Stanislas Muhinyuza
Senior lecturerResearch
My research focuses on statistical methods applied to portfolio theory in both small and large dimensions. The aim is to provide novel theoretical and practical contributions in multivariate statistics, random matrix theory and high dimensional data analysis. The developed methods can later be applied in finance, economics, machine learning and statistical learning.
In addition, my research also focuses on some other interesting topics, such as James-Stein shrinkage estimator types, distributional properties of portfolio weights under different scenarios, etc. I am also extending my research to the estimation of high-dimensional covariance matrices using statistical/machine learning techniques.
We are accredited
The School of Business and Economics at Linnaeus University is accredited by The Association to Advance Collegiate Schools of Business, AACSB.
My research groups
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Deterministic and Stochastic Modelling The research field Deterministic and Stochastic Modelling within Linnaeus University Centre for Data Intensive Sciences and Applications (DISA) brings together…
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Linnaeus University Centre for Data Intensive Sciences and Applications The DISA research centre at Linnaeus University focuses its efforts on open questions in collection, analysis and utilization of…
Publications
Article in journal (Refereed)
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Drin, S., Mazur, S., Muhinyuza, S. (2025). A test on the location of tangency portfolio for small sample size and singular covariance matrix. Modern Stochastics: Theory and Applications. 12 (1). 44-59.
Status: Published -
Dushimirimana, J., Muhinyuza, S., Nzabanita, J. (2021). Growth curve model for analyzing the effects of Calcium foliar feed on the wilting rate of post-harvest rose flowers. African Journal of Applied Statistics. 8 (2). 1181-1197.
Status: Published -
Karlsson, S., Mazur, S., Muhinyuza, S. (2021). Statistical inference for the tangency portfolio in high dimension. Statistics (Berlin). 55 (3). 532-560.
Status: Published -
Muhinyuza, S. (2020). A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting. Theory of Probability and Mathematical Statistics. 103. 103-119.
Status: Published -
Muhinyuza, S., Bodnar, T., Lindholm, M. (2020). A test on the location of the tangency portfolio on the set of feasible portfolios. Applied Mathematics and Computation. 386. 125519-125519.
Status: Published -
Bodnar, T., Mazur, S., Muhinyuza, S., Parolya, N. (2020). On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. Theory of Probability and Mathematical Statistics. 99. 39-52.
Status: Published