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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 31, Issue 3 (2045)
Academic Journal of Statistics and Mathematics  |  Volume 31, Issue 3  |  2045  |  6 Articles
Open Access Double-Blind Peer Reviewed ISSN: 5730-7151 (Online)
📋 Articles — Volume 31, Issue 3
Research Article Pages 1–19
Article 1 of 6

Copula-Based Dependence Structures in Financial Risk Modelling

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

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.2045.3.001  •  Keywords: Copula, Dependence, Financial Risk, Tail Dependence  • 
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Research Article Pages 20–32
Article 2 of 6

Bayesian Estimation of Stochastic Differential Equations with Applications

Okonkwo, P.C. & Adeyemi, F.B.

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.2045.3.002  •  Keywords: Bayesian, Stochastic Differential Equations, Estimation, MCMC  • 
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Research Article Pages 33–47
Article 3 of 6

Spectral Methods for Solving Partial Differential Equations in Fluid Dynamics

Zhang, W., Liu, H. & Chen, X.

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.2045.3.003  •  Keywords: Spectral Methods, PDE, Fluid Dynamics, Numerical Analysis  • 
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Research Article Pages 48–63
Article 4 of 6

Robust Regression Methods for Heteroscedastic Panel Data

Gupta, M. & Kumar, S.

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.2045.3.004  •  Keywords: Regression, Heteroscedasticity, Panel Data, Robust Methods  • 
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Research Article Pages 64–82
Article 5 of 6

A New Class of Probability Distributions for Modelling Extreme Events

Fernandez, A.B. & Martinez, R.

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.2045.3.005  •  Keywords: Probability, Extreme Value Theory, Distribution, Tail Risk  • 
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Research Article Pages 83–100
Article 6 of 6

Time Series Forecasting with Long Short-Term Memory Networks

Schmidt, H.F. & Muller, K.

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.2045.3.006  •  Keywords: Time Series, LSTM, Forecasting, Deep Learning  • 
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