| Improving forecasts of the EGARCH model using artificial neural network and fuzzy inference system GT Mohammed, JA Aduda, AO Kube Journal of Mathematics 2020, 2020 | 12 | 2020 |
| Investigating the existence of a bubble in the kenyan real estate market PK Njoroge, JA Aduda, C Mugo International Journal of Data Science and Analysis 4 (5), 89, 2018 | 9 | 2018 |
| Public health challenges posed by delays in obtaining COVID-19 clearance for long-distance truckers across East Africa J Gachohi, J Aduda, R Thuo, J Mung'atu, F Wamunyokoli, T Ngigi, ... Global epidemiology 2, 100039, 2020 | 8 | 2020 |
| Financial time series modelling of trends and patterns in the energy markets J Aduda, P Weke, P Ngare, J Mwaniki Journal of Mathematical Finance 6 (2), 324-337, 2016 | 7 | 2016 |
| A fractional Hawkes process II: Further characterization of the process C Habyarimana, JA Aduda, E Scalas, J Chen, AG Hawkes, F Polito Physica A: Statistical Mechanics and its Applications 615, 128596, 2023 | 5 | 2023 |
| Modeling exchange rate volatility dynamics of the great britain pound to Ethiopian birr using the semi-parametric non-linear fuzzy-EGARCH-ANN model GT Mohammed, JA Aduda, AO Kube Journal of Mathematical Finance 10 (04), 598, 2020 | 4 | 2020 |
| Cosine Fréchet Loss Distribution: Properties, Actuarial Measures and Insurance Applications J Abonongo, IJ Mwaniki, JA Aduda Computational Journal of Mathematical and Statistical Sciences 3 (1), 1-32, 2024 | 3 | 2024 |
| Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model M Odin, JA Aduda, CO Omari Open Journal of Statistics, 2022 | 3 | 2022 |
| Sine F-Loss Family of Distributions: Properties and Insurance Applications J Abonongo, IJ Mwaniki, JA Aduda Appl. Math. Inf. Sci 16 (5), 835-851, 2022 | 3 | 2022 |
| Modelling extreme temperature using extreme value theory: a case study Northern Kenya MM Wambua, JK Mung’atu, JA Aduda Int J Data Sci Anal 6 (5), 130-136, 2020 | 3 | 2020 |
| Forecasting Electricity Prices Using Ensemble Kalman Filter EK Korir, J Aduda, T Mageto J. Stat. Econometr. Methods 9, 27-45, 2020 | 3 | 2020 |
| Modeling Underlying Assets Log-return in Merton Jump-Diffusion Framework MNJ Staures, JA Aduda, R Momeya Journal of Applied Mathematics and Bioinformatics 10 (1), 11-30, 2020 | 3 | 2020 |
| Volatility spillover effects among securities exchanges in East Africa N Yunvirusaba, J Aduda, A Kube International Journal of Economics and Finance 11 (10), 32-41, 2019 | 3 | 2019 |
| A new family of F-Loss distributions: Properties and applications J Abonongo, IJ Mwaniki, JA Aduda Advances and Applications in Statistics 87 (1), 81-117, 2023 | 2 | 2023 |
| Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility NF Sene, MA Konte, J Aduda Journal of Mathematical Finance 11 (2), 313-330, 2021 | 2 | 2021 |
| Evaluating energy forward dynamics modeled as a subordinated Hilbert-Space linear functional VA Okhuese, JA Aduda, J Mung’atu Journal of Mathematical Finance 10 (3), 412-430, 2020 | 2 | 2020 |
| Comparative analysis of the artificial neural networks options pricing model under constant and time-variant volatilities HM Simiyu, AG Waititu, JA Akinyi J Math Stat 15 (1), 158-175, 2019 | 2 | 2019 |
| A comparison of the classical black-scholes model and the Garch option pricing model for currency options. JA Aduda | 2 | 2008 |
| Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs M Odin, JA Aduda, CO Omari Journal of Mathematical Finance 13 (1), 89-111, 2023 | 1 | 2023 |
| Construction of Optimal Portfolio Using Efficient Portfolio and Zero Opportunity Cost DA Gaenore, MM Ali, AJ Akinyi | 1 | 2022 |
Ananda Omutokoh KubeKenyatta UniversityVerified email at ku.ac.ke
