AREA OF SPECIALIZATION/ RESEARCH INTEREST
My main area of research is Statistics/Probability; large deviation theory and its applications in Management Science, Information science, Finance, Banking, Insurance and Risk Management.
I am also involve in joint research in Statistical Mechanics on random graphs and application of random graphs in Epidemiology/Biostatistics.
DISSERTATION
Master's: On Exotic Options in the Martingale Problem Model, University of Kaiserslautern (2003).
PhD Thesis: Large Deviations and Basic Information Theory for Hierarchical and Networked Data Structures, University of Bath (2006).
ACADEMIC QUALIFICATIONS
SELECTED JOURNALS OF PUBLICATIONS IN ALPHABETICAL ORDER
African Journal of Applied Statistics
Annals Of Applied Probability
Arabian Journal Of Geosciences
CBAS Journal: Science and Development.
ESAIM Probability And Statistics
Far East Journal Of Mathematical Sciences
Ghana Social Science Journal
International Journal of Statistics and Probability
Journal of Biology, Agriculture and Healthcare
Journal of Information and Optimization Sciences
Journal of Mathematics and Statistics
South African Statistical Journal
South East Asian J. of Mathematics and Mathematical Sciences
Springerplus
West African Journal Of Applied Ecology
(A) Books
1) K. Doku-Amponsah(2012). Basic information theory, thermo-limits for network structures. LAP LAMBERT Academic Publishing, 28 Nov 2012 | ISBN-10: 3659260347 | ISBN-13: 978-3659260346. http://www.amazon.com/information-theory-thermo-limits-network-structure....
2) E. Nyarko, I. Baidoo and K. Doku-Amponsah (2015). Application of Discrete Choice Experiment in Bus Transport: Policy Implications for Bus Operators. LAP LAMBERT Academic Publishing, 21 Mar 2015|ISBN-10: 3659392103 |ISBN-13: 978-3659392108. http://www.amazon.co.uk/Application-Discrete-Choice-Experiment-Transport....
(B) Articles
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GRANTS/AWARDS
March 2018: USD 750.00 Conference grant, University of Ghana, ORID
2015-2017: 20,000 Ghana Cedis Investigator-led Research grant, ORID,University of Ghana.
July 2009: 1,300 Pounds London Mathematical Society grant for research collaboration.
2003-2006: 70,200 Pounds Department of Mathematical Sciences Ph.D research grant ( Fees ;11,400 Pounds a year andMaintenance allowance;12,000 Pounds a year), University of Bath, U.K.
POSTGRADUATE SUPERVISION
Main Supervisor/Supporting Supervisor
PhD
1. Arku, D.(2018) Probabilistic Pricing of Risk Premium for Auto Insurance : Theory and Application.
2.. Minkah, R.(2016). On Statistics of Extremes Under Random Censoring And Co-Variate Information
MPhil
1. Nkrumah, S.(2017) Extreme Value Analysis of Temperature and Rainfall: Case Study of Selected Regions in Ghana
2. Ibrahim, U.(2017) Joint large deviation principles for empirical measures of the d-regular random graphs.
3. Rufai, R. D.(2015). The Influence of Microeconomic Variables on Stock Prices and Companies Listed on Ghana Stock Exchange.
4. Letsa, C.B.(2015). Determinants of the Factors Affecting the Promotion of Lecturer in
University of Ghana: Application of Survival Analysis.
5. Quarcoo, M. A.(2015). Time Series Analysis of Maternal Mortality in Ghana. A Case Study of the Korle-Bu Teaching Hospital, Accra(2001-2013).
6. Kyei-Boadu, N. B.(2015) Estimating Value-Risk and Expected Shortfall on Emerging Markets: Evidence from Ghana Stock Exchange.
7. Asantewaa, F.F.O.(2014). A predictive Model of Throughput Based on Waste and Loss Analysis: Case Study of Accra Brewery Limited (SABMiller PLC).
