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Dr. Nelson Christopher Dzupire

SENIOR LECTURER
Mathematical Sciences

Research Areas

Multi-Objective Optimization,Econometrics,Financial Mathematics,

Profile

I have done my PhD studies in Financial Mathematics and have a passion for weather derivatives that can be used to hedge against risks due to climatic factors. Recently I have also developed passion in modeling credit risks especially with the mushrooming of village banks vs the conventional banking.

Publications

  • Journal Article
    Samuel Asante Gyamerah, Henry Ofoe Agbi-Kaiser, Clement Asare, Nelson Dzupire, "Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market", Discrete Dynamics in Nature and Society, vol. 2024, Article ID 6644658, 12 pages, 2024. https://doi.org/10.1155/2024/6644658 (2024)
    https://www.hindawi.com/journals/ddns/2024/6644658/
  • Journal Article
    Gyamerah, S. A., Mensah, A. A., Asare, C., & Dzupire, N. (2023). Improving mortality forecasting using a hybrid of Lee–Carter and stacking ensemble model. Bulletin of the National Research Centre, 47(1), 158. (2023)
    https://link.springer.com/article/10.1186/s42269-023-01138-2
  • Conference Papers
    Macheso, P., Manda, T. D., Chisale, S., Dzupire, N., Mlatho, J., & Mukanyiligira, D. (2021, March). Design of ESP8266 smart home using MQTT and node-RED. In 2021 International Conference on Artificial Intelligence and Smart Systems (ICAIS) (pp. 502-505). IEEE. (2021)
    https://ieeexplore.ieee.org/abstract/document/9396027
  • Conference Papers
    Macheso, P., Chisale, S., Daka, C., Dzupire, N., Mlatho, J., & Mukanyirigira, D. (2021, March). Design of standalone asynchronous ESP32 web-server for temperature and humidity monitoring. In 2021 7th International Conference on Advanced Computing and Communication Systems (ICACCS) (Vol. 1, pp. 635-638). IEEE.and Humidity Monitoring (2021)
    https://ieeexplore.ieee.org/abstract/document/9441845
  • Journal Article
    Dzupire, N. C., Ngare, P., & Odongo, L. (2020). A copula based bi-variate model for temperature and rainfall processes. Scientific African, 8, e00365. (2020)
    https://www.sciencedirect.com/science/article/pii/S2468227620301034
  • Journal Article
    Dzupire, N. C., Ngare, P., & Odongo, L. (2019). Pricing basket weather derivatives on rainfall and temperature processes. International Journal of Financial Studies, 7(3), 35. (2019)
    https://www.mdpi.com/2227-7072/7/3/35
  • Journal Article
    Dzupire, N. C., Ngare, P., & Odongo, L. (2018). A poisson-gamma model for zero inflated rainfall data. Journal of Probability and Statistics, 2018, 1-12. (2016)
    https://www.hindawi.com/journals/jps/2018/1012647/
  • Journal Article
    Dzupire, N. C., & Nkansah-Gyekye, Y. (2014). A multi-stage supply chain network optimization using genetic algorithms. arXiv preprint arXiv:1408.0614. (2014)
    https://arxiv.org/abs/1408.0614