54 citations · 70 across the 11 of their papers we have counts for
4 papers · 1 filter
Estimating the volatility of Bitcoin using GARCH models
Samuel Asante Gyamerah
In this paper, an application of three GARCH-type models (sGARCH, iGARCH, and tGARCH) with Student t-distribution, Generalized Error distribution (GED), and Normal Inverse Gaussian…
Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators
Samuel Asante Gyamerah
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decis…
Hedging crop yields against weather uncertainties -- a weather derivative perspective
Samuel Asante Gyamerah, Philip Ngare, Dennis Ikpe
The effects of weather on agriculture in recent years have become a major global concern. Hence, the need for an effective weather risk management tool (i.e., weather derivatives)…
Crop yield probability density forecasting via quantile random forest and Epanechnikov Kernel function
Samuel Asante Gyamerah, Philip Ngare, Dennis Ikpe
A reliable and accurate forecasting model for crop yields is of crucial importance for efficient decision-making process in the agricultural sector. However, due to weather extreme…