Stanislas Muhinyuza
UniversitetslektorForskning
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.
Vi är kvalitetscertifierade
Ekonomihögskolan och Linnéuniversitetet är ackrediterade av The Association to Advance Collegiate Schools of Business, AACSB.
Publikationer
Artikel i tidskrift (Refereegranskat)
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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: Publicerad -
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: Publicerad -
Karlsson, S., Mazur, S., Muhinyuza, S. (2021). Statistical inference for the tangency portfolio in high dimension. Statistics (Berlin). 55 (3). 532-560.
Status: Publicerad -
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: Publicerad -
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: Publicerad -
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: Publicerad