International journal of mathematics and statistics studies最新文献_第2页

The Effects of Stochastic Variables on the Analysis of Stock Market Prices 随机变量对股票市场价格分析的影响

International journal of mathematics and statistics studies Pub Date : 2023-02-15 DOI: 10.37745/ijmss.13/vol11n23547

P. A Azor, J.C. Egelamba, I.U. Amadi

引用次数: 0

System of Non-Linear Stochastic Differential Equations with Financial Market Quantities 具有金融市场数量的非线性随机微分方程组

International journal of mathematics and statistics studies Pub Date : 2023-02-15 DOI: 10.37745/ijmss.13/vol11n24861

P. A Azor, J.C Ogbuka, I.U. Amadi

{"title":"System of Non-Linear Stochastic Differential Equations with Financial Market Quantities","authors":"P. A Azor, J.C Ogbuka, I.U. Amadi","doi":"10.37745/ijmss.13/vol11n24861","DOIUrl":"https://doi.org/10.37745/ijmss.13/vol11n24861","url":null,"abstract":"In this paper, two systems of modified stochastic differential equations were considered. The variable coefficient problem was solved using Ito’s theorem to obtain an analytical solutions which was used to generate various behaviors of asset values which shows as follows: (i) increase in when are fixed increases the value of asset returns. (ii) a little increase on time when return rates and stock volatility are fixed increases the value of assets.(iii) an increase in the volatility parameter increases the value of asset pricing and parameter shows the various levels of long term investment plans, (iv) increase in rate of mean-reversion parameter reduces the value of asset. (v) An increase in the volatility parameter decreases the value of asset pricing (vi) The goodness of fit probability QQplots are not statistically significant and besides do come from a common distribution which has a vital meaning in the assessment of asset values for capital market investments. Nevertheless, the Tables 1,2 and 3 are best in comparisons with Tables 4,5 and 6 in terms of predictions for capital investments. The governing investment equations are unique and therefore are found to be satisfactory.","PeriodicalId":476297,"journal":{"name":"International journal of mathematics and statistics studies","volume":"120 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135683370","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}

引用次数: 0

Performance Evaluation of Canonical Correlation Analysis and Generalized Canonical Correlation Analysis with Some Continuous Distributed Data 一些连续分布数据的典型相关分析和广义典型相关分析的性能评价

International journal of mathematics and statistics studies Pub Date : 2023-02-15 DOI: 10.37745/ijmss.13/vol11n22234

C.N. Okoli, C.T Eze-Golden

{"title":"Performance Evaluation of Canonical Correlation Analysis and Generalized Canonical Correlation Analysis with Some Continuous Distributed Data","authors":"C.N. Okoli, C.T Eze-Golden","doi":"10.37745/ijmss.13/vol11n22234","DOIUrl":"https://doi.org/10.37745/ijmss.13/vol11n22234","url":null,"abstract":"This study was embarked to examine the performance evaluation of canonical correlation and generalized canonical correlation analysis with some continuous distributed data (Gamma, Gaussian, Exponential and Beta). The objectives of the study were to: ascertain if the anthropometric indicators of patients were correlated; ascertain if there is any relationship between vital signs and anthropometric dimensions of patients; obtain the relative efficiency of CCA and GCCA techniques for four continuous distributed simulated data; and determine the model performance adequacy of CCA and GCCA techniques. Real life medical data set was used, consisting of three response variables (Respiration rate, heart rate, temperature) named the vital signs and three predictor variables (Hip circumference, weight, height) named anthropometric dimensions. The study employed the real life data set to simulate data of sample sizes 15, 30, 45, 60, 100, 120, 140, 160, 400, 600, 800 and 1000 for the four continuous distributions. A computer programming language codes were written via R-Studio package to solve the numerous numerical problems in this study. The result of the study revealed that anthropometric dimensions, being the independent variables were not correlated, which implied that there was no symptom of multicollinearity using the Eigen values/condition index technique. In addition, there was significant relationship between vital signs and anthropometric dimensions of patients using Wilks’ Lambda, Hotelling-Lawley Trace, Pillai’s Bartlett Trace and Roy’s Largest Root multivariate statistics. The adequacy of the CCA and GCCA was evaluated using Wilcoxon rank sum test; and the result revealed that GCCA was more efficient than that of CCA for the Gamma and Beta distributed data, while for Gaussian and Exponential distributed data, the relative efficiency of the CCA and GCCA was the same.","PeriodicalId":476297,"journal":{"name":"International journal of mathematics and statistics studies","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135683368","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}

引用次数: 0

Modeling Power Exponential Error Innovations with Autoregressive Process 基于自回归过程的功率指数误差创新模型

International journal of mathematics and statistics studies Pub Date : 2023-02-15 DOI: 10.37745/ijmss.13/vol11n21321

A. A Oyinloye, O. J. Ayodele, V. O. Abifade

引用次数: 0