Name: DR. ANANDA OMUTOKOH KUBE
Qualification: PhD
Position :Lecturer
Department: Mathematics and Actuarial Sciences
Address: P.O. Box 43844, 00100,Nairobi, Kenya
Email: This email address is being protected from spambots. You need JavaScript enabled to view it., This email address is being protected from spambots. You need JavaScript enabled to view it.

Skype: ananda.kube

https://scholar.google.com/citations?user=eClzSYoAAAAJ&hl=en&oi=ao#

https://orcid.org/0000-0002-9947-7954

 

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 Areas of Specialization

  • Financial Econometrics, Computational & Statistical inference, Time series and Financial Risk Management

Research Interest

  • Computational Statistics and Finance
  • Financial Time Series and Risk Management
  • Financial Econometrics
  • Computational & Statistical inference

PUBLICATIONS

  • Mwigilwa, W. F., Aduda, J., & Kube, A. O. (2021). Description of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order q and Order Zero. Journal of Mathematical Finance, 11(3), 528-553.
  • Kipngetich, G., Kube, A., & Mageto, T. (2021). A Spatial-Nonparametric Approach for Prediction of Claim Frequency in Motor Insurance. Open Journal of Statistics, 11(4), 493-505.
  • Kithinji, M. M., Mwita, P. N., and Kube, A. O. (2021). Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement. Journal of Probability and Statistics, 2021.
  • Kithinji, M. M., Mwita, P. N., & Kube, A. O. (2021). Estimation of Conditional Weighted Expected Shortfall under Adjusted Extreme Quantile Autoregression. Journal of Mathematical Finance, 11(3), 373-385.
  • Mohammed G. T., Aduda J. A. and Kube A. O. Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model (2020) Journal of Mathematical Finance 10 (4), 598 - 611
  • Mohammed G. T., Akinyi J. A. and Kube A. O. Improving Forecasts of the EGARCH Model using Artificial Neural Network and Fuzzy Inference system.(2020). Hindawi Journal of Mathematics 2020, 1 -14
  • Azumah K., Ananda K. and Bashiru S. I. I. Modelling of Monthly meteorological Time Series. (2020). Journal of Statistical and Econometric methods 9(14) 117-136
  • Azumah K., Ananda K. and Bashiru S. I. I. Penalized Maximum Likelihood Estimation of semi-parametric Generalized Linear models with applications to Climate Temperature data (2020) 8(4) 479 - 486
  • Azumah K., Ananda K. and Bashiru S. I. I. Functional Time Series Analysis of Land surface Temperature. (2020) International Journal of Statistics and Probability 9(5) 1 - 61
  • Nelson Y., Aduda J. and Kube A. Volatility spillover effects among securities Exchanges in East Africa. (2019). International Journal of Economics and Finance 11 (10), 32 - 41
  • Bekele D., Kube A. and Ikpe D. C. Portfolio optimization in Jump Models under Inefficiencies in the market by conditioning on information flow (2019), Global Journal of Pure and Applied Mathematics 15 (2), 169 - 184
  • Nathaniel H., Kube A. and Ikpe D. C. On the derivation of the pricing equation of collateralized Deals using BSDE approach. (2018), Global Journal of Pure and Applied mathematics 14 (12) 1551 - 1567
  • Dereje B., Ananda O. K. and Ikpe D., Optimal Portfolio of investors under Inefficiencies in Jump Market. (2018), Journal of Mathematical Finance. ISSN Online: 2162-2442, Vol 8, pp 562 - 575
  • Kemboi, G. K. K., Ananda, O. K., Mutua M. J., and Muriithi F. D. Regularized Nonlinear Trimmed Squares Estimator in the presence of Multicollinearity and outliers. American Journal of Theoretical and Applied Statistics. Vol 7, issue 4 (2018), pp 156 - 162
  • Teferi D. W., Ngare P. and Kube A. O. Pricing floating strike look-back put option under Heston stochastic volatility, Global Journal of Mathematical Sciences:Theory and Practical. ISSN 0974-3200 Volume 9, Number 3 (2017), pp. 427-439 (2017) 
  • Hategekimana N., Ikpe D. and Kube A., Pricing collateralized deals under BSDE approach. (Submitted for publication).
  • Kube, A. O. and Odongo, L. O., Mwita, P. N. Conditional CAPM in Financial Risk Management: A Quantile Autoregression approach. Institute of Mathematical Sciences (IMS), 2012
  • Kube, A. O., Kihoro, J. M. and Mwita, P. N. Artificial Neural Networks and Exchange Rates. Proceedings of 2009 Scientific Conference “Physical and Biological Sciences for Industrial and Socio-Economic Development” 5th - 6th May 2009.

