School of Mathematics and Actuarial Sciences

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    ANALYSIS OF TRENDS AND VOLATILITY OF CRYPTOCURRENCIES IN THE GLOBAL MARKET
    (Technical University of Kenya, 2023-06-01) KHAMILA, DOUGLAS
    The motivation of this study was to analyze trends, volatility and model identification for Bitcoin, Ethereum and Ripple cryptocurrencies in the global market. The study utilized weekly price and cryptocurrency trading datasets from https://coinmarketcap.com. The study period was from 1st February 2015 to 26th December 2021. Two models, Arima and Garch models have been used in the study to determine the trends and volatility in the global market, trends have shown that cryptocurrencies have continued to increase in the market creating a worrying trends of overrunning both the domestic and international currencies, cryptocurrencies have remained unregulated in domestic markets and even in global markets, this have made it difficult to establish the value of digital assets held by mostly the tech-savvy individuals amounting to billions that have affected the markets both locally and internationally. Model identification was also determined using akaike information criterion values, the models that reported the least akaike information criterion values were considered to be the best models. On volatility, the results revealed that cryptocurrencies prices varied with time positively, which means traders looking to capitalize on volatility for profits may use such indicators as a strength indexes, volumes and establish support and resistance levels. The results from this study are important for market stability, investment and risk management purposes
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    DETERMINING TRANSIT DOSE FOR THE BEBIG SAGINOVA® HDR Ir-192 STEPPING SOURCE BRACHYTHERAPY UNIT
    (Technical University of Kenya, 2023-11-01) MURIITHI, MILLICENT
    The Bebig SagiNova® HDR brachytherapy treatment unit implements the TG-43 formalism in calculating radiation dose, which does not account for transit doses during treatment. It is unclear how significant the transit dose is and depending on its magnitude, it may impact the clinical outcome. The goal of this study is to determine the transit dose component for the Bebig SagiNova® HDR brachytherapy unit with an Ir-192 stepping source. The well-type chamber measurement technique was used to measure charge collected as the Ir 192 source moved from the afterloader. The charge measurements were collected for different source configurations and analyzed using two techniques; the multiple exposure method and the graphical method to determine effective transit time. The overall effective transit time was quantified as the source moved to its first dwell position (entry time), between activated dwell points (interdwell time) and during retraction out of the applicator back into the afterloader (exit time). The effective transit time of 2.02s was obtained with the multiple exposure method as well as the graphical solution method. The effective transit time was not influenced by the analysis technique. The overall effective transit time for the unit was determined to be about 13.80s and 13.99s using the multiple exposure method and the graphical solution respectively. The significance of the amount of dose during transit is not clear, as it depends on the activity and configuration of the source, prescribed dose and the quantity of treatment fractions used. It is necessary to determine and document transit time and doses for assessing their significance on the delivered dose to help improve the overall efficiency of brachytherapy and patient care