F. Mettle, Emmanuel Aidoo, Carlos Oko Narku Dowuona, Louis Agyekum
{"title":"Analysis of Investment Returns as Markov Chain Random Walk","authors":"F. Mettle, Emmanuel Aidoo, Carlos Oko Narku Dowuona, Louis Agyekum","doi":"10.1155/2024/3966566","DOIUrl":"https://doi.org/10.1155/2024/3966566","url":null,"abstract":"The main objective of this paper is to analyse investment returns using a stochastic model and inform investors about the best stock market to invest in. To this effect, a Markov chain random walk model was successfully developed and implemented on 450 monthly market returns data spanning from January 1976 to December 2020 for Canada, India, Mexico, South Africa, and Switzerland obtained from the Federal Reserves of the Bank of St. Louis. The limiting state probabilities and six-month moving crush probabilities were estimated for each country, and these were used to assess the performance of the markets. The Mexican market was observed to have the least probabilities for all the negative states, while the Indian market recorded the largest limiting probabilities. In the case of positive states, the Mexican market recorded the highest limiting probabilities, while the Indian market recorded the lowest limiting probabilities. The results showed that the Mexican market performed better than the others over the study period, whilst India performed poorly. These findings provide crucial information for market regulators and investors in setting regulations and decision-making in investment.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"70 1","pages":"3966566:1-3966566:13"},"PeriodicalIF":0.0,"publicationDate":"2024-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140444277","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Prediction of the Stock Prices at Uganda Securities Exchange Using the Exponential Ornstein-Uhlenbeck Model","authors":"Juma Kasozi, Erina Nanyonga, Fred Mayambala","doi":"10.1155/2023/2377314","DOIUrl":"https://doi.org/10.1155/2023/2377314","url":null,"abstract":"We use the exponential Ornstein–Uhlenbeck model to predict the stock price dynamics over some finite time horizon of interest. The predictions are the key to the investors in a financial market because they provide vital reference information for decision making. We estimated all the parameters of the model (mean reversion speed, long-run mean, and the volatility) using the data from Stanbic Uganda Holdings Limited. We used the parameters to forecast the stock price and the associated mean absolute percentage error (MAPE). The predictions were compared against those by the ARMA-GARCH model. We also found the \u0000 \u0000 95\u0000 %\u0000 \u0000 prediction intervals before and during the COVID-19 pandemic. Results indicate that the exponential Ornstein–Uhlenbeck stochastic model gives very accurate and reliable predictions with a MAPE of \u0000 \u0000 0.4941\u0000 %\u0000 \u0000 . All the forecasted stock prices were within the prediction region established. This was not the case during the COVID-19 pandemic; the predicted stock prices are higher than the actual prices, indicating the severe impact COVID-19 inflicted on the stock market.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122277498","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
T. Qawasmeh, A. Bataihah, Khalaf Bataihah, Ahmad Mohammad Qazza, R. Hatamleh
{"title":"Nth Composite Iterative Scheme via Weak Contractions with Application","authors":"T. Qawasmeh, A. Bataihah, Khalaf Bataihah, Ahmad Mohammad Qazza, R. Hatamleh","doi":"10.1155/2023/7175260","DOIUrl":"https://doi.org/10.1155/2023/7175260","url":null,"abstract":"<jats:p>The main goal of this study is to formulate an effective iterative scheme, namely, an <jats:inline-formula>\u0000 <math xmlns=\"http://www.w3.org/1998/Math/MathML\" id=\"M1\">\u0000 <msup>\u0000 <mrow>\u0000 <mi>n</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mi mathvariant=\"normal\">t</mi>\u0000 <mi mathvariant=\"normal\">h</mi>\u0000 </mrow>\u0000 </msup>\u0000 <mo>−</mo>\u0000 </math>\u0000 </jats:inline-formula> composite iterative scheme for approximating the fixed point of a self-map <jats:inline-formula>\u0000 <math xmlns=\"http://www.w3.org/1998/Math/MathML\" id=\"M2\">\u0000 <mi>T</mi>\u0000 <mo>:</mo>\u0000 <mi mathvariant=\"script\">U</mi>\u0000 <mo>⟶</mo>\u0000 <mi mathvariant=\"script\">U</mi>\u0000 </math>\u0000 </jats:inline-formula> with weak contraction property. We show that the <jats:inline-formula>\u0000 <math xmlns=\"http://www.w3.org/1998/Math/MathML\" id=\"M3\">\u0000 <msup>\u0000 <mrow>\u0000 <mi>n</mi>\u0000 </mrow>\u0000 <mrow>\u0000 <mi mathvariant=\"normal\">t</mi>\u0000 <mi mathvariant=\"normal\">h</mi>\u0000 </mrow>\u0000 </msup>\u0000 <mo>−</mo>\u0000 </math>\u0000 </jats:inline-formula> composite iterative scheme is faster than the scheme obtained by Sintunavarat–Pitea’s iterative scheme. We present some examples using the MATLAB simulator to illustrate our results. Finally, we approximate the solution of some integral equations using our scheme and the Sintunavarat–Pitea scheme.