Home
 Research Activities
 Curriculum Vitae
 Contact
 Teaching

Research Activities

Links

Publications and Manuscripts

  1. Maria C. Mariani, Al Masum Bhuiyan and Osei K.Tweneboah, “ Estimation of stochastic volatility by using Ornstein–Uhlenbeck type models ”, Physica A: Statistical Mechanics and its Applications, Volume 491, Issue 1, Pages 167-176, 2018.
  2. Maria C. Mariani, Hector Gonzalez-Huizar, Md Al Masum Bhuiyan and Osei K. Tweneboah, “ Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models”, World Academy of Science, Engineering and Technology, Volume 11, No:10, Pages 393-399, 2017 .
  3. Maria C. Mariani, Hector Gonzalez-Huizar, Md Al Masum Bhuiyan and Osei K. Tweneboah, “ Using Dynamic Fourier Analysis to Discriminate Between Seismic Signals from Natural Earthquakes and Mining Explosions”, AIMS Geosciences, 3(3), Pages 438-449, 2017.
  4. Maria P.Beccar-Varela, Maria C.Mariani, Osei K.Tweneboah and Ionut Florescu, “ Analysis of the Lehman Brothers collapse and the Flash Crash event by applying wavelets methodologies ”, Physica A: Statistical Mechanics and its Applications, Volume 474,Pages 162-171, 2017.
  5. Maria P. Beccar-Varela, Hector Gonzalez-Huizar, Maria C. Mariani, Laura F. Serpa and Osei K. Tweneboah, “ Levy Flight and Long-range correlation Analysis of Earthquake magnitudes in Chile ”, Pure and Applied Geophysics, Volume 173, Issue 7, pp 2257-2266, 2016.
  6. Maria C. Mariani, Osei K. Tweneboah, Hector Gonzalez-Huizar and Laura F. Serpa “Stochastic Differential Equation of Earthquakes Series “, Pure and Applied Geophysics, Volume 173, Issue 7, pp 2357–2364, 2016.
  7. Maria P. Beccar-Varela, Hector Gonzalez-Huizar, Maria C. Mariani, and Osei K. Tweneboah “ Use of wavelets techniques to discriminate between explosions and natural earthquakes ”, Physica A: Statistical Mechanics and its Applications, 457, Pages 42-51, 2016.
  8. Maria C. Mariani and Osei K. Tweneboah, “Stochastic differential equations applied to the study of geophysical and financial time series”, Physica A: Statistical Mechanics and its Applications, Volume 443, Pages 170–178, 2016.

Posters and Presentations

  1. Bhuiyan, Md Al Masum, Osei K. Tweneboah and Maria C. Mariani, "Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models", 19th International Conference on Statistics, Mathematics and Econometrics, New York, October 5-6, 2017.
  2. Osei K. Tweneboah and Maria C. Mariani, “Analysis of high frequency financial time series by using Ornstein-Uhlenbeck type models”, West Texas Applied Math Graduate Minisymposium”, Texas Tech University, Lubbock, TX, April 28, 2017.
  3. Osei K. Tweneboah and Maria C. Mariani, “Stochastic models applied to high frequency financial time series”, The 20th Joint NMSU/UTEP Workshop on Mathematics, Computer Science, and Computational Sciences, NMSU, Las Cruces, NM, May 8, 2017.
  4. Bhuiyan, Md Al Masum, Osei K. Tweneboah and Maria C. Mariani, “A comprehensive analysis of time series forecasting using volatility models”, The 20th Joint NMSU/UTEP Workshop on Mathematics, Computer Science, and Computational Sciences, NMSU, Las Cruces, NM, May 8, 2017.
  5. Tweneboah, O. K., Mariani, M. C., and Florescu, I., 7th Annual Stevens Conference on High Frequency Finance and Analytics (HF2016), "Analysis of the Bear Stearns collapse using a stochastic differential equation," Stevens Institute of Technology, Hoboken, NJ, USA. (November 2016).
  6. Bhuiyan, Md Al Masum, Mariani, M.C., Tweneboah, O.K. and Hector-Huizar, G., “Volatility forecasting of financial and geophysical time series using GARCH and Stochastic volatility model, Stevens Institute of Technology, Hoboken, NJ, USA. (November 2016).
  7. Beccar-Varela, M., Mariani, M. C., Florescu, I. and Tweneboah, O. K., 7th Annual Stevens Conference on High Frequency Finance and Analytics (HF2016), "Wavelets analysis and Levy models applied to the study of high frequency data arising in finance and geophysics " Stevens Institute of Technology, Hoboken, NJ, USA. (November 2016).
  8. Hector Gonzalez-Huizar, Maria Mariani, Laura Serpa, Maria Beccar-Varela, Osei K. Tweneboah, “Investigation of Large Earthquakes as Critical Phase Transitions”, AGU Fall meeting, San Francisco, December 14-18, 2015.
  9. Osei K. Tweneboah, Maria C. Mariani, “Stochastic processes applied to the study of financial time series”, the 17th Joint UTEP/NMSU Workshop on Mathematics, Computer Science, and Computational Sciences, UTEP, El Paso, TX, November 7, 2015.
  10. Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah and Hector Gonzalez-Huizar, “Discrimination of seismic signals arising in earthquakes and mining explosions by using Fourier analysis”, the 17th Joint UTEP/NMSU Workshop on Mathematics, Computer Science, and Computational Sciences, UTEP, El Paso, TX, November 7, 2015.
  11. M. Beccar Varela, H. Gonzalez, I. Florescu, M.C. Mariani and Osei K. Tweneboah, “Levy models, Long memory effects and Wavelet analysis applied to the study of high frequency data arising in finance and geophysics”, The 6th Annual Stevens Conference on High Frequency Finance and Analytics, Stevens Institute of Technology, Hoboken, NJ, October 29th-31st, 2015.
  12. Osei K. Tweneboah, Maria C. Mariani, “Stochastic differential equations applied to the study of geophysical and financial time series”, The 6th Annual Stevens Conference on High Frequency Finance and Analytics, Stevens Institute of Technology, Hoboken, NJ, October 29th-31st, 2015.
  13. Osei K. Tweneboah, Maria C. Mariani, “Stochastic Differential Equations Applied To Geophysics”, Spring Western Sectional Meeting, University of Nevada, Las Vegas, Las Vegas, NV, April 18-19, 2015.
  14. Osei K. Tweneboah, Maria C. Mariani, “Ornstein- Uhlenbeck Superposed Models applied to Modeling Seismic Data” , the 2nd Annual DYNAMICA EXPO , El Paso Convention Center, El Paso, TX, November 14 and 15, 2014.
  15. Osei K. Tweneboah, Maria C. Mariani, “Ornstein- Uhlenbeck Superposed Models applied to Modeling Seismic Data and other High Frequency Data”, the 15th Joint UTEP/NMSU Workshop on Mathematics, Computer Science, and Computational Sciences, UTEP, El Paso, TX, November 1, 2014.