Browsing SIMs Publications by Issue Date
Now showing items 21-33 of 33
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Conditional CAPM in financial risk management: a quantile autoregression approach
The study aims to provide a comprehensive description of dependence pattern of a stock by studying a range of betas derived as quantiles of conditional return distribution using quantile regression based on moving window ... -
On the pattern recognition of verhulst-logistic Itô processes in market price data.
We introduce a highly error resistant method of extracting Itô processes as applied to market data. This method is inspired by an AI method known as Hough transforms (HT). The HT method has been used in extracting geometric ... -
Stochastic Model for Langerhans cells and HIV Dynamics in Vivo
Many aspects of the complex interaction between HIV and the human immune system remain elusive. Our objective is to study these inter-actions, focusing on the speci c roles of langerhans cells (LCs) in HIV infection. In ... -
Semi-Markov model for evaluating the HIV patient treatment cost
The aim of this study is to model the progression of HIV/AIDS disease and evaluate the cost of the anti-retroviral therapy for an HIV infected patient under ART follow-up using Non homogeneous semi-Markov processes. States ... -
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, ... -
"Stochastic model for In-Host HIV dynamics with therapeutic intervention
Untangling the dynamics between HIV and CD4 cellular populations and molecular interactions can be used to investigate the e fective points of interventions in the HIV life cycle. With that in mind,we propose and show the ... -
Extending genstat capability to analyze rainfall data using Markov chain model
Rainfall is of critical importance for many people particularly those whose livelihoods are dependent on rain fed agriculture. Methods of analysis of daily rainfall records based on Markov chain models have been available ... -
Devolution and nation building
One of the key reforms of the constitution is the establishment of devolution through the country’s government. It is in the current constitution and will only come into effect after the next general elections, when the ... -
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 ... -
Model-Assisted Estimation of Finite Population Mean in Two-stage Cluster Sampling
Estimation of finite population parameters has been an area of concern to statisticians for decades. This paper presents an estimation of the population mean under a model-assisted approach.Dorfman (1992), Breidt and Opsomer ...
