Publications

Publications

Applied statistics and mathematical Sciences

Books and monographs

  1. EZEPUE, P. O. and EKHAGUERE (2016) eds. Proceedings of the International Symposium on Mathematical and Statistical Finance, 1-3 September 2015, organised by the Statistics Information Modelling & Financial Mathematics Research Group, Sheffield Hallam University, UK, and the Nigerian Mathematics Finance Statistics and Economics Research Consortium (NIMFSERC), Mathematics and Statistics Complex, University of Ibadan, Oyo State, Nigeria. Publications of the SIMFIM 3E-ICMCS Research Consortium, ISBN: 978-37246-5-7.
  2. EZEPUE, P. O. (2008) Financial Risk Management in Global Financial Markets: Theory, Models and Applications. Exemplary Lectures Notes for the MSc Applied Statistics Programme, Sheffield Hallam University, UK. Module 12-7-140. Currently being updated for publication under the AfriWorld Higher Education Publishing, www.afriworldpublishing.com, and TETFUND Textbook Publishing Programmes.

This textbook is structured as a super-book, a text that covers not only theoretical foundations of the topics, but also the paths to practice and cognate skills. Key chapters include: the introduction to financial risk management; the investment environment and financial instruments; risk, return and uncertainty; probability theory and simulation in risk measurement; financial theories – portfolio theory and management; financial theories – the Capital Asset Pricing Model and Arbitrage Pricing; financial derivatives – equity, options and futures; new approaches to financial risk management.

Journal papers

  1. OCHINANWATA, N. H., EZEPUE, P. O., NWANKWO, T. C., IGWE, P. A. & OCHINANWATA, C. (2021) Public-private entrepreneurial financing partnership model in Nigeria. Thunderbird International Business Review. Wiley. Pp. 1-11. DOI: 10.1002/tie.22194.

 

  1. EZEPUE, P. O., URAMA, T. C. & OMAR, M. A. T. (2019) Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics and Global Economics. Journal of Mathematical Finance, http://www.scirp.org/journal/jmf., Vol. 9 (1). March 2019.

 

  1. EZEPUE, P. O. (2018) Secrets of the Masters: Model-Based Hyper-Performance in the Corporate-Academic Business of Life. Invited Keynote Paper for the May 2017 International Conference on Contemporary Mathematics in the Real World. Transactions of the Nigerian Association of Mathematical Physics, Vol. 6, January 2018, pp. 280-307.

 

  1. EZEPUE, P. O. (2018) A Masterclass on Stochastic Modelling in Finance and Economics with a Focus on Current and Emerging Research Directions. Invited Keynote Paper for the May 2017 International Conference on Contemporary Mathematics in the Real World. Transactions of the Nigerian Association of Mathematical Physics, Vol. 6, January 2018, pp. 308-334.

 

  1. URAMA, T. C. & EZEPUE, P. O. (2018) Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market. Journal of Mathematical Finance. http://www.scirp.org/journal/jmf., October 2018.

 

  1. MBAMA, C., EZPUE, P. O., ALBOUL, L. & BEER, M. (2018) Digital Banking,

Customer Experience and Financial Performance: UK Bank Managers’ Perceptions. Journal of Research in Interactive Marketing. 5 September 2018.

 

  1. MBAMA, Cajetan & EZEPUE, P. O. (2018) Digital Banking, Customer Experience and Bank Financial Performance: UK Customers’ Perceptions. International Journal of Bank Marketing, Available at https://doi.org/10.1108/IJBM–11–2016–0181.

 

  1. RAHEEM, M. A. & EZEPUE, P. O. (2018) Some Stylized Facts of Short-Term Stock Prices of Selected Nigerian Banks. Open Journal of Statistics, 94-133. Available at https://doi.org/10.4236/ojs.2018.81008

 

  1. AGWUEGBO, S. O. N., ONUGHA, E. E., & EZEPUE, P. O. (2017) Hierarchically Structured Model for Predicting the Distribution of Insurance Risk. Transactions of the Nigerian Association of Mathematical Physics (Trans of NAMP), Vol. 3 (January 2017), pp. 169-176.

 

  1. AGWUEGBO, S. O. N., ONUGHA, E. E., EZEPUE, P. O., ONYEKA-UBAKA, J. N. & AKINTUNDE, A. A. (2017) Diffusion Model for Crude Oil Price Dynamics. Journal of the Nigerian Association of Mathematical Physics (J. of NAMP),Vol 40 (March 2017), pp. 215-222.

