Now showing items 1-5 of 5
Induction of Decision Trees
(University of Nairobi, 2003)
Catchment ecosystems and downstream water: The value of water resources in the Pangani Basin, Tanzania
As water resources become increasingly scarce in Africa, the need for the use of economics to aid in decision-making and management becomes apparent. Global experience shows that economic approaches may achieve the best ...
Duality, Forecasting and Selection of Autoregressive Moving Average Models
(University of Nairobi., 2002)
Based on both duality in time between time series processes and lag transformation, we define duality in causality, invertibility for mixed Autoregressive moving average ARMA(p,q) models. We construct expressions, in ...
Contribution of Africa’s Coastal and Marine Sectors to Sustainable Development
(University of Nairobi, 2001)
More than half of the world's population lives within 60 km of the shoreline, and in Africa trends in population growth indicate that this figure could rise to three quarters by the next century. The lives and reasonable ...
A COMPARISON OF THE CLASSICAL BLACK-SCHOLES MODEL AND THE GARCH OPTION PRICING MODEL FOR CURRENCY OPTIONS
This paper looks at the consequences of introducing heteroscedasticity in option pricing. The analysis shows that introducing heteroscedasticity results in a better fitting of the empirical distribution of foreign exchange ...