</jats:p>","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129661718","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Tangent Hyperbolic Fluid Flow under Condition of Divergent Channel in the Presence of Porous Medium with Suction/Blowing and Heat Source: Emergence of the Boundary Layer","authors":"S. Choudhary, Prasun Choudhary, P. Balachandra","doi":"10.1155/2023/6282130","DOIUrl":"https://doi.org/10.1155/2023/6282130","url":null,"abstract":"A boundary layer’s appearance in a diverging permeable channel for a non-Newtonian hyperbolic tangent fluid with heat transfer in the availability of a heat source and suction or injection is investigated. By controlling backflow, nonlinearly associated ODEs are derived from flow-regulating PDEs, and the restrictions under which the formation of a boundary layer for tangent hyperbolic fluid emerges are investigated. It is obtained that mass suction is an expression of the Hartmann number, porosity parameter, and power law index parameter, and when it surpasses a specific quantity, flow within a boundary layer is conceivable. “Bvp4c,” a MATLAB solver, is used to obtain numerical solutions of flow problem, and for validation of results obtained via Bvp4c, a comparison is made with the methodology of the Runge–Kutta fourth order. As the Weissenberg number enhances, flow in a boundary layer decreases. Furthermore, radiation and heat source parameters have a significant influence on the overall temperature pattern, and as the findings, the thermal boundary layer enhances.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128144571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation of Finite Population Mean under Probability-Proportional-to-Size Sampling in the Presence of Extreme Values","authors":"R. Ayinzoya, D. Jakperik","doi":"10.1155/2023/3064736","DOIUrl":"https://doi.org/10.1155/2023/3064736","url":null,"abstract":"This article developed an estimator for finite population mean under probability-proportional-to-size sampling in the presence of extreme values. Theoretical properties such as bias, variance, and consistency are derived. Monte Carlo simulations were performed to assess the consistency and efficiency of the proposed estimator. It is found that the proposed estimator is more efficient than the competing estimators for all values of c between 0 and 1. The gain in precision of the proposed estimator is much higher than that of its competitors for small values of c. Empirical applications of the proposed estimator are illustrated using three real data sets, and the results revealed that the proposed estimator performed better than the conventional and Sarndal (1972) estimators.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128997183","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Minimum Generalized Degree Distance Index of Cyclic Graphs","authors":"Nadia Khan, M. Javaid, M. K. Aslam, M. A. Ashebo","doi":"10.1155/2023/9934992","DOIUrl":"https://doi.org/10.1155/2023/9934992","url":null,"abstract":"Topological index (TI) is a mapping that associates a real number to the under study (molecular) graph which predicts its various physical and chemical properties. The generalized degree distance index is the latest developed TI having compatible significance among the list of distance-based TIs. In this paper, the minimum generalized degree distance of unicyclic, bicyclic, and four cyclic graphs is determined. Mainly, the associated extremal (minimal) graphs are also identified among all the aforesaid classes of graphs.