8. Mensah, D.(2013). Modelling the Water Level of the Akosombo Dam Using SARIMA Model of Time Series.
9. Smith, P.(2013). The Impact of Index Numbers problems on Ghana Consumer Price Index(CPI) Numbers.
10. Arku, D.(2013) Delinquency and Default Risk Modelling of microfinance in Ghana.
11. Akoto Isaac. (2012). Predicting the SSNIT Pensions Fund level Using Garch Model of Time Series.
MSc.
1. Afealette, E. K.(2017) Quantification of Operational Risks: A Case Study of Glico-A General Insurance Company In Ghana
2. Yirenkyi, P.S.(2016) Effect of Inflation On Commercial Banks Performance in Ghana.
3. Afflu, P.(2016). Predicting Stock Prices Using a Discrete Infinite State Markov Chain.
4. Ayambire,E.A. (2016). Modelling Rates with Linear Logarithm Hazard Transform Methods.
5. Obeng-Tawiah, A.(2016). Comparative Analysis of the Second Tier Lumpsum Benefit
and the Old SSNIT 25% Lumpsum Benefit in Ghana
6. Dompreh, R.(2015). Modelling for Insurance Claim Severity In Motor Comprehensive Policy.
7. Payne, M.S.(2015). Default Risk Modelling of Micro-finance Group Loans in Cameroon.
PHD THESIS EXAMINATION
1. Duah, D.(2017). Malaria Risk Prediction Model.
2. Mensah, D. Y.(2015). Generalized Linear Mixed Models with Application to Disease Impact Modelling.
3. Turkson, E. H.(2015). Statistical Modelling of birth Spacing And Reproductive Health Of Married women from Gomoa East district In The Central Region Of Ghana: A Survival Analysis Approach.
5. Kwofie, C. (2015). Statistical Analysis of the effect of Inflation and Exchange Rate on Stock Market Returns.
MPHIL THESIS EXAMINATION
1. Obu-Ampomah, N.(2017) Modelling the effect of the Bagre Dam on the Water Levels of the Akosombo Dam: Time Series Intervention Analysis.
2. Appiah, I. K.(2017) Statistical Analysis of Water Level Temperature and Humidity Using Cointergrated Vector Autoregression(VAR).
3. Siakwa, A. N. K.(2017) Statistical Techniques for The Analysis of repeated measures: An Application To Diabetes Mellitus Data.
4. Sulemana, A.(2017) Discriminant Analysis: Pattern Recognition Approach.
5. Asiedu-Jones, N. A.(2017) Modelling the Risk in the New Three Tier Pension Scheme Under Gaussian Investment Returns.
6. Cornelious, R. J.(2016) Study of the Conditions under which a Correlation Matrix Correlation Matrix with Eigenvalues has at least one negative component in its Eigenvector.
7. Kwofie, C. (2015). Statistical Analysis of the effect of Inflation and Exchange Rate on Stock Market Returns.
8. Ocran, E.(2015). Extreme Value Modelling of the Water Levels of the Akosombo Dam.
9. Nkegbe, W.K.(2013). Discrete Choice Experiment Approach To The Analysis Of Uptake of The National Health Insurance Scheme
And Insurance Awareness in The Tamale Metropolis.
10. Kallah-Dagadu, G.(2013). Modelling Ghana Exchange Indices And Exchange Rates with Stable Distributions.
11. Ansah-Narh, T.(2013). Prediction of Subscribers' Brand Switching Behaviour and Market Share of GSM Network Service Providers in Ghana Using Markov Chain Model.
12. Owusu-Yebuah, G.N.N. (2012). Queuing Analysis of Teller Service Times Retail Banks in Ghana.
MSC THESIS EXAMINATION
1. Benjamin Opoku Fofie(2017) Assessing Convergence in Distribution of a Simulated Stochastic Process2. Ama Bembua Bainson (2017) Centrality Measures for Dynamic Networks
3. Nelson Ndakolute Ndahangwapo (2017) Optimal Portfolio Insurance in a Discrete Probability Setting
4. Wisdom Kwame Attipoe (2017) Small World Networks as a model for disease spread: Comparing with the more traditionally used models.
