The study explored both Box and Jenkins, and iterative outlier detection procedures in determining the efficiency of ARIMA-GARCH-type models in the presence of outliers using the daily closing share price returns seri...The study explored both Box and Jenkins, and iterative outlier detection procedures in determining the efficiency of ARIMA-GARCH-type models in the presence of outliers using the daily closing share price returns series of four prominent banks in Nigeria (Skye (Polaris) bank, Sterling bank, Unity bank and Zenith bank) from January 3, 2006 to November 24, 2016. The series consists of 2690 observations for each bank. The data were obtained from the Nigerian Stock Exchange. Unconditional variance and kurtosis coefficient were used as criteria for measuring the efficiency of ARIMA-GARCH-type models and our findings revealed that kurtosis is a better criterion (as it is a true measure of outliers) than the unconditional variance (as it can be depleted or amplified by outliers). Specifically, the strength of this study is in showing the applicability and relevance of iterative methods in time series modeling.展开更多
This work demonstrates in practical terms the evolutionary concepts and computational applications of Parametric Curves.Specific cases were drawn from higher order parametric Bezier curves of degrees 2 and above.Bezie...This work demonstrates in practical terms the evolutionary concepts and computational applications of Parametric Curves.Specific cases were drawn from higher order parametric Bezier curves of degrees 2 and above.Bezier curves find real life applications in diverse areas of Engineering and Computer Science,such as computer graphics,robotics,animations,virtual reality,among others.Some of the evolutionary issues explored in this work are in the areas of parametric equations derivations,proof of related theorems,first and second order calculus related computations,among others.A Practical case is demonstrated using a graphical design,physical hand sketching,and programmatic implementation of two opposite-faced handless cups,all evolved using quadratic Bezier curves.The actual drawing was realized using web graphics canvas programming based on HTML 5 and JavaScript.This work will no doubt find relevance in computational researches in the areas of graphics,web programming,automated theorem proofs,robotic motions,among others.展开更多
文摘The study explored both Box and Jenkins, and iterative outlier detection procedures in determining the efficiency of ARIMA-GARCH-type models in the presence of outliers using the daily closing share price returns series of four prominent banks in Nigeria (Skye (Polaris) bank, Sterling bank, Unity bank and Zenith bank) from January 3, 2006 to November 24, 2016. The series consists of 2690 observations for each bank. The data were obtained from the Nigerian Stock Exchange. Unconditional variance and kurtosis coefficient were used as criteria for measuring the efficiency of ARIMA-GARCH-type models and our findings revealed that kurtosis is a better criterion (as it is a true measure of outliers) than the unconditional variance (as it can be depleted or amplified by outliers). Specifically, the strength of this study is in showing the applicability and relevance of iterative methods in time series modeling.
文摘This work demonstrates in practical terms the evolutionary concepts and computational applications of Parametric Curves.Specific cases were drawn from higher order parametric Bezier curves of degrees 2 and above.Bezier curves find real life applications in diverse areas of Engineering and Computer Science,such as computer graphics,robotics,animations,virtual reality,among others.Some of the evolutionary issues explored in this work are in the areas of parametric equations derivations,proof of related theorems,first and second order calculus related computations,among others.A Practical case is demonstrated using a graphical design,physical hand sketching,and programmatic implementation of two opposite-faced handless cups,all evolved using quadratic Bezier curves.The actual drawing was realized using web graphics canvas programming based on HTML 5 and JavaScript.This work will no doubt find relevance in computational researches in the areas of graphics,web programming,automated theorem proofs,robotic motions,among others.
