Joseph Odunayo Braimah | Mathematics | Young Scientist Award

Dr. Joseph Odunayo Braimah | Mathematics
| Young Scientist Award

Ambrose Alli University, Ekpoma, Nigeria | Nigeria

Dr. Joseph Odunayo Braimah is a Nigerian statistician and academic whose expertise spans industrial statistics, reliability engineering, acceptance sampling, biostatistics, and applied statistical modelling. He holds a Ph.D. in Statistics from the University of Ilorin, Nigeria, where his doctoral research focused on evaluating the performance of truncated sampling plans. He also earned an M.Sc. and B.Sc. in Statistics from the same institution, along with a Postgraduate Diploma in Education from the National Teachers’ Institute, Kaduna. He currently serves as a Lecturer I in the Department of Mathematics and Statistics at Ambrose Alli University, Ekpoma, Nigeria. In 2024, he completed a competitive Postdoctoral Research Fellowship at the University of the Free State, South Africa, within the Department of Mathematical Statistics and Actuarial Sciences. His earlier academic roles at Al-Hikmah University and AROIF College of Advanced Studies reflect his strong contributions to teaching, curriculum development, and student mentorship. Dr. Braimah’s research covers statistical quality control, time-to-event modelling, medical statistics, epidemiology, time series analysis, and probability distributions. He has authored over 70 Scopus-indexed publications in reputable international journals and has collaborated extensively with scholars across Africa, including South Africa and Zimbabwe. His work advances understanding in public health analytics, product reliability, epidemic monitoring, and industrial process optimization. He has also developed multiple new probability distributions and innovative acceptance sampling schemes that support decision-making in quality management and risk assessment. His current project, the National Road Traffic Crash Risk Index (NRTCRi), employs spatial and multiscale statistical modelling to assess and predict road-traffic crash risks across Nigeria, contributing to improved national safety policies. He also holds the Google Data Analytics Professional Certificate and is a registered member of the Teachers’ Registration Council of Nigeria.

Featured Publications

Braimah, J. O., Sule, I., Bello, O. A., & Correa, F. M. (2025). A new modified extended generalized inverted exponential (NMEGIEx) distribution: A distribution for flexible and accurate data analysis. Contemporary Mathematics, 6. https://doi.org/10.37256/cm.6620257771

Braimah, J. O., & Correa, F. M. (2025). Reliability assessment of products with Weibull lifetimes: A two-sided linked lots deferred sampling plan (T-SLLDSP). Scientific African. https://doi.org/10.1016/j.sciaf.2025.e03039

Omaku, P. E., Braimah, J. O., & Correa, F. M. (2025). Bayesian accelerated failure time model for zero-inflated survival data with application to liver cirrhosis. Journal of Probability and Statistics, (Wiley), 1–12. https://doi.org/10.1155/jpas/5562074

María Andrea Arias Serna | Applied Mathematics | Best Researcher Award

Prof. Dr. María Andrea Arias Serna | Applied Mathematics | Best Researcher Award

Professor, Universidad de MEdellín, Colombia

📌 Prof. Dr. María Andrea Arias Serna is an Associate Professor at the School of Engineering, University of Medellín, Colombia 🇨🇴, where she has been contributing since 2010. She holds a degree in Mathematics (2004) from the University of Antioquia and a Master’s in Applied Mathematics (2009) from Universidad EAFIT. Currently, she is pursuing a Ph.D. in Modeling and Scientific Computing at the University of Medellín. She is certified in Risk Management and Derivatives from esteemed institutions 🎓. Her research focuses on applied mathematics, financial risk measures, optimization, matrix-variate distributions, and shape theory. 📊🔢

Publication Profile

Google Scholar

Work Experience

Prof. Dr. María Andrea Arias Serna is an esteemed Associate Professor at the School of Engineering, University of Medellín, Colombia 🇨🇴, where she has been contributing since 2010. With extensive expertise in applied mathematics, financial risk measures, and optimization 📊🔢, she plays a key role in academic research and teaching. Her dedication to advancing mathematical modeling and scientific computing has significantly impacted her field. Passionate about risk assessment and matrix-variate distributions, she integrates theoretical knowledge with practical applications. Through her work, she continues to shape the future of engineering and mathematics education. 🎓✨

Academic Background

Prof. Dr. María Andrea Arias Serna is a dedicated mathematician and researcher from Colombia 🇨🇴. She earned her degree in Mathematics (2004) from the University of Antioquia and later completed a Master’s in Applied Mathematics (2009) at Universidad EAFIT with an outstanding score of 4.6 🎓. Currently, she is pursuing a Ph.D. in Modeling and Scientific Computing at the University of Medellín. Her academic journey reflects a strong foundation in mathematical sciences, focusing on advanced computational techniques, optimization, and financial risk analysis 📊🔢. She continues to contribute to academia through research and teaching. ✨

