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Centre for International Research Development
Open Access Peer Reviewed Monthly Est. 2014

Academic Journal of Statistics and Mathematics

(AJSM)
ISSN (Print): 4052-392X | ISSN (Online): 5730-7151
6.53
Impact Factor
11
H-Index
634+
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📄 Acad. J. Stat. Math. — Volume 17, Issue 3 (2031)
Academic Journal of Statistics and Mathematics  |  Volume 17, Issue 3  |  2031  |  6 Articles
Open Access Double-Blind Peer Reviewed ISSN: 5730-7151 (Online)
📋 Articles — Volume 17, Issue 3
Research Article Pages 1–14
Article 1 of 6

Robust Regression Methods for Heteroscedastic Panel Data

Al-Hassan, F., Omar, A. & Khalil, M.

This study investigates robust Regression Methods for Heteroscedastic Panel Data. Using rigorous quantitative and qualitative methodologies, the research examines key variables and their interrelationships within the relevant theoretical framework. Findings reveal significant implications for policy, practice, and future research. The…

DOI: 10.15580/AJSM.2031.3.001  •  Keywords: Regression, Heteroscedasticity, Panel Data, Robust Methods  • 
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Research Article Pages 15–34
Article 2 of 6

Bayesian Estimation of Stochastic Differential Equations with Applications

Larsen, H.P. & Sorensen, M.

This study investigates bayesian Estimation of Stochastic Differential Equations with Applications. Using rigorous quantitative and qualitative methodologies, the research examines key variables and their interrelationships within the relevant theoretical framework. Findings reveal significant implications for policy, practice, and future research.…

DOI: 10.15580/AJSM.2031.3.002  •  Keywords: Bayesian, Stochastic Differential Equations, Estimation, MCMC  • 
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Research Article Pages 35–55
Article 3 of 6

Copula-Based Dependence Structures in Financial Risk Modelling

Ferrari, A. & Colombo, G.

This study investigates copula-Based Dependence Structures in Financial Risk Modelling. Using rigorous quantitative and qualitative methodologies, the research examines key variables and their interrelationships within the relevant theoretical framework. Findings reveal significant implications for policy, practice, and future research. The…

DOI: 10.15580/AJSM.2031.3.003  •  Keywords: Copula, Dependence, Financial Risk, Tail Dependence  • 
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Research Article Pages 56–72
Article 4 of 6

A New Class of Probability Distributions for Modelling Extreme Events

Nakamura, H., Sato, K. & Tanaka, Y.

This study investigates a New Class of Probability Distributions for Modelling Extreme Events. Using rigorous quantitative and qualitative methodologies, the research examines key variables and their interrelationships within the relevant theoretical framework. Findings reveal significant implications for policy, practice, and…

DOI: 10.15580/AJSM.2031.3.004  •  Keywords: Probability, Extreme Value Theory, Distribution, Tail Risk  • 
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Research Article Pages 73–89
Article 5 of 6

Time Series Forecasting with Long Short-Term Memory Networks

Osei, K.A., Boateng, F. & Asante, G.

This study investigates time Series Forecasting with Long Short-Term Memory Networks. Using rigorous quantitative and qualitative methodologies, the research examines key variables and their interrelationships within the relevant theoretical framework. Findings reveal significant implications for policy, practice, and future research.…

DOI: 10.15580/AJSM.2031.3.005  •  Keywords: Time Series, LSTM, Forecasting, Deep Learning  • 
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Research Article Pages 90–105
Article 6 of 6

Spectral Methods for Solving Partial Differential Equations in Fluid Dynamics

da Silva, R.M., Pereira, J.C. & Santos, L.

This study investigates spectral Methods for Solving Partial Differential Equations in Fluid Dynamics. Using rigorous quantitative and qualitative methodologies, the research examines key variables and their interrelationships within the relevant theoretical framework. Findings reveal significant implications for policy, practice, and…

DOI: 10.15580/AJSM.2031.3.006  •  Keywords: Spectral Methods, PDE, Fluid Dynamics, Numerical Analysis  • 
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