AREA OF EXPERTISE (DIVISION / GROUP / FIELD)
- MATHEMATICAL SCIENCES/ APPLIED STATISTICS/ STATISTICS
- MATHEMATICAL SCIENCES/ APPLIED MATHEMATICS NOT ELSEWHERE CLASSIFIED/ APPLIED MATHEMATICS
- MATHEMATICAL SCIENCES/ FINANCIAL MATHEMATICS/ APPLIED MATHEMATICS
EDUCATION BACKGROUND
- Doctor, Matematika, UGM, Indonesia, 09/2004 – 07/2007 Thesis : Pemodelan Opsi model Multinomial
- Master, Matematika, UGM, Indonesia, 09/1997 – 01/2000 Thesis : Pemodelan Opsi Binomial
- Undergraduate, Matematika, UGM, Indonesia, 08/1991 – 08/1996 Thesis : Pemodelan Proses Poisson
RESEARCH INTEREST
- Financial and Actuarial Mathematic Statistics
COMPETENCE/ CERTIFICATION
- Pengembangan Pembelajaran Berpusat Mahasiswa , – , Date : 2006-12-31
- Sekolah Program Studi dengan Tema: Peran Program Studi dalam Merdeka Belajar-Kampus Merdeka (MBKM) dan Pencapaian Indikator Kinerja Utama (IKU) Perguruan Tinggi , – , Date : 2021-04-19
RESEARCH
- Portofolio Multi Objektif [2022]
(Ketua Peneliti) Dr. Abdurakhman - Simulasi Valuasi Harga Opsi Model Variance gamma [2021]
(Ketua Peneliti) Dr. Abdurakhman - Valuasi Harga Opsi Model Multinomial Menggunakan Ekstraksi Richardson [2020]
(Ketua Peneliti) Dr. Abdurakhman - Peramalan Konsumsi Listrik di Yogyakarta [2018]
(Ketua Peneliti) Dr. Herni Utami, S.Si., M.Si. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Dr. Abdurakhman (Anggota Peneliti) Prof. Drs. Subanar, Ph.D. (Anggota Peneliti) Yunita Wulan Sari, S.Si., M.Sc.
COMMUNITY SERVICES
- PENINGKATAN PEMAHAMAN TENTANG PROGRAM STUDI S1 DI FMIPA UGM BAGI SISWA SMA DI JAWA TENGAH [2022]
(1) Drs. Janoe Hendarto, M.I.Kom. (2) Dr. Andi Dharmawan, S.Si., M.Cs. (3) Dr. Chotimah, M.Si. (4) Dr. Abdurakhman (5) Sugeng Triono, S.Si., M.Si. - Editorial Board Jurnal Media Statistika Undip 2022 [2022]
(1) Dr. Abdurakhman - Editorial Board Jurnal Media Statistika FMIPA Undip [2022]
(1) Dr. Abdurakhman - PkM bekerjasaman dengan MGMP Matematika Kabupaten Brebes Jawa Tengah dengan tema penyegaran beberapa materi pembelajaran [2022]
(1) Dr. Sutopo, S.Si., M.Si. (2) Prof. Dr. Supama, M.Si. (3) Dr. Aluysius Sutjijana, M.Sc. (4) Atok Zulijanto, S.Si.,M.Si.,Ph.D. (5) Dr.rer.nat. Ari Suparwanto, M.Si. (6) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (7) Prof. Imam Solekhudin, S.Si., M.Si. Ph.D (8) Dr. Abdurakhman (9) Emiliana Sunaryani Yuniastuti (10) Parjilan - Peningkatan Minat Sains Pada Siswa-Siswa Tingkat SMP dengan Serial Webinar “Science For Juniors [2022]
(1) Dr.Eng. Edi Suharyadi, S.Si., M.Eng. (2) Dr. Chotimah, M.Si. (4) Dr. Mardhani Riasetiawan, SE Ak, M.T. (5) Eka Dwi Lestari, A.Md. (6) Dr. Abdurakhman - PENINGKATAN PEMAHAMAN TENTANG PROGRAM STUDI S1 DI FMIPA UGM BAGI SISWA SMA DI KOTA YOGYAKARTA [2021]
(1) Drs. Janoe Hendarto, M.I.Kom. (2) Dr. Chotimah, M.Si. (3) Dr. Abdurakhman (4) Sugeng Triono, S.Si., M.Si. (5) Dr. Andi Dharmawan, S.Si., M.Cs. - Pelatihan dan Pendampingan Bagi Mahasiswa Magister Kesehatan dalam Menyelesaikan Tesis di Jawa Tengah dan DIY [2021]
(1) Drs. Zulaela, Dipl.Med.Stats.,M.Si (2) Prof. Drs. Retantyo Wardoyo, M.Sc