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121928102","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"M v e - Polynomial of Cog-Special Graphs and Types of Fan Graphs","authors":"Kavi B. Rasool, Payman A. Rashed, Ahmed M. Ali","doi":"10.1155/2023/6636380","DOIUrl":"https://doi.org/10.1155/2023/6636380","url":null,"abstract":"The study of topological indices in graph theory is one of the more important topics, as the scientific development that occurred in the previous century had an important impact by linking it to many chemical and physical properties such as boiling point and melting point. So, our interest in this paper is to study many of the topological indices “generalized indices’ network” for some graphs that have somewhat strange structure, so it is called the cog-graphs of special graphs “molecular network”, by finding their polynomials based on vertex \u0000 \u0000 −\u0000 \u0000 edge degree then deriving them with respect to \u0000 \u0000 x\u0000 \u0000 , \u0000 \u0000 y\u0000 \u0000 , and \u0000 \u0000 x\u0000 \u0000 y\u0000 \u0000 , respectively, after substitution \u0000 \u0000 x\u0000 =\u0000 y\u0000 =\u0000 1\u0000 \u0000 of these special graphs are cog-path, cog-cycle, cog-star, cog-wheel, cog-fan, and cog-hand fan graphs; the importance of some types of these graphs is the fact that some vertices have degree four, which corresponds to the stability of some chemical compounds. These topological indices are first and second Zagreb, reduced first and second Zagreb, hyper Zagreb, forgotten, Albertson, and sigma indices.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121710674","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Suka Garagara Kinwi, S. Aniaku, Christopher Chukwuma Asogwa, Emmanuel Chukwudi Mbah
{"title":"Global Asymptotic Stability of Nonlinear Strict Feedback System via Backstepping Control Approach","authors":"Suka Garagara Kinwi, S. Aniaku, Christopher Chukwuma Asogwa, Emmanuel Chukwudi Mbah","doi":"10.1155/2023/8637789","DOIUrl":"https://doi.org/10.1155/2023/8637789","url":null,"abstract":"The design of controller for nonlinear system in strict feedback form in which the equilibrium point is the origin is the focus of the study. Backstepping is the technique applied. Recursive design is used in the backstepping control technique. Using the backstepping approach, we are given a reasonably simple method to design the control law for a system with these properties. The closed-loop system’s global asymptotic stability is attained by incorporating a Lyapunov function; in this case, a quadratic one was selected for the study. To demonstrate the viability of the technique, we also performed simulations of the system and the designed control with some initial values, and positive results were reported.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126595157","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
S. K. Bhandari, S. Chandok, Bishnupada Jana, Radha Binod Das
{"title":"Connected ϵ -Chainable Sets and Existence Results","authors":"S. K. Bhandari, S. Chandok, Bishnupada Jana, Radha Binod Das","doi":"10.1155/2023/3051602","DOIUrl":"https://doi.org/10.1155/2023/3051602","url":null,"abstract":"<jats:p>In the setting of <jats:inline-formula>\u0000 <math xmlns=\"http://www.w3.org/1998/Math/MathML\" id=\"M2\">\u0000 <mi>ϵ</mi>\u0000 </math>\u0000 </jats:inline-formula>-chainable metric spaces, we introduce <jats:inline-formula>\u0000 <math xmlns=\"http://www.w3.org/1998/Math/MathML\" id=\"M3\">\u0000 <mfenced open=\"(\" close=\")\" separators=\"|\">\u0000 <mrow>\u0000 <mi>ϵ</mi>\u0000 <mo>−</mo>\u0000 <mi>ρ</mi>\u0000 <mo>−</mo>\u0000 <mi>σ</mi>\u0000 </mrow>\u0000 </mfenced>\u0000 </math>\u0000 </jats:inline-formula> uniformly local weak contraction and obtain some results on the existence of fixed points. To show the veracity of the results, we also constructed some examples.</jats:p>","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"2023 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129001437","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stability Conditions for a Nonlinear Time Series Model","authors":"Anas S. Youns, Salim M. Ahmad","doi":"10.1155/2023/5575771","DOIUrl":"https://doi.org/10.1155/2023/5575771","url":null,"abstract":"This research aims to determine whether the proposed time series model is stable or not. To achieve this, Ozaki’s approximation method was utilized, where the nonlinear part is a function that approaches zero, similar to Ozaki’s imposed function. The study produced examples of both stable and unstable models, and it was discovered that the stability and instability of the model are affected by the enforced optional constants. The researchers used the approximation method to obtain an asymptotic linear model that satisfied the singular point of the proposed model. The study first identified the singular points of the suggested model and then focused on determining the stability conditions, which was the main objective of the study. Last, the stability conditions of the limit cycle were established.","PeriodicalId":301406,"journal":{"name":"Int. J. Math. Math. Sci.","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114534577","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}