gravatar

emaseruka1

Emmanuel M Maseruka

Recently Published

Analysis of Economic Data 2
Prenatal Visits: An Empirical Study on Positive Childbirth Outcomes for Unmarried Mothers
Analysis of Economic Data
Driver Maturity: An Explanation of the Car Fatality Rate in the USA
Machine Learning & Big Data: Credit Card Fraud Detection
The R Notebook herein contains the code used to preprocess and visualize the different Data Attributes used in developing my Credit Card Fraud Detection Machine Learning algorithm.
Econometric Modeling: Limits to Arbitrage as an Explanation of Cryptocurrency Returns
By using Amihud’s illiquidity framework and idiosyncratic volatility to proxy for these limits to arbitrage, this paper finds that assets with higher arbitrage risk outperform those with lower arbitrage risk in a statistically significant manner. As such, this paper contributes to the literature by offering an explanation to part of the stochastic disturbance (error term) witnessed in earlier cryptocurrency multi-linear factor regression models.