American Journal of Mathematical and Computer Modelling

Volume 5, Issue 3, September 2020

  • Portfolio Optimization for Stock Market in Ghana Using Value-at-Risk (VaR)

    Eric Kwame Austro Gozah, Eric Neebo Wiah, Albert Buabeng, Paul Yaw Addai Yeboah

    Issue: Volume 5, Issue 3, September 2020
    Pages: 61-69
    Received: 10 June 2020
    Accepted: 23 June 2020
    Published: 6 July 2020
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    Abstract: The study was conducted to identify the performing stocks as well as examine the portfolio optimization with associated Value at Risk (VaR) for some selected stocks on the Ghana Stock Exchange (GSE). A historical data of 15 companies categorized into Financial Stock Index (FSI) and Composite Index (CI) from 2000 to 2017 were obtained from Bank of G... Show More
  • An SEIRD Epidemic Model for Predicting the Spread of COVID-19 over a Period of One Year: A Case of the United States

    Joseph Roger Arhin, Francis Sam, Kenneth Coker, Ernest Owusu Ansah

    Issue: Volume 5, Issue 3, September 2020
    Pages: 70-76
    Received: 26 June 2020
    Accepted: 16 July 2020
    Published: 28 July 2020
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    Abstract: COVID-19 is currently a perilous disease that has an incubation period of between 4 and 6 days. The United States Disease Control and Prevention Centers posited that in certain cases, coronaviruses are zoonotic, which means that they have been responsible for moving from animals to humans. The outbreak of the new coronavirus (COVID-19) disease has ... Show More
  • Hurst Exponent Analysis on the Ghana Stock Exchange

    Isaac Ampofi, Akyene Tetteh, Eric Neebo Wiah, Sampson Takyi Appiah

    Issue: Volume 5, Issue 3, September 2020
    Pages: 77-82
    Received: 29 May 2020
    Accepted: 11 June 2020
    Published: 25 August 2020
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    Abstract: This paper talks about the application of Hurst Index on the Ghana Stock Exchange (GSE). The aim of the paper was to find out, whether GSE daily returns have some autocorrelation (long-term dependency) and multifractality using the Hurst Index analysis. Hurst Index of daily returns of some selected stocks in the period of January 2018 to December 2... Show More
  • One Approach to the Problem of the Existence of a Solution in Neural Networks

    Sargsyan Siranush, Hovakimyan Anna

    Issue: Volume 5, Issue 3, September 2020
    Pages: 83-88
    Received: 7 August 2020
    Accepted: 21 August 2020
    Published: 16 September 2020
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    Abstract: Artificial neural networks are widely used to solve various applied problems. For the successful application of artificial neural networks, it is necessary to choose the correct network architecture, to select its parameters, threshold values of the elements, activation functions, etc. The problem of evaluating the neural network parameters, based ... Show More
  • Surface Roughness and Density Effects in Thermal Elastohydrodynamic Lubrication Point Contacts

    Samuel Macharia Karimi, Mathew Ngugi Kinyanjui, Mark Kimathi

    Issue: Volume 5, Issue 3, September 2020
    Pages: 89-96
    Received: 28 August 2020
    Accepted: 10 September 2020
    Published: 19 September 2020
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    Abstract: Elastohydrodynamic lubrication is a type of lubrication which most machine elements such as bearings operate. Density changes, thermal and surface roughness effects are also key factors in bearings, working under heavy loads and high speeds. Previous research has focused on smooth surfaces where density and thermal effects have been neglected. The ... Show More