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Researcher profile

Tombotamunoa W. J. Lawson

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Tombotamunoa W. J. Lawson is a registered researcher in their academic field.

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3 research works linked to this profile

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Research · 2026 · Ktrend - International Journal of Mathematics and Statistics (IJMS)

Machine Learning-Assisted Selection of Algebraic Structures for Post-Quantum Cryptographic Systems: A Multi-Objective Computational Optimization Model

The transition to post-quantum cryptography creates a mathematical decision problem in which security strength, algebraic structure, key and ciphertext sizes, execution time, memory demand, implementation complexity, and side-channel resilience must be considered simultaneously. This paper develops a machine learning-assisted multi-objective computational framework for ranking candidate algebraic structures and parameter configurations for post-quantum cryptographic deployment. The framework combines a normalized utility model, feasibility constraints, Pareto dominance, and supervised learning. A reproducible simulation study with 2,400 synthetic candidate configurations representing lattice-, code-, hash-, multivariate-, and group-based families is used to demonstrate the methodology without presenting the simulated values as implementation benchmarks. Random Forest, Gradient Boosting, and Support Vector Machine classifiers are compared using a stratified 70:30 train-test split and five-fold cross-validation. On the held-out test set, Gradient Boosting achieved an accuracy of 0.901, F1-score of 0.869, and ROC-AUC of 0.968, while five-fold cross-validation produced a mean ROC-AUC of 0.960. Security strength was the dominant predictor in permutation analysis, but side-channel resilience, algebraic dimension, key size, memory demand, and decapsulation time also contributed to the selection boundary. A Pareto analysis identified 25 non-dominated feasible configurations in the simulated design space. The proposed model provides a transparent mathematical mechanism for combining cryptographic constraints with data-driven classification and can be adapted to measured benchmark datasets as they become available. The principal contribution is therefore methodological: it gives a reproducible bridge between computational algebra, multi-criteria optimization, and machine learning for cryptographic parameter selection.

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ARIMA; Prophet; Markov chain; time series; mathematical modelling; forecasting · 2026 · Ktrend – Nigerian Journal of Mathematical and Computational Sciences

Mathematical Modelling and Forecasting of Inflation Dynamics in Nigeria Using ARIMA, Prophet, and Markov Chain Models

This study develops and compares three mathematical frameworks for modelling monthly inflation dynamics in Nigeria: an autoregressive integrated moving-average model, a Prophet additive forecasting model, and a finite-state Markov chain. The analysis uses 281 monthly observations of headline inflation covering January 2003 to May 2026. Preliminary tests indicate that the level series is non-stationary, while first differencing produces a stationary process. A systematic information-criterion search selected an ARIMA(2,1,3) model. A twelve-month holdout experiment showed that ARIMA outperformed Prophet, with mean absolute error, root mean squared error, and mean absolute percentage error of 6.69, 7.60, and 41.08%, respectively, compared with 16.16, 16.92, and 95.39% for Prophet. The relatively large errors reflect a major structural discontinuity near the end of the sample and demonstrate the difficulty of extrapolating inflation under changing measurement and macroeconomic regimes. The Markov model classified inflation as low, moderate, or high and revealed strong state persistence, with self-transition probabilities of 0.913, 0.945, and 0.936. Its stationary distribution assigns probabilities of 0.246, 0.586, and 0.168 to the low, moderate, and high regimes. The combined evidence shows that ARIMA is more effective for short-run numerical forecasting, Prophet is useful for decomposable trend-seasonal representation but is vulnerable to abrupt breaks, and the Markov chain provides interpretable regime probabilities. The study recommends ensemble forecasting, explicit structural-break treatment, and periodic model re-estimation for policy-oriented inflation monitoring in Nigeria.

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Research · 2026 · KnowledgeTrend Journal

Cumulative-Exposure Thresholds in Post-Quantum Migration Risk: An Occupation-Time Model with Exact Passage Laws

A Markov model that allows a vulnerable cryptographic deployment to return to a safe state can inadvertently erase risk accumulated before remediation. We formulate a cumulative-exposure threshold model for post-quantum migration analysis. A two-state continuous-time chain alternates between protected and exposed operation, but a separate, nondecreasing occupation-time variable records total exposed time. A threshold event occurs when this variable first reaches a specified budget. We derive the exact passage-time distribution as a Poisson mixture of Erlang laws, its Laplace transform, mean, variance, and a finite-horizon transform. If compromise also arrives with constant hazard per unit of exposed time, the probability of compromise before the budget is exhausted is $1-e^{-\phi B}$, independent of the recovery rate; recovery delays the event in calendar time without eliminating recorded exposure. An extension to finite-state operational regimes follows from the Feynman--Kac formula. Numerical values in the paper are synthetic and illustrate the mathematical mechanism rather than estimate the security of any standardized algorithm. The contribution is a testable risk-model architecture and exact benchmark for assessing migration policies when exposure cannot be reset by repair.

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