Computational modelling
1. Amplified black hole algorithm for real power loss reduction

L. Kanagasabai

Volume 9, Issue 2 , Spring 2020, , Pages 130-142

http://dx.doi.org/10.22105/riej.2020.214468.1114

Abstract
  This work presents Amplified Black Hole Algorithm (ABHA) for solving optimal reactive power problem. In the projected approach ABHA, Gravitational Search Algorithm (GSA) is merged with Black Hole Algorithm (BHA). Power loss reduction is the key objective in the proposed work. The gravitational force ...  Read More

Computational modelling
2. Option pricing on sesame price using jump diffusion models

T. Berhane; M. Adam; G. Awgichew; E. Haile

Volume 9, Issue 1 , Winter 2020, , Pages 25-45

http://dx.doi.org/10.22105/riej.2020.209020.1104

Abstract
  In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian sesame price fluctuations. The White Humera Gondar Sesame Grade 3 (WHGS3) price, which is recorded from 5 November 2010 to 30 March 2018 at Ethiopia Commodity Exchange (ECX) market, is used to ...  Read More