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Dr. Ananda Omutokoh Kube

Lecturer, Department of Mathematics & Actuarial Science

Home School of Pure & Applied Sciences Department of Mathematics & Actuarial Science Dr. Ananda Omutokoh Kube

Dr. Ananda Omutokoh Kube

Lecturer, Department of Mathematics & Actuarial Science

Research Interests

Computational Statistics and Finance
Financial Time Series and Risk Management
Financial Econometrics
Computational & Statistical inference
Disease Modelling & Stochastic Chemical Reaction Networks

Academic Qualifications

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

Refereed Journal Articles

  1. Dembele, A., Mwangi, R. W., & Kube, A. O. (2024). A Lightweight Convolutional Neural Network with Hierarchical Multi-Scale Feature Fusion for Image Classification. Journal of Computer and Communications , 12(2), 173-200.
  2. Nthiwa, Joy K., Kube, Ananda O. and Omari, Cyprian O. (2023) A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options Discrete Dynamics in Nature and Society, Hindawi
  3. Abdulmaliki A. K., Kube A. O. and Ngare P. (2023) Portfolio Optimization under infomationally Asymetric Markets. Journal of Mathematics and Informatics
  4. Mwigilwa, W., Aduda, J., Mbele, B. M. L. D., & Kube, A. (2022). Different Types of Structure Conditions of Semimartingale with Jacod Decomposition. Journal of Mathematical Finance , 12 (2), 367-381.
  5. Kung’u, J., Odongo, L., & Kube, A. (2022). Classical Approach to Zero-Inflated Dynamic Panel Ordered Probit Model with an Application in Drug Abuse. American Journal of Theoretical and Applied Statistics , 11 (2), 58-74.
  6. Kung’u J, A ., & Leo, O. (2022). Bayesian approach to zero-inflated dynamic panel ordered probit model with an application in drug abuse. International Journal of Statistics and Applied Mathematics , 7(2): 1-13
  7. Mohammed, G. T., Aduda, J. A., & Kube, A. O. (2021). Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model. Applied Computational Intelligence and Soft Computing , 2021 .
  8. 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.
  9. 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.
  10. Kithinji, M. M., Mwita, P. N., & Kube, A. O. (2021). Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement. Journal of Probability and Statistics , 2021 .
  11. 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.
  12. Mohammed, G. T., Aduda, J. A., & Kube, A. O. (2020). Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model. Journal of Mathematical Finance , 10 (04), 598.
  13. Mohammed, G. T., Aduda, J. A., & Kube, A. O. (2020). Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System. Journal of Mathematics , 2020 .
  14. Karim, A., Kube, A. O. , & Saeed, B. I. I. (2020). Modeling of Monthly Meteorological Time Series. Journal of Statistical and Econometric Methods , 9 (4), 117-136.
  15. Karim, A., Kube, A. O. , & Saeed, B. I. I. (2020). Penalized Maximum Likelihood Estimation of Semiparametric Generalized Linear Models with Application to Climate Temperature Data. Journal of Mathematics and Statistics academia , 8(4) 479 – 486
  16. Azumah, K., Kube, A. O. , & Saeed, B. I. I. (2020). Functional Time Series Analysis of Land Surface Temperature. International Journal of Statistics and Probability , 9 (5), 1-61.
  17. Yunvirusaba, N., Aduda, J., & Kube, A. (2019). Volatility Spillover Effects among Securities Exchanges in East Africa. International Journal of Economics and Finance , 11 (10), 32-41.
  18. Bekele, D., Kube, A., & Ikpe, D. C. (2019). Portfolio Optimization in Jump Model under Inefficiencies in the Market by Conditioning on the Information Flow. Global Journal of Pure and Applied Mathematics , 15 (2), 169-184.
  19. Bekele, D., Kube, A. , & Ikpe, D. C. (2018). Portfolio Optimization in Jump Model under Inefficiencies in the Market. Journal of Mathematical Finance , 8 (3), 562-575.
  20. Nathanael, H., Ikpe, D., & Kube, A. (2018). On the Derivation of the Pricing Equation of Collateralized Deals Using BSDE Approach. Global Journal of Pure and Applied Mathematics , 14 (12), 1551-1567.
  21. Keitany, G. K. K., Kube, A. O. , Mutisya, J. M., & Muriithi, F. D. (2018). Regularized Nonlinear Least Trimmed Squares Estimator in the Presence of Multicollinearity and Outliers. American Journal of Theoretical and Applied Statistics , 7 (4), 156-162.
  22. Kiprop, G. K., & Kube, A. O. (2018). Pricing Barrier Contracts under Heavy-tailed Distributions. Global Journal of Pure and Applied Mathematics , 14 (11), 1461-1477.
  23. Teferi D. W., Ngare P. and Kube 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)
  24. 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
  25. 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.

Professional Affiliations

  • Member of the Kenya National Statistical Society (KNSS)
  • Member International Biometric Society, (IBS-Kenya)