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Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?
Day-of-the-week Disappearance GARCH Model Stock
2016/1/27
This study assesses the influence of error distributional assumption on appearance or disappearance of day-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The...
High Dimensional Influence Measure
Cook’s distance High dimensional diagnosis Influential obser- vation Lasso
2016/1/25
Influence diagnosis is important since presence of influential ob-servations could lead to distorted analysis and misleading interpreta-tions. For high dimensional data, it is particularly so, as the ...
Influence of Teacher Support and Personal Relevance on Academic Self-Efficacy and Enjoyment of Mathematics Lessons: A Structural Equation Modeling Approach
academic self-efficacy learning environment
2015/7/6
The purpose of our study was to examine the effects of two psychosocial features of the classroom environment (teacher support and personal relevance) on college students’ academic self-efficacy and e...
The Dynamics of Influence Systems
The Dynamics of Influence Systems Adaptation and Self-Organizing Systems
2012/4/26
Influence systems form a large class of multiagent systems designed to model how influence, broadly defined, spreads across a dynamic network. We build a general analytical framework which we then use...
The influence of fractional diffusion in Fisher-KPP equations
influence fractional diffusion Fisher-KPP equations
2012/2/29
We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast wit...
Stable marriage problem under Monte Carlo simulations, influence of preferrence corelation on relaxation time
Stable marriage problem Monte Carlo simulations influence of preferrence corelation relaxation time
2011/7/5
In this paper we consider stable marriage problem under the Monte Carlo
simulations. We investigate how correlation in lists of preferrences can affect
simulation results such as: relaxation time, t...
Influence of irregularity and rigidity on the propagation of torsional wave
Torsional waves heterogeneous half-space irregular boundary
2010/9/21
The paper is devoted to investigate the effect of presence of rigid boundary on the propagation of torsional surface wave in a homogeneous layer over a semi infinite heterogeneous half space with an i...
Influence of nonlinear dissipation and external perturbations onto transition scenarious to chaos in Lorenz-Haken system
nonlinear dissipation Lorenz-Haken system external perturbations
2010/4/2
We study an influence of nonlinear dissipation and external perturbations onto transition scenarious to chaos in Lorenz-Haken system. It will be show that varying in external potential parameters valu...
Criteria of nilpotency and influence of contranormal subgroups on the structure of infinite groups
Contranormal subgroups descending subgroups nilpotent subgroups minimax groups
2010/2/25
Following J.S. Rose, a subgroup H of a group G is called contranormal if G=HG. In a certain sense, contranormal subgroups are antipodes to subnormal subgroups. It is well known that a finite group is ...