Expertise & Certifications

Prof. Dr. María Andrea Arias Serna is a distinguished mathematician and researcher from Colombia 🇨🇴, specializing in applied mathematics, financial risk measures, and optimization 📊🔢. She holds a certification in Risk Management (2013) from the International Institute of Professional Education and Research and a certification in Derivatives and Risk (2014) from the University of Illinois at Urbana-Champaign 🎓. These qualifications enhance her expertise in financial modeling and risk assessment. With a strong academic and research background, she integrates theoretical knowledge with real-world applications, contributing significantly to the fields of mathematics and finance. ✨

Research Interests

Prof. Dr. María Andrea Arias Serna is deeply engaged in the fields of applied mathematics and financial risk analysis 📊🔢. Her research focuses on financial risk measures, optimization techniques, and matrix-variate distributions, contributing to advancements in mathematical modeling and data analysis. She also explores shape theory, enhancing geometric and statistical applications 📐📈. Through her work, she aims to develop innovative solutions for complex mathematical and financial challenges. Her expertise bridges theoretical mathematics with real-world applications, making significant contributions to academia and industry. 🚀✨

Fellowships & Awards

Prof. Dr. María Andrea Arias Serna has been recognized for her outstanding academic and research achievements 🎓✨. She received the Honor Tuition Award from the University of Antioquia in both 2002 and 2003 for her exceptional performance in mathematics 🏅📊. In 2014, she was honored with the Best Investigation Award by the University of Medellín for her remarkable contributions to research and innovation 🔬📈. Her accolades highlight her dedication to advancing mathematical sciences and financial risk analysis, reinforcing her reputation as a leading researcher in applied mathematics and optimization. 🚀🔢

Research Focus

Prof. Dr. María Andrea Arias Serna specializes in financial risk analysis, applied mathematics, and optimization 📊🔢. Her research explores quantitative risk modeling, liquidity and operational risk, and matrix-variate distributions, contributing significantly to financial decision-making. She has developed information systems for risk quantification, integrating advanced statistical and computational techniques 🖥️📈. Her studies on Wasserstein barycenter risk measures, beta-Kotz distributions, and matrix-variate Value-at-Risk have advanced risk assessment methodologies in finance and economics 💰📉. Through her extensive publications, she bridges theoretical mathematics with real-world financial applications, solidifying her impact in academia and industry. 🚀🏦

Publication Top Notes

📘 Riesgo Operativo: Técnicas de modelación cuantitativa
📑 Cited by: 16 | 📅 Year: 2014

💻 Design of information system for the Liquidity Risk Management in financial institutions
📑 Cited by: 10 | 📅 Year: 2015

🔢 Algoritmos genéticos: una solución alternativa para optimizar el modelo de inventario (Q; r)
📑 Cited by: 8 | 📅 Year: 2009

📊 Risk measures: a generalization from the univariate to the matrix-variate
📑 Cited by: 7 | 📅 Year: 2021

💾 Information system for the quantification of financial risk
📑 Cited by: 6 | 📅 Year: 2017

🏦 Sistema de información para la cuantificación de pérdidas esperadas: Una aplicación en las entidades del sector solidario colombiano
📑 Cited by: 5 | 📅 Year: 2021

📈 Information system for the quantification of operational risk in financial institutions
📑 Cited by: 5 | 📅 Year: 2016

📉 Information system for the quantification of operational risk in financial institutions
📑 Cited by: 4 | 📅 Year: 2016

📊 (Q, r) MODEL WITH CVaR (alpha) OF COSTS MINIMIZATION
📑 Cited by: 3 | 📅 Year: 2017

💰 Desarrollo de una aplicación para el cálculo del riesgo de crédito en entidades del sector solidario colombiano
📑 Cited by: 2 | 📅 Year: 2022

📊 Development of an application for the calculation of credit risk in entities of the Colombian solidarity sector
📑 Cited by: 2 | 📅 Year: 2022

📈 Risk measures estimation under Wasserstein Barycenter
📑 Cited by: 2 | 📅 Year: 2020

📉 Risk measures and credit risk under the beta-kotz distribution
📑 Cited by: 2 | 📅 Year: 2018

🖥 Arquitectura de software para la medición del riesgo operacional en entidades del sector financiero
📑 Cited by: 2 | 📅 Year: 2017

📊 Matrix‐variate risk measures under Wishart and gamma distributions
📑 Cited by: 1 | 📅 Year: 2024

🖥 Desarrollo de una plataforma tecnológica para la gestión integral del riesgo financiero en el Sector Solidario Colombiano
📑 Cited by: 1 | 📅 Year: 2023

💰 Sistema de Información para la Medición del Riesgo de Liquidez en el Sector Solidario Colombiano
📑 Cited by: 1 | 📅 Year: 2021

🖥 Software suite for the measurement of financial risk
📑 Cited by: 1 | 📅 Year: 2018

📘 Modelación y estrategias en finanzas
📑 Cited by: 1 | 📅 Year: 2012

📊 Matrix-Variate Value-at-Risk: Generalized Beta and F Distributions
📑 Cited by: – | 📅 Year: 2024