SEMINARS AND WORKSHOPS ATTENDED

  • Third Kenyatta University International Mathematical Conference, June 2019. Paper presented: Contagion processes in financial markets.
  • Strathmore Mathematics Conference, 2012. Presented paper Conditional CAPM in Financial Risk Management: A Quantile Autoregression approach
  • First Kenyatta University International Mathematics Conference, 2011, Kenyatta University Conference Centre, Nairobi, Kenya, June 8-10, 2011 ku.ac.ke/mathsconference/images/.../maths_conference_2011.pdfPaper presented: Quantile auto regressions and financial risks, 2011
  • Regional Congress of Actuaries in Africa, Crowne Plaza Hotel, Nairobi-Kenya, November 2-4, 2011
  • Watershed management for the East Africa regions Dar es Salaam University, 2011
  • Watershed management for the East Africa regions Makerere University, 2010

PROFESSIONAL/CONSULTANCY

Networks / Collaborations

  • Training of staff in school of pure and applied sciences on statistical computing with R 2016, text editing and reporting using LATEX
  • Project management (represented Kenyatta University as a lead trainer in European Union funded training in Use of GIS/Remote sensing tools in Watershed Management held at Makerere University (2010) and Dar er Salaam University (2011))

Membership to Academic / Professional Bodies

  • Member of the Kenya National Statistical Society (KNSS)
  • Member International Biometric Society, (IBS-Kenya)
  • Editorship/ Peer Review, External Examiner
  • Peer Reviewer Journal of Computational Economics and Econometrics, 2019
  • Peer Reviewer, Journal of Mathematical Finance, 2021
  • External Examiner for Masters Research, An inclusive and cross validated logistic regression model, Pwani University, 2017
  • Internal Examiner for Masters Research, Discrete Time Markov Chain for a Multivariate Stochastic Volatility, Pan African University, Institute for Basic Sciences, Technology and Innovation - 2018
  • Internal Examiner for PhD Research, A New Generalization of Transformed-Transformer Family of Distributions, Pan African University, Institute for Basic Sciences, Technology and Innovation - 2018
  • Internal Examiner for Masters Research, Pricing Interest Rate CAPS, FLOORS and SWAPS under the Pearson-Sun Interest Rate Model, Pan African University, Institute for Basic Sciences, Technology and Innovation - 2018
  • Internal Examiner for Masters Research, Valuation of Barrier Options in the Frontier Market, Pan African University, Institute for Basic Sciences, Technology and Innovation, 2019
  • Internal Examiner for PhD Research, Forecasting Volatility of Financial Time series using Fuzzy Inference System, Pan African University, Institute for Basic Sciences, Technology and Innovation – 2019
  • Internal Examiner for PhD Research, Investment timing and Decision making under Political Ambiguity and Economic Uncertainty, Pan African University, Institute for Basic Sciences, Technology and Innovation – 2019
  • Internal Examiner for Masters Research, Bias Reduction Technique for Estimating Distribution Functions for Finite Populations, Pan African University, Institute for Basic Sciences, Technology and Innovation - 2018
  • Internal Examiner for Masters Research, Options Pricing for Bitcoin under Double Exponential Jump diffusion model with Stochastic Volatility Jump process, Pan African University, Institute for Basic Sciences, Technology and Innovation - 2021
  • Internal Examiner for Masters Research, A Statistical investigation for the prevalence of Active Tuberculosis and its prediction in North Pokot Sub-county, Kenyatta University - 2017
  • External Examiner for Ph.D thesis research, Modeling credit risks using unbounded transitional matrices, Jomo Kenyatta University of Agriculture and Technology -2019
  • External Examiner for Ph.D thesis research, Multivariate Dependence modelling with Regular Vine Copulas and Portfolio Risk Measurement using GARCH

Consulting for International / National Boards

  • Appointed to Kiambu Universal Health
  • Consulting for Organizations / Institutions
  • Consultancy Services to undertake a Tracer Study on Destination of Engineering and Applied Science Graduates from Public Universities in Kenya, Kenyatta University 2020
  • Appointment to Commission of University Education Data Management committee , August 2016
  • Review of monographs on Spatial Livestock Distribution in Kenya, extracted from 2009, Census by KNBS – Project of KNBS, Kenya, 2014
  • Handled project funded by European Union on mapping of fish landing sites data capture and archives– Implemented by Regional centre for mapping of Resources for Development, 2007
  • Statistical analysis in projects implemented by ICIPE, FEWSNET, BirdLife Kenya -2012/13
  • Monitoring and Evaluation (Alumni students – Maseno University, 2010/11