Earthline Journal of Mathematical Sciences

Journal Information
EISSN : 2581-8147
Published by: Earthline Publishers (10.34198)
Total articles ≅ 158

Latest articles in this journal

Diamond O. Tuoyo, Festus C. Opone, N. Ekhosuehi
Earthline Journal of Mathematical Sciences, Volume 7, pp 381-401;

This paper presents a new generalization of the Topp-Leone distribution called the Topp-Leone Weibull Distribution (TLWD). Some of the mathematical properties of the proposed distribution are derived, and the maximum likelihood estimation method is adopted in estimating the parameters of the proposed distribution. An application of the proposed distribution alongside with some well-known distributions belonging to the Topp-Leone generated family of distributions, to a real lifetime data set reveals that the proposed distribution exhibits more flexibility in modeling lifetime data based on some comparison criteria such as maximized log-likelihood, Akaike Information Criterion [AIC=2k-2 log⁡(L) ], Kolmogorov-Smirnov test statistic (K-S) and Anderson Darling test statistic (A*) and Crammer-Von Mises test statistic (W*).
Yüksel Soykan
Earthline Journal of Mathematical Sciences, Volume 7, pp 333-367;

In this paper, we introduce the generalized Oresme sequence and we deal with, in detail, three special cases which we call them modified Oresme, Oresme-Lucas and Oresme sequences. We present Binet's formulas, generating functions, Simson formulas, and the summation formulas for these sequences. Moreover, we give some identities and matrices related with these sequences.
Murat Altunbaş
Earthline Journal of Mathematical Sciences, Volume 7, pp 369-379;

In this paper, we give some characterizations for proper f-biharmonic curves in the para-Bianchi-Cartan-Vranceanu space forms with 3-dimensional para-Sasakian structures.
Abukari Abdul Aziz Danaa, Mohammed Ibrahim Daabo, Alhassan Abdul-Barik
Earthline Journal of Mathematical Sciences, Volume 7, pp 315-332;

Recent researches have revealed the capability of Machine Learning (ML) techniques to effectively detect fraud in electronic banking transactions since they have the potential to detect new and unknown intrusions. A major challenge in the application of ML to fraud detection is the presence of highly imbalanced data sets. In many available datasets, majority of transactions are genuine with an extremely small percentage of fraudulent ones. Designing an accurate and efficient fraud detection system that is low on false positives but detects fraudulent activity effectively is a significant challenge for researchers. In this paper, a framework based on Hidden Markov Models (HMM), modified Density Based Spatial Clustering of Applications with Noise (DBSCAN) and Synthetic Minority Oversampling Technique Techniques (SMOTE) is proposed to effectively detect fraud in a highly imbalanced electronic banking dataset. The various transaction types, transaction amounts and the frequency of transactions are taken into consideration by the proposed model to enable effective detection. With different number of hidden states for the proposed HMMs, simulations are performed for four (4) different approaches and their performances compared using precision, recall rate and F1-Score as the evaluation metrics. The study revealed that, our proposed approach is able to detect fraudulent transactions more effectively with reasonably low number of false positives.
Muhammad Aslam Noor, Khalida Inayat Noor
Earthline Journal of Mathematical Sciences, Volume 7, pp 287-313;

In this paper, we consider a new class of hemivariational inequalities, which is called the trifunction bihemivariational inequality. We suggest and analyze some iterative methods for solving the trifunction bihemivariational inequality using the auxiliary principle technique. The convergence analysis of these iterative methods is also considered under some mild conditions. Several special cases are also considered. Results proved in this paper can be viewed as a refinement and improvement of the known results.
Samira Hashemi, Feysal Hassani, Rasul Rasuli
Earthline Journal of Mathematical Sciences, Volume 7, pp 271-285;

In this paper, we introduce and clarify a new presentation between the n-exact sequence and the n-injective module and n-projective module. Also, we obtain some new results about them.
Earthline Journal of Mathematical Sciences, Volume 7, pp 251-270;

Using the Al-Oboudi type operator, we present and investigate two special families of bi-univalent functions in $\mathfrak{D}$, an open unit disc, based on $\phi(s)=\frac{2}{1+e^{-s} },\,s\geq0$, a modified sigmoid activation function (MSAF) and Horadam polynomials. We estimate the initial coefficients bounds for functions of the type $g_{\phi}(z)=z+\sum\limits_{j=2}^{\infty}\phi(s)d_jz^j$ in these families. Continuing the study on the initial cosfficients of these families, we obtain the functional of Fekete-Szeg\"o for each of the two families. Furthermore, we present few interesting observations of the results investigated.
S. Uygun
Earthline Journal of Mathematical Sciences, Volume 7, pp 229-249;

In this study, we define some tridigional matrices depending on two real parameters. By using the determinant of these matrices, the elements of (s,t)-Pell, (s,t)-Pell Lucas and (s,t)-modified Pell sequences with even or odd indices are generated. Then we construct the inverse matrices of these tridigional matrices. We also investigate eigenvalues of these matrices.
Ngozi Fidelia Adum, Happiness Onyebuchi Obiora-Ilouno, Francis Chukwuemeka Eze
Earthline Journal of Mathematical Sciences, Volume 7, pp 195-227;

The application of copula has become popular in recent years. The use of correlation as a dependence measure has several pitfalls and hence the application of regression prediction model using this correlation may not be an appropriate method. In financial markets, there is often a non-linear dependence between returns. Thus, alternative methods for capturing co-dependency should be considered, such as copula based ones. This paper studies the dependence structure between the four largest African stock markets in terms of market capitalization and other developed stock markets over the period 2003 to 2018 using copula models. The value at risk was used to determine the risk associated with the stock. The ten copula models were fitted to the log returns calculated from the data, two countries at a time of the twenty-eight pairs and examined. The Gumbel copula gives the best fit in terms of log-likelihood values, value of the Akaike information criterion, value of the Bayesian information criterion, value of the consistent Akaike information criterion, value of the corrected Akaike information criterion, value of the Hannan Quinn criterion and p-value of the information matrix equality of White. Estimates of value at risk with probability p for daily returns were computed using the best fitted copula model, from these value at risk, it is seen that SA/FTSE100 have the least risk while EGY/KEN has the highest risk. Prediction is given in terms of correlation and value at risk.
A. C. Osuji, A. M. Ette, J. U. Chukwuchekwa
Earthline Journal of Mathematical Sciences, Volume 7, pp 181-193;

The exact and asymptotic analyses of the buckling of a quadratic-cubic model structure subjected to static loading are discussed. The governing equation is first solved using the phase plane method and next, using the method of asymptotics. In the asymptotic method, we discuss the possibilities of using regular perturbation method in asymptotic expansions of the relevant variables to get an approximate analytical solution to the problem. Finally, the two results are compared using numerical results obtained with the aid of Q-Basic codes. In the two methods discussed in this work, it is clearly seen that the static buckling loads decrease as the imperfection parameters increase. It is also observed that the static buckling loads obtained using the exact method are higher than those obtained using the method of asymptotics.
Back to Top Top