 

  1. URAMA, T.C., EZEPUE, P.O. & NNANWA, P.C. (2017) Analysis of cross-correlations in Emerging Markets Using Random Matrix Theory, Journal of Mathematical Finance, 2017, 7, 291- 3017. http://www.scirp.org/journal/jmf.

 

  1. OJO, A. & EZEPUE, P. O. (2017) Using Casualty Assessment and Weighted Hit Rates to Calibrate Spatial Patterns of Boko Haram Insurgency for Emerging Response Preparedness. Journal of Terrorism Research, St. Andrews University, UK. Available online at https://jtr.st–ac.uk/article/10.15664/jtr.1415/

 

  1. RAHEEM, Maruf A. & EZEPUE, P. O. (2017) Stock volatility in the eyes of turbulence: evidence from Nigerian banks. Mathematical Finance Letters, Vol 2017 (2). ISSN: 20512929.

 

  1. AKINBORO, F. G., AYEDUN, P.O., EZEPUE, P. O., MAKINDE, V., OKEYODE, I. C., ALABI, A.A. & ALATISE, O. O. (2016) Experimental Investigation of Drying Rates of Solar Photovoltaic and Thermal Dryers I: Comparison of Drying Rates. Journal of the Nigerian Association of Mathematical Physics (J of NAMP), Vol. 34 (March 2016), pp. 377-384.

 

  1. AKINBORO, F. G., AYEDUN, P.O., EZEPUE, P. O., MAKINDE, V., OKEYODE, I. C., ALABI, A.A. & ALATISE, O. O. (2016) Experimental Investigation of Drying Rates of Solar Photovoltaic and Thermal Dryers II: Univariate Analysis. Journal of the Nigerian Association of Mathematical Physics (J of NAMP), Vol. 34, 2016).

 

  1. AKINBORO, F. G., MUSTAPHA, A. O., EZEPUE, P. O., MAKINDE, V., OKEYODE, I. C., ALABI, A.A. & ALATISE, O. O. (2016) Experimental Investigation of Drying Rates of Solar Photovoltaic and Thermal Dryers III: Multivariate Modelling Equation. Journal of the Nigerian Association of Mathematical Physics (J of NAMP), Vol. 34. Available online at http://dx.doi.org/10.1080/15228916.2012.727750

 

  1. RAHEEM, Maruf Ariyo and EZEPUE, P O (2016) A Three-State Markov Chain Approach to Predicting Asset Price Returns of a Nigerian Bank. Central Bank of Nigeria CBN Journal of Applied Statistics, Vol. 7 (2) (December 2016).

 

  1. NNANWA, C. P., URAMA, T. C., & EZEPUE, P. O. (2016) Portfolio optimization of financial services stocks in the Nigerian Stock Exchange. American Review of Mathematics and Statistics. December 2016, Vol. 4, No. 2, pp. 1-9.

 

  1. EKONG, N. S., EZEPUE, P. O., AKPAN, U. S. & MOFFAT, I. U. (2016) Regime-based Causality Analysis of Crude Oil-Stock Market and Economic Growth Nexus: Evidence from Nigeria. International Journal of Innovation and Applied Studies, Vol. 15, No. 1, pp. 191-209. Available online at http://ijias.issr–org/abstract.php?article=IJIAS–16–

032–01 

 

  1. EZEPUE, P. O. & OMAR, M. A. T. (2012) Weak-form market efficiency of the Nigerian Stock Market in the context of financial reforms and global financial crisis, Journal of African Business, 13(3), pp.209-220, ISSN: 1522-8916 print/1522-9076 online.

 

  1. EZEPUE, P. O. & OJO, A. (2012) Addressing economic development goals through innovative teaching of university statistics: a case study of statistical modelling in Nigeria, International Journal of Mathematical Education in Science and Technology. Available online at http://dx.doi.org/10/1080/0020739X.2012.678893

 

  1. OJO, A. & EZEPUE, P. O. (2012) Modelling and visualising the geodemography of poverty and wealth across Nigerian Local Government Areas, The Social Sciences7 (1), pp. 145-158.

 

  1. OJO, A. & EZEPUE, P. O. (2011) How developing countries can derive value from the principles and practice of geodemographics and provide fresh solutions to Millennium Development challenges, Journal of Geography and Regional Planning, Vol. 4 (9), pp. 505-512. Available online at http://www.academicjournals.org/JGRP(ISSN 2070-1845).

 

  1. IBEH, Kevin I. N., Essaim IBRAHIM & Patrick EZEPUE (2007) Factors stimulating export activity: any Difference for Sub-Saharan African Firms? Journal of African Business, Volume 8, No. 2, pp. 7-26 (ISSN: 1522-8916).

