Volume 8, Issue 3 (2012) | Journal of Mathematics and Statistics

Finding the Envelope and Efficient Frontier of Financial Assets

Farida Kachapova — 2012-07-16

Journal of Mathematics and Statistics, Published online: 16 July 2012; doi:10.3844/jmssp.2012.323.329

Problem statement: One of the problems considered in financial mathematics is finding portfolios of given financial assets that minimize risk for targeted returns. The set of such portfolios is called...

Parameters Estimate of Autoregressive Moving Average and Autoregressive Integrated Moving Average Models and Compare Their Ability for Inflow Forecasting

Mohammad Valipour — 2012-08-30

Journal of Mathematics and Statistics, Published online: 30 August 2012; doi:10.3844/jmssp.2012.330.338

In this study the ability of Autoregressive Moving Average (ARMA) and Autoregressive Integrated Moving Average (ARIMA) models in forecasting the monthly inflow of Dez dam reservoir located in Teleh Za...

On (2, 3, t)-Generations for the Conway Group Co₂

Mohammed A. Al-Kadhi — 2012-08-31

Journal of Mathematics and Statistics, Published online: 31 August 2012; doi:10.3844/jmssp.2012.339.341

Problem statement: In this article we investigate all the (2, 3, t)-generations for the Conway’s second largest sporadic simple group Co2, where t is an odd divisor of order of Co2. Approach: An (l,...

Designing of Child Growth Chart Based on Multi-Response Local Polynomial Modeling

Nur Chamidah — 2012-09-04

Journal of Mathematics and Statistics, Published online: 4 September 2012; doi:10.3844/jmssp.2012.342.347

Problem statements: Anthropometry measures used to measure physical children growth are not onlyweight but also height and head circumference. In this study we develop the estimation of multi-response...

Modeling Tourist Arrivals Using Time Series Analysis: Evidence From Australia

Gurudeo AnandTularam — 2012-09-10

Journal of Mathematics and Statistics, Published online: 10 September 2012; doi:10.3844/jmssp.2012.348.360

Australian tourism has a logistic trend as Butler’s model shows. The stagnation has not been reached so opportunities exist to increase tourism. The logistic model predicts 7.2 million tourists in ...

Multilevel Evaluation of Coulomb Lattice Sums of Charge Systems

V. Ilyin — 2012-09-11

Journal of Mathematics and Statistics, Published online: 11 September 2012; doi:10.3844/jmssp.2012.361.372

Problem statement: Due to the long range nature of interactions of the N-body systems, direct computation of the Coulomb potential energy involves O(N2) operations. To decrease such complexity, a simp...

Number of Non-Unique Minors (of Various Orders) and Elements in the Calculation of General Determinants

Patrick Marchisella — 2012-10-13

Journal of Mathematics and Statistics, Published online: 13 October 2012; doi:10.3844/jmssp.2012.373.376

Problem statement: Many distinct properties of determinants have been studied and are known, yet a considerable number of properties still need further examination. This study investigates the number ...

Spline Smoothing for Multi-Response Nonparametric Regression Model in Case of Heteroscedasticity of Variance

Budi Lestari — 2012-10-13

Journal of Mathematics and Statistics, Published online: 13 October 2012; doi:10.3844/jmssp.2012.377.384

Problem statement: Assume that data (yki, tki), k = 1,2,…, p; i = 1,2,…,nk where nk represents the number of repeated measurement of kth object follows multi-response nonparametric regression mode...

The Activities Based on Van Hiele’s Phase-Based Learning: Experts’ and Preservice Teachers’ Views

Abdul Halim Abdullah — 2012-10-13

Journal of Mathematics and Statistics, Published online: 13 October 2012; doi:10.3844/jmssp.2012.385.395

The effective learning strategies for mathematics topics may vary according to the topic. For geometry, the activities that are suggested to be implemented are carried out using Van Hiele’s phases o...

Spatial Durbin Model to Identify Influential Factors of Diarrhea

Rokhana Dwi Bekti — 2012-10-13

Journal of Mathematics and Statistics, Published online: 13 October 2012; doi:10.3844/jmssp.2012.396.402

Problem statement: An analysis of regression modeling which influenced by the characteristics of the region is very important. That modeling is the spatial autoregressive model. One type of spatial au...

Kernel Type Estimator and Statistical Properties for Intensity Function of Periodic Poisson Process with Power Function Trend

Ro’fah Nur Rachmawati — 2012-11-06

Journal of Mathematics and Statistics, Published online: 6 November 2012; doi:10.3844/jmssp.2012.403.412

Problem statement: In this study, we construct the estimation for a periodic component of the intensity function of a periodic Poisson process in the presence of power function trend by using the gene...

Dynamics of Coherent Structures in the Coupled Complex Ginzburg-Landau Equations

Tat-Leung Yee — 2012-11-06

Journal of Mathematics and Statistics, Published online: 6 November 2012; doi:10.3844/jmssp.2012.413.418

Problem statement: In this study, we study the analytical construction of some exact solutions of a system of coupled physical differential equations, namely, the Complex Ginzburg-Landau Equations (CG...