# PROF.WEKE PATRICK GUGE O

## WEKE PATRICK GUGE O. Website

School of Mathematics, University of Nairobi, Kenya. +254 (20) 4445751 pweke@uonbi.ac.ke

School of Mathematics, University of Nairobi, Kenya. +254 (20) 4445751 pweke@uonbi.ac.ke

Credit Scoring with Ego-Network Data. Journal of Mathematical Finance. 9(3):522-534. AbstractWebsite

2019.
2018.

Construction of moment-matching multinomial lattices using Vandermonde matrices and Gröbner bases. American Institute of Physics. (1):020094. Abstract

2017. Trust Model for Social Network Using Singular Value Decomposition. Interdisciplinary Description of Complex Systems. 14(3):296-302. Abstract

2016. Credit Scoring for M-Shwari Using Hidden Markov Model. European Scientific Journal12. 12(15):176-188. Abstract

2016. Trust and Distrust: A Reputation Ratings Approach. International Advanced Research Journal in Science, Engineering and Technology (IARJSET). 3(2):111-114. Abstract

2016. Consumer Lending Using Social Media Data. International Journal of Scientific Research and Innovative Technology. 3(2):1-8. Abstract

2016. Financial Time Series Modelling of Trends and Patterns in the Energy Markets. Journal of Mathematical Finance. 6:324-337. Abstract

2016. BLUE, ABLE and Simplified Linear Estimation of the Selected Order Statistics from the Logistic Distribution. Far East Journal of Theoretical Statistics.

2016. Cross-Country Spillovers in East Africa: A Global Vector Autoregressive Analysis. American Journal of Theoretical and Applied Statistics. 4(3):125-137. Abstract

2015. Modelling Time Varying Dependence of Financial Time Series: A Copula Approach. International Journal of Statistics and Economics. 16(1):1-15. Abstract

2015. Multistate Modelling Vertical Transmission and Determination of R0 Using Transition Intensities. Applied Mathematical Sciences. 9(79):3941-3956. Abstract

2015.
2014. Modelling Dependence Between the Equity and Foreign Exchange Markets Using Copulas. Applied Mathematical Sciences. 8(117):5813-5822. Abstract

Modelling Stock Returns Volatility on Uganda Securities Exchange. Applied Mathematical Sciences. 8(104):5173-5184. Abstract

2014. Modelling Volatility of Stock Returns: Is GARCH (1,1) Enough? International Journal of Sciences: Basic and Applied Research (IJSBAR). 16(2):216-223. Abstract

2014. Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices. Modern Problems in Insurance Mathematics. , London: Springer Abstract

2014. Statistical Properties of the Dorfman-Sterrett Group Screening Procedure with Errors in Decision. South African Statist. J.. 48(2014):1–18. Abstract

2014. Estimating IBNR Claims Reserves for General Insurance Using Archimedean Copulas. Applied Mathematical Sciences: Journal of Theory and Applications. 7(25):1223-1237.Website

2013. A Comparison of the Classical Black-Scholes Model and the GARCH Option Pricing Model for Currency Options. ICASTOR Journal of Mathematical Sciences. 5(2):267-284. Abstract

2011. A Comparison of the Classical Black-Scholes Model and the GARCH Option Pricing Model for Currency Options.. Proceedings of the 4th International Operations Research Society of Eastern Africa (ORSEA) Conference, October 23-24 August 2008, Nairobi, Kenya.. : ORSEA Abstract

2008. Linear Estimation of Scale Parameter for Logistic Distribution Based on Consecutive Order Statistics.. Sankhya: The Indian Journal of Statistics Vol. 69 Part 4, pages 870 . : Sankhya: The Indian Journal of Statistics Abstract

2007. Common Nearly Best Linear Estimates of Location and Scale Parameters: Normal and Logistic Distributions.. Far East J. of Theo. Stat. 18 (2), pp. 161 . 18(2):161-178.: Far East Journal of Theoretical Statistics AbstractWebsite

2006. The Bradley-Terry Model for Handling Categorical Response Variables from Farmer Participatory Trials.. Far East J. of Theo. Stat. . 20(2):163-178.: Far East Journal of Theoretical Statistics AbstractWebsite

2006. Deterministic Claims Reserving in Short-Term Insurance Contracts.. E.A.J. of Statistics, Vol. 1, No. 2: 198 . : East African Journal of Statistics

2006.