 

  1. EZEPUE, P. O. (1993) Modelling the career paths and experience profile of academic staff in a university college: A Markov chain approach. Journal of the Nigerian Statistical Association (JNSA), Vol. 7, No. 1, pp- 14-24.

 

  1. UCHE, P. I. & P. O. EZEPUE (1991) A Markovian model of academic staff flow in a tertiary institution, Journal of the Nigerian Statistical Association (JNSA), 6, No. 1, pp. 49-68.

 

Integrated business modelling

 

  1. EZEPUE, P. O. & OCHINANWATA, N. (2017) Business development frameworks for establishing innovative born-global firms in Nigeria and Sub-Saharan Africa. Journal of Advances in Management Sciences & Information Systems, Vol. 3 (2) 9-26.

 

  1. OCHINANWATA, N. & EZEPUE, P. O. (2017) Business Model Innovations in Nigerian Higher Educational Institutions. European Journal of Education Studies, Vol. 3 (8),: d.o.i:

10.5281/zenodo.822496.

   

Selected refereed conference papers

  1. AGWUEGBO, S. O. N., ONUGHA, E. E. & EZEPUE, P. O. (2016) A diffusion model of the Nigerian Stock Market. In EZEPUE, P. O. and EKHAGUERE (2016) eds. Proceedings of the International Symposium on Mathematical and Statistical Finance, 1-3 September 2015, Mathematics and Statistics Complex, University of Ibadan, Oyo State, Nigeria. Publications of the SIMFIM 3E-ICMCS Research Consortium, ISBN: 978-37246-5-7, pp. 192-209.

 

  1. EZEPUE, P O (2016) It Takes a Nation and a Continent: Achieving Research-Teaching Excellence, Engaged Scholarship, and High-Impact Socio-Economic Development in Nigeria and Africa. In EZEPUE, P. O. and EKHAGUERE (2016) eds.

 

  1. EZEPUE, P. O. & OMAR, M. T. (2016) Global financial crisis, volatility modelling and systematic stock market characterisation. In EZEPUE, P. O. and EKHAGUERE (2016) eds., pp. 383-407.

 

  1. EZEPUE, P. O. & OMAR, M. T. (2016) Stochastic models and stock market characterisation of the Nigerian Stock Market. In EZEPUE, P. O. and EKHAGUERE (2016) eds., pp. 408–427.

 

  1. EZEPUE, P. O. & Amechi A. EZEPUE (2008) Achieving depth in students’ learning through critical thinking and pedagogical innovations: any relevance to entrepreneurship education? Proceedings of the 1st Chike Okoli International Conference on Entrepreneurship, February 19-21, Nnamdi Azikiwe University, Awka, Anambra State, Nigeria.

 

  1. EZEPUE, P. O. & Amechi A. EZEPUE (2008) The dimensions of creativity and critical thinking: implications for entrepreneurship-focused pedagogic innovations in (African) higher educational institutions, Proceedings of the 1st Chike Okoli International Conference on Entrepreneurship, February 19-21, Nnamdi Azikiwe University, Awka, Anambra State, Nigeria.

 

  1. EZEPUE, P. O. & GREY, D. R. (2003) Branching process asymptotics in Markovian environments via matrix analysis, Proceedings of the 2003 Hawaii International Conference on Statistics, Mathematics and Related Fields, June 4-8, Honolulu, Hawaii, USA.

 

  1. EZEPUE, P. O. & GREY, D. R. (2005) Some notes on Schmidli’s renewal theorem with branching process applications, Proceedings of the 2005 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 9-12, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. & K. MWITONDI (2006) Functional Education and Related Disciplines: Innovative and Reflexive Learning, Teaching and Assessment of Business Intelligence, Proceedings of the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. & K. MWITONDI (2006) Searching for clusters in data: implications for teaching business intelligence, Proceedings of the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. & P. E. CHIGBU (2005) Teaching Critical Thinking Within Related Disciplines: Implications for Functional Education in Mathematical Sciences, Proceedings of the Conference of the Nigerian Statistical Association, Enugu, Nigeria, September 2005.

 

  1. EZEPUE, P. O. & P. E. CHIGBU (2006) Intellectualising functional education: implications for teaching statistics, mathematics and related fields, Proceedings of the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. & SOLARIN, A. R. T. (2009) The Meta-Heuristics of Global Financial Risk Management in the Eyes of the Credit Squeeze: Any Lessons for Modelling Emerging Financial Markets: Part I:Key Ideas on the Causes and Research Implications of the Credit Squeeze; Part II: Discussions which Apply the Ideas to Some topics in Investment and Financial Risk Management; Part III: A Rejoinder to Governor of the Central Bank of Nigeria, Professor Chukwuma Soludos’ Inaugural Lecture as Professor of Economics at the University of Nigeria, a lecture that dwells on similar ideas, a Keynote Paper, Proceedings of the International Conference on Mathematical Modelling of Global Challenging Problems, National Mathematical Centre, Abuja, Nigeria, 26-30 November 2008.

 

  1. EZEPUE, P. O. & UDO, I. A. (2006) Conversations in Applied Statistical Modelling Part 1: Stochastic Models for Operations and Profitability Assessment in Barbershops, Proceedings of the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747.

 

  1. EZEPUE, P. O. & UDO, I. A. (2006) Conversations in Applied Statistical Modelling Part 2: Towards a Case-Driven Pedagogy for Statistical Modelling and Consulting, Proceedings of the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. (2006) Some Interludes on Renewal Theory and (Markov) Random Walks with Applications to the Athreya-Karlin Branching Process Part 1: A Review of Theoretical Issues and Mathematical Presuppositions of the Branching Process in Random Environments (BPRE), Proceedings of the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. (2006) Some Interludes on Renewal Theory and (Markov) Random Walks with Applications to the Athreya-Karlin Branching Process Part 2: Embedded Random Walk and Extinction Probability in the Athreya-Karlin Branching Process, Proceedingsof the 2006 Hawaii International Conference on Statistics, Mathematics and Related Fields, January 16-18, Honolulu, Hawaii, USA [ISSN No. 1550-3747].

 

  1. EZEPUE, P. O. (2008) Foundational issues in trans-inter- and multidisciplinary education and praxis in African higher educational institutions: implications for graduate entrepreneurship and employability, Proceedings of the 1st Chike Okoli International Conference on Entrepreneurship, February 19-21, Nnamdi Azikiwe University, Awka, Anambra State, Nigeria.

 

  1. EZEPUE, P. O. (2009) A model-based approach to knowledge management and capacity building in developing economies: Part I Theoretical foundations, invited paper, The Proceedings of the 2009 Knowledge Management Africa, Dakar, Senegal, May 3-8, 2009.

 

  1. EZEPUE, P. O. (2009) A model-based approach to knowledge management and capacity building in developing economies: Part II Discussions, invited paper, The Proceedings of the 2009 Knowledge Management Africa, Dakar, Senegal, 3-8 May 2009.

 

  1. EZEPUE, P. O., HOSSAIN, M. A. & KATATA, K. S. (2004) Artificial intelligence, information systems delivery and analytical capabilities in customer relationship and retention management (CRRM), Proceedings of the International Conference on Artificial Intelligence (ICAI 03), Vol. 1, June 22-27, 2003,Las Vegas, USA, 16-18 [ISBN No. 1932415-12-2, pp. 75-83].

 

  1. EZEPUE, P. O., HOSSAIN, M. A. & KATATA, K. S. (2004) Intelligent data mining models for customer targeting, Proceedings of the 5th International Conference on Recent Developments in Soft Computing (RASC 2004), 16-18 December 2004, ISBN No. 184233-110-8, pp. 262-268].

 

  1. MBAMA, C. I. & EZEPUE, P. O. (2016) Digital services innovation, customer experience and bank financial performance. In EZEPUE, P. O. and EKHAGUERE (2016) eds., pp. 218-237.

 

  1. NNANWA, C. P., URAMA, T. C., & EZEPUE, P. O., Random matrix theory analysis of cross-correlations in the Nigerian Stock Exchange, Proceedings ISF(2017).

 

  1. OMAR, M. T. & EZEPUE, P. O. (2016) Exploring the presence of bubbles in the All Shares Index of the Nigerian Stock Market: Any links with recent bank failures? In EZEPUE, P. O. and EKHAGUERE (2016) eds

 

  1. RAHEEM, Maruf Ariyo & EZEPUE Patrick Oseloka (2016) Modelling Impacts of Global Financial Crisis on Stock Volatility of Nigerian Banks. Proceedings of the World Academy of Science, Engineering and Technology Conference, May 16-16, 2016, Montreal, Canada.

 

  1. RAHEEM, Maruf Ariyo and EZEPUE, P O (2014) A Three-State Markov Chain Model for Predicting Asset Returns Behaviour of Nigerian Banks. Proceedings of the International Forecasting Society, Rotherham, The Netherlands.

 

 

  1. URAMA, T.C., EZEPUE, P.O. & NNANWA, P.C. (2017c) Application of Random Matrix Theory in Estimating Realistic Implied Correlation Matrix from Option Prices, Proceedings of 6thannual International Conference on Computational Mathematics, Computational Geometry & Statistics, (CMCGS), 2017 and 5th annual International Conference on Operations Research and Statistics (ORS) 2017, Singapore; Global Science and Technology Forum.

 

  1. URAMA, T.C., EZEPUE, P.O.; NNANWA, P.C. (2017b) Analysis of cross-correlation in Emerging Markets Using Random Matrix Theory, Proceedings of 6thannual International Conference on Computational Mathematics, Computational Geometry & Statistics, (CMCGS), 2017 and 5th annual International Conference on Operations Research and Statistics (ORS) 2017, Singapore; Global Science and Technology Forum.

 

  1. VELLA, Vince and EZEPUE, P. O. (2016) Comparative and decision tree analysis of European Corporate Bond performances in different markets and scenarios. In EZEPUE, P. O. and EKHAGUERE (2016) eds.

 

  1. VELLA, Vince and EZEPUE, P. O. (2016) Some notes on distributional properties of European Corporate Bond returns: implications for investment and risk management decisions. In EZEPUE, P. O. and EKHAGUERE (2016) eds.

 

Integrated business modelling

 

  1. EZEPUE, P. O. & OCHINANWATA, N. (2016). Business development frameworks for establishing innovative born-global firms in Nigeria and Sub-Saharan Africa. Proceedings of the Applied Business and Entrepreneurship International Conference, 9- 11 November 2016, Las Vegas, USA: ISBN 978-1-963010-81-7.

 

  1. OCHINANWATA, N. & EZEPUE, P. O.  (2016). Platform business model constructs: Fostering innovative born-global firms in Sub-Sahara Africa. Proceedings of the Applied Business and Entrepreneurship International Conference, 9-11 November 2016, Las Vegas, USA: ISBN 978-1-963010-81-7.

 

  1. OCHINANWATA, N. & EZEPUE, P. O.  (2016). Elements of business modelling for bornglobal firms: developing country perspectives. Abstracts and Proceedings of the 29th Small Enterprise Australia and New Zealand (SEAANZ) Conference, 10-12 August 2016, Melbourne Australia. ISBN 978-0-9953830-0-5.

 

  1. EZEPUE, P. O. & OCHINANWATA, N. (2016). Integrated frameworks for establishing and financing start-ups in Nigeria: Concepts and cases. Abstracts and Proceedings of the 29th Small Enterprise Australia and New Zealand (SEAANZ) Conference, 10-12 August 2016, Melbourne Australia: ISBN 978-0-9953830-0-5.

 

  1. OCHINANWATA, N. & EZEPUE, P. O. (2015). Integrated Business Modelling for Establishing Innovative Born-Global Challenger Banks in Nigeria. In Ezepue, P. O. & Ekhaguere, G. O. S. (Eds), Proceedings of the International Symposium on Mathematical and Statistical Finance, 1-3 September 2015, Mathematics and Statistics Complex, University of Ibadan, Oyo State, Nigeria. Publications of the SIMFIM 3E-ICMCS Research Consortium, ISBN: 978-37246-5-7.

Related academic development reports

 

  1. EZEPUE, P O (2015) Higher Education Research-Teaching Excellence, Engaged Scholarship and High-Impact Socio-Economic Development: Special Focus on Nigeria and Africa: In Search of Excellence in Nigerian and African Higher Education: Views on How (Not) to (Miss) Educate Higher Education Students. Invited Public Lectures by the University of Ilorin Centre for International Education (CIE), 12-15 May 2015, University of Ilorin, Kwara State, Nigeria.

 

  1. EZEPUE, P. O. (2013) A Concept Paper on Multidisciplinary University-Industry Collaboration in Mathematics Finance and Economics, to be powered by a proposed Nigerian Mathematics Finance Statistics and Economics Research Consortium (NIMFSERC), presented as part of a -3-hour Symposium on Research Institute-University-Industry Collaboration, 8thPan African Congress of Mathematicians (PACOM), NMC, Abuja FCT, Nigeria, 1-7 July, 2013.

 

  1. EZEPUE, P. O. (2012) Fostering research and teaching excellence in Nigerian universities: mathematical sciences perspectives, including two separate reports on:

 

  • Indicative projects to promote mathematical sciences education in Nigeria and
  • Indicative higher and statistical education research activities in Nigeria. Available online in the Media Release section of the African Higher Education and Research Observatory (AFRIHERO) websites

 

Enquiries

For more details, please contact us at:

Email:  info@oseluxworldhero3e.com or through Tel. no:  +447772632150 to speak to the Director of Research and Enterprise Development, Dr Patrick Oseloka EZEPUE