Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Title
Now showing items 21-40 of 587
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An Analysis of the quantitative impact of climate change on national level economic growth: a Kenyan case study
(Strathmore University, 2018)The issue of climate change has been a growing interest in recent times for a number of reasons. Chief among them is because the economic landscape of most if not all African countries is dependent on the dynamics of climate ... -
An analysis on the adoption of IFRS 17 and the transparency of financial reporting in insurance companies in Kenya
(Strathmore University, 2021)This study was carried out to analyse the effect that the adoption of !FRS 1 7 by insurance companies in Kenya would have on financial reporting transparency. Insurers across the world and various scholars had raised ... -
An analysis on the impact of the asset price .channel of monetary policy transmission mechanism on stock prices in Kenya
(Strathmore University, 2015)The purpose of this paper was to find out the effectiveness of the asset price channel in Kenya. The methodology involved using a Vector Autoregression (VAR) where the study used contemporaneous shocks to short term interest ... -
An Analysis on the long term performance of Initial Public Offerings in the Nairobi Stock Exchange
(Strathmore University, 2018)There have been a number of studies carried out that have tried to determine the long term performance of IPOs. The three key issues these studies try and dwell on is the long run under-performance, short term underpricing ... -
Analyzing the effectiveness of microfinance as a means of poverty alleviation in selected areas of Nairobi County; a case study of Kenya Women Micro-finance Bank
(Strathmore University, 2018)Poverty is a major concern for most developing nations. Economic development and poverty reduction have been elusive throughout sub-Saharan Africa since independence (Younger, 2004), with Kenya being no exception. Moreover, ... -
Analyzing the influence of twitter hashtags on the movement of the stock market
(Strathmore University, 2015-11)This paper evaluates the existence of a relationship between a well-known micro-blogging platform, Twitter and the financial market. We particularly consider in a period of six months the daily collection of trending twitter ... -
Analyzing the significance of the impact of political unrest and terrorism on Kenya's tourism industry: an event study approach
(Strathmore University, 2018)Tourism is one of the key drivers of Kenya's socio-economic development. The total contribution of the tourism industry to Kenya's Gross Domestic Product was 9.8% in the year 2016 while the total employment contributed by ... -
Applicability of non-financial defined contribution scheme compared to financial schemes in Kenya
(Strathmore University, 2015)Over the years, there has been an advancement in the technology used in various procedures that aid in early detection of certain conditions and informed prevention of others . Improved sanitation and food supply to various ... -
Application of long-short term memory Deep Neural Network in financial forecasting
(Strathmore University, 2019)The goal of this research was to apply Long-Short Term Memory Deep Neural Networks in financial forecasting. In order to predict the financial data, we used long-short term model and we compared its performance to ARIMA-GARCH ... -
Application of technical analysis in the forex market: Comparison of technical trading rules in developed and emerging markets
(Strathmore University, 2021)This paper examines the application of technical analysis in the forex market. It particularly looks at the comparison of technical trading rules in developed and emerging markets. In order to assess the performance, ... -
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 ... -
Application of the Gumbel Copula for Economic Risk Aggregation - a case of Kenyan Banks
(Strathmore University, 2015-12)Commercial banks are some of the most heavily regulated institutions, not only in Kenya but also in other parts of the world. Increasingly, the Basel Accords have been revised to require banks to set aside enough funds to ... -
Application of the Hedonic pricing model in real estate valuation in Nairobi County : a study of the Hedonic model
(Strathmore University, 2018)Housing occupies an important position in the Kenyan psyche along with the concept of home ownership. The residential developments and investments attract both institutional, corporate organizations as well as private ... -
Applying the black litterman model to the NSE
(Strathmore University, 2015)This study applies the Black-Litterman model to portfolio allocation on the Nairobi Securities Exchange and questions its economic importance. It begins by explaining how the model works the proceeds to implement it. This ... -
Assessing efficient odds ratios: an application to surgical stage prediction in cervical cancer
(Strathmore University, 2020)Background: Cervical cancer remains the second most commonly diagnosed cancer and the third leading cause of cancer death in developing countries. Improving clinicians' knowledge and understanding of surgical staging is ... -
Assessing the determinants of public pension system reform in Kenya
(Strathmore University, 2015-11)In recent years many countries around the world have either undertaken or are seriously considering a pension reform due to various factors. This study was done to tty and establish the key factors Kenya should consider ... -
Assessing the impact of mobile money transfer services on private credit and money transfer by commercial banks in Kenya.
(Strathmore University, 2015)This study explored whether mobile money transfer services as a technological advancement had any impact on private credit as measured by loans to the private sector and on commercial bank money transfer figures as measured ... -
Assessing the impact of oil prices on exchange rate dynamics in the Kenyan economy
(Strathmore University, 2016)This paper aims to investigate the role of murban adnoc oil import prices in explaining the dynamics of exchange rates in the Kenyan economy. The study uses monthly data covering the period 2005 to 2014. The Johansen ... -
Assessing the impact of volatility on expected stock return
(Strathmore University, 2015-12)Many researchers have studied movements in aggregate stock market volatility. Some argue that the relation between returns and volatility is strong. Pindyck (1984) attributed much of the decline in stock prices during the ... -
Assessing the optimal inflation rate for the Kenyan economy
(Strathmore University, 2)This study seeks to estimate the optimal level of inflation for the Kenyan economy that is favorable for its economic growth by using time-series dataset for the period 1981 to 2014. The study adopts a model proposed by ...
