted to trade creation or trade diversion. ... -
Analysis of risk measures in portfolio optimization for the Uganda Securities Exchange
(Strathmore University, 2021)For the most recent years, risk has become one of the essential parameters in portfolio optimization problems. Today most practitioners and researchers in portfolio optimization have used variance as a standard risk measure. ... -
An analysis of the absorption capacity of Official Development Assistance in Kenya from 1981 - 2010 and its relationship with economic development
(Strathmore University, 2015-11)One of the key components of development funds for Kenya is Official Development Assistance (ODA). However, given ODA's general underwhelming nature and overall ineffectiveness in fostering economic development, it would ... -
An analysis of the effect of investment climate on performance of public private partnerships - a case study of Sub Saharan Africa
(Strathmore University, 2015-12)The study investigates the relationship between the performance of Public Private Partnerships (PPPs) and the investment climate in Sub Saharan Africa. The investment climate should significantly affect the performance of ... -
Analysis of the interest rate pass through from the central bank rate to mortgage lending rates in Kenya
(Strathmore University, 2015)Monetary policy is deemed to be effective when the transmission process is complete; in this case , if it moves from the Central Bank Rate to the long term mortgage rate. However, the Central Bank of Kenya has often been ... -
Analysis of the macroeconomic determinants of a firm's capital structure
(Strathmore University, 2015-11)This study analyses the relationship between macroeconomic factors and the capital structure of 55 listed companies in Kenya. The questions answered are what is the effect of macroeconomic conditions on capital structure ... -
Analysis of the post earnings announcement drift in the Nairobi Securities Exchange
(Strathmore University, 2015-12)This paper is an event study concerning the market anomaly, Post-earnings-announcement drift (PEAD) in the Nairobi Securities Exchange from 2008 to 2014. The PEAD theorizes that a stock's cumulative abnormal returns tend ...
