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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.
Effects of Data Resampling on Predicting Customer Churn via a Comparative Tree-based Random Forest and XGBoost Ako, Rita Erhovwo; Aghware, Fidelis Obukohwo; Okpor, Margaret Dumebi; Akazue, Maureen Ifeanyi; Yoro, Rume Elizabeth; Ojugo, Arnold Adimabua; Setiadi, De Rosal Ignatius Moses; Odiakaose, Chris Chukwufunaya; Abere, Reuben Akporube; Emordi, Frances Uche; Geteloma, Victor Ochuko; Ejeh, Patrick Ogholuwarami
Journal of Computing Theories and Applications Vol. 2 No. 1 (2024): JCTA 2(1) 2024
Publisher : Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62411/jcta.10562

Abstract

Customer attrition has become the focus of many businesses today – since the online market space has continued to proffer customers, various choices and alternatives to goods, services, and products for their monies. Businesses must seek to improve value, meet customers' teething demands/needs, enhance their strategies toward customer retention, and better monetize. The study compares the effects of data resampling schemes on predicting customer churn for both Random Forest (RF) and XGBoost ensembles. Data resampling schemes used include: (a) default mode, (b) random-under-sampling RUS, (c) synthetic minority oversampling technique (SMOTE), and (d) SMOTE-edited nearest neighbor (SMOTEEN). Both tree-based ensembles were constructed and trained to assess how well they performed with the chi-square feature selection mode. The result shows that RF achieved F1 0.9898, Accuracy 0.9973, Precision 0.9457, and Recall 0.9698 for the default, RUS, SMOTE, and SMOTEEN resampling, respectively. Xgboost outperformed Random Forest with F1 0.9945, Accuracy 0.9984, Precision 0.9616, and Recall 0.9890 for the default, RUS, SMOTE, and SMOTEEN, respectively. Studies support that the use of SMOTEEN resampling outperforms other schemes; while, it attributed XGBoost enhanced performance to hyper-parameter tuning of its decision trees. Retention strategies of recency-frequency-monetization were used and have been found to curb churn and improve monetization policies that will place business managers ahead of the curve of churning by customers.