5. Theophilus Elikem Agama (2017) On the proximity of additive and multiplicative functions
6. Mildred Aduamoah (2017) Numerical Solutions of a Parameter Dependent Partial Differential Equation
COMMITTEES AND BOARDS
2011-2015. Member, School of Mathematical Sciences/Faculty of Science Time Table, Committee,U.G.
2012-2019. Member, Academic Board, U.G.
2014-2019. Member, Academic Board,College of Basic and Applied Sciences, U.G.
2015-2019 Member Examination Board, College of Humanities, U.G.
2015-2019 Member Examination Board, College of Basic and Applied Sciences, U.G.
2015-2019 Member Admission Board, College of Humanities, U.G.
2015-2019 Member Management Committee of ISSER, U.G.
MEMBERSHIP OF EDITORIAL BAORDS
1. Ghana Journal of Sciences(GJS)
2. Consultant for the compilation of an integerated science & mathematics dictionary published by Sterling publishers
Co-Principal Investigator: Dr. Samuel Iddi
Research interest
My main area of research is Statistics/Probability; large deviation theory and its applications in Management Science, Information science, Finance, Banking, Insurance and Risk Management. I am also involve in joint research in Statistical Mechanics on Random Graphs and Applications of Random Graphs in Epidemiology.
Current research/project(s)
Currently, we are developing large deviation principles for Telecommunication networks. For the Telecommunication network modelled as Signal-To-Interference and Noise Ratio Graphs we define the empirical power measure and the empirical connectivity measure. For this empirical measures we establish the Joint large deviation principle. This is a joint project with my Ph.D student ( Mr. Enoch Sakyi-Yeboah) whose research work is been support by funding from the Carnegie Banga-African Project, University of Ghana.
Past research projects
Project Title: Development of a statistical model for overdispersed count outcome with many zeros: An approach for direct marginal inference
Principal Investigator: Dr. Kwabena Doku-Amponsah
Co-Principal Investigator: Dr. Samuel Iddi
Duration:2 years
Funding Agency: ORID, University of Ghana
Awards
March 2018: USD 750.00 Conference grant, University of Ghana, ORID
2015-2017: 20,000 Ghana Cedis Investigator-led Research grant, ORID,University of Ghana.
July 2009: 1,300 Pounds London Mathematical Society grant for research collaboration.
2003-2006: 70,200 Pounds Department of Mathematical Sciences Ph.D research grant ( Fees ;11,400 Pounds a year and Maintenance allowance;12,000 Pounds a year), University of Bath, U.K.
Recent publications
Sakyi-Yebaoh, E., Kwofie, C. and Doku-Amponsah,K.(2020). Large Deviation Principle for Empirical SINR Measure of Critical Telecommunication Networks. https://arxiv.org/pdf/2005.05165.pdf
Sakyi-Yebaoh, E., Asiedu, L. and Doku-Amponsah,K.(2020). Local Large deviation principle, Large deviation principle and Information Theory for the Signal-to-Interference-Plus-Noise Ratio Graph Models. To appear in Journal of Information and Optimization Sciences.
Arku, D., Doku-Amponsah, K. and Howard. N. K.(2020). A Markov-Modulated Tree-based Gradient boosting Model for Auto-Insurance Risk premium Pricing . Risk and Decision Analysis, 8 ,pp.1–13
Doku-Amponsah, K.(2019). Lossy Asymptotic Equipartition Property For Geometric Structured Data Structures. Journal of Information and Optimization Sciences, 40 (6),pp. 1211–1219.
Professional membership(s)
Founding Member of Ghana Statistical Association (GSA)