| Modelling the volatility of Bitcoin returns using GARCH models SA Gyamerah Quantitative Finance and Economics 3 (4), 739-753, 2019 | 70 | 2019 |
| Probabilistic forecasting of crop yields via quantile random forest and Epanechnikov Kernel function SA Gyamerah, P Ngare, D Ikpe Agricultural and Forest Meteorology 280, 107808, 2020 | 45 | 2020 |
| Heuristic crossover for portfolio selection AS Gyamerah | 28 | 2014 |
| On Stock Market Movement Prediction Via Stacking Ensemble Learning Method SA Gyamerah, P Ngare, D Ikpe 2019 IEEE Conference on Computational Intelligence for Financial Engineering …, 2019 | 21 | 2019 |
| On forecasting the intraday Bitcoin price using ensemble of variational mode decomposition and generalized additive model SA Gyamerah Journal of King Saud University-Computer and Information Sciences 34 (3 …, 2022 | 18 | 2022 |
| A multivariate causality analysis of CO2 emission, electricity consumption, and economic growth: Evidence from Western and Central Africa SA Gyamerah, LA Gil-Alana Heliyon 9 (1), 2023 | 17 | 2023 |
| Hedging Crop Yields Against Weather Uncertainties—A Weather Derivative Perspective S Gyamerah, P Ngare, D Ikpe Mathematical and Computational Applications 24, 2019 | 15 | 2019 |
| Regime-switching temperature dynamics model for weather derivatives SA Gyamerah, P Ngare, D Ikpe International Journal of Stochastic Analysis 2018, 1-15, 2018 | 12 | 2018 |
| Modelling the mean and volatility spillover between green bond market and renewable energy stock market SA Gyamerah, BE Owusu, EK Akwaa-Sekyi Green Finance 4 (3), 310-328, 2022 | 10 | 2022 |
| Max-plus algebra and application to matrix operations SA Gyamerah, PK Boateng, P Harvim British Journal of Mathematics & Computer Science 12 (3), 1-14, 2016 | 9 | 2016 |
| Long-term exchange rate probability density forecasting using Gaussian kernel and quantile random forest SA Gyamerah, E Moyo Complexity 2020, 1-11, 2020 | 7 | 2020 |
| Crop yield probability density forecasting via quantile random forest and Epanechnikov Kernel function SA Gyamerah, P Ngare, D Ikpe arXiv preprint arXiv:1904.10959, 2019 | 7 | 2019 |
| Regime-Switching Model on Hourly Electricity Spot Price Dynamics PN Samuel Asante Gyamerah Journal of Mathematical Finance 8 (01), 102, 2018 | 7 | 2018 |
| Two-stage hybrid machine learning model for high-frequency intraday bitcoin price prediction based on technical indicators, variational mode decomposition, and support vector … SA Gyamerah Complexity 2021, 1-15, 2021 | 6 | 2021 |
| Covid-19 pandemic and herding behaviour in cryptocurrency market SA Gyamerah Applied Finance Letters 10, 58-66, 2021 | 6 | 2021 |
| Anti-Corruption Instrument and Economic Growth: Evidence from SADC Member States J Frimpong, S Lazarova, SA Gyamerah Journal of Finance and Economics 7 (1), 14-22, 2019 | 6 | 2019 |
| A multigene genetic programming model for thyroid disorder detection J Ackora-Prah, FN Oheneba-Osei, PS Andam, D Gyamfi, SA Gyamerah Applied Mathematical Sciences, 2015 | 6 | 2015 |
| Pattern search for portfolio selection J Ackora-Prah, SA Gyamerah, PS Andam, D Gyamfi Applied Mathematical Sciences, 2014 | 6 | 2014 |
| Measurement and impact of longevity risk in portfolios of pension annuity: the case in sub Saharan Africa SA Gyamerah, J Arthur, SW Akuamoah, Y Sithole FinTech 2 (1), 48-67, 2023 | 4 | 2023 |
| Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators SA Gyamerah arXiv preprint arXiv:1909.01268, 2019 | 4 | 2019 |
