Claim Missing Document
Check
Articles

Found 2 Documents
Search

Predicting Futures Price And Contract Portfolios Using The ARIMA Model: A Case of Nigeria’s Bonny Light and Forcados Ojugo, Arnold Adimabua; Yoro, Rume Elizabeth
Quantitative Economics and Management Studies Vol. 1 No. 4 (2020)
Publisher : Yayasan Ahmar Cendekia Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (381.974 KB) | DOI: 10.35877/454RI.qems139

Abstract

Market prediction has been the goal of many study as investors sought traded assets since the inception of the capital market. With each asset exchanged for money, investors seek to stay ahead the market trend in the hope of amassing profits. Businesses’ growth (rise/fall) is evident upon their response to market behaviour. Thus, accurate prediction of the market often offers as its reward, enlarged financial portfolio. Market participants thus, seek to manage the risks associated with asset prices and its volatility, which can be rippled with chaos and complex tasks arising from a demand-supply curve. We seek to model the Oil market and forecast its price direction supported with empirical evidence using ARIMA model to analyze inputs in search of an optimal solution. We adopt the OPEC model to: (a) predict spot/futures-prices, (b) investigate why previous prediction was poor and price plummeted, and (c) compares value(s) from Ojugo and Yoro (2020) and Ojugo and Allenotor (2017). Results shows demand-supply curve rise (and a price rise) even though the policies and trend in real life scenario is currently experiencing a price plummet.
Migration Pattern As Threshold Parameter In The Propagation of The Covid-19 Epidemic Using An Actor-Based Model for SI-Social Graph Ojugo, Arnold Adimabua; Yoro, Rume Elizabeth
JINAV: Journal of Information and Visualization Vol. 2 No. 2 (2021)
Publisher : Yayasan Ahmar Cendekia Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.jinav379

Abstract

Despite the benefits inherent with social interactions, the case of epidemics cum pandemic outbreaks especially the case of the novel corona virus (covid-19) alongside its set protocols employed to contain the spread therein - has continually left the world puzzled as the disease itself has come to stay. The nature of its rapid propagation on exposure alongside its migration spread pattern of this contagion (with retrospect of other epidemics) on daily basis, has also left experts rethinking the set protocols. Our study involved modelling the covid-19 contagion on a social graph, so as to ascertain if its propagation using migration pattern as a threshold parameter can be minimized via the employment of set protocols. We also employed a design that sought to block or minimize targeted spread of the contagion with the introduction of seedset node(s) using the susceptible-infect framework on a time-varying social graph. Study results showed that migration or mobility pattern has become an imperative factors that must be added when modelling the propagation of contagion or epidemics.