Jane A. Aduda

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Person:2194681



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A hybrid GARCH and deep learning method for volatility prediction
Journal of Applied Mathematics
2024-07-24Paper
A fractional Hawkes process. II: Further characterization of the process
Physica A
2023-03-17Paper
A fractional Hawkes process II: Further characterization of the process
(available as arXiv preprint)
2022-11-04Paper
Improving forecasts of the EGARCH model using artificial neural network and fuzzy inference system
Journal of Mathematics
2020-09-07Paper
Asymptotic exponential arbitrage in the Schwartz commodity futures model
International Journal of Mathematics and Mathematical Sciences
2019-10-28Paper


Research outcomes over time


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