Osei Tweneboah

Assistant Professor

Ramapo College of New Jersey

United States

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About

Dr. Osei Tweneboah is an Assistant Professor at Ramapo College of New Jersey, USA. His research spans several areas including time-series classification, financial volatility analysis, and statistical learning models. Recent publications feature innovative methodologies involving Bayesian optimization and multifractal analysis, contributing to fields such as finance and medical data analysis.

Articles (10)

Year:

2025

Year:

2024

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2024

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2023

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2022

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2022

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2021

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2021

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2020

Year:

2020

Collaborators (2)

Md Al Masum Bhuiyan

Austin Peay State University

UNITED STATES

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Ionut Florescu

Research Professor / Director Hanlon Labs / Director Financial Technology and Analytics

Stevens Institute of Technology

UNITED STATES

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Osei Tweneboah

Research Interests

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About

Articles (10)

Fusion of Recurrence Plots and Gramian Angular Fields with Bayesian Optimization for Enhanced Time-Series Classification

Volatility Analysis of Financial Time Series Using the Multifractal Conditional Diffusion Entropy Method

Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models

Classification of Financial Events and Its Effects on Other Financial Data

SCALING DETECTION IN EXTRACHROMOSOMAL DNA

Data Analysis Using a Coupled System of Ornstein–Uhlenbeck Equations Driven by Lévy Processes

Relationship between Continuum of Hurst Exponents of Noise-like Time Series and the Cantor Set

Analyzing Medical Data by Using Statistical Learning Models

Self-Similar Models: Relationship between the Diffusion Entropy Analysis, Detrended Fluctuation Analysis and Lévy Models

Long-Range Correlations and Characterization of Financial and Volcanic Time Series

Collaborators (2)

Md Al Masum Bhuiyan

Ionut Florescu

Make your next move.

Osei Tweneboah

Research Interests

Explore related searches

About

Articles (10)

Fusion of Recurrence Plots and Gramian Angular Fields with Bayesian Optimization for Enhanced Time-Series Classification

Volatility Analysis of Financial Time Series Using the Multifractal Conditional Diffusion Entropy Method

Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models

Classification of Financial Events and Its Effects on Other Financial Data

SCALING DETECTION IN EXTRACHROMOSOMAL DNA

Data Analysis Using a Coupled System of Ornstein&ndash;Uhlenbeck Equations Driven by L&eacute;vy Processes

Relationship between Continuum of Hurst Exponents of Noise-like Time Series and the Cantor Set

Analyzing Medical Data by Using Statistical Learning Models

Self-Similar Models: Relationship between the Diffusion Entropy Analysis, Detrended Fluctuation Analysis and Lévy Models

Long-Range Correlations and Characterization of Financial and Volcanic Time Series

Collaborators (2)

Md Al Masum Bhuiyan

Ionut Florescu

Make your next move.

Data Analysis Using a Coupled System of Ornstein–Uhlenbeck Equations Driven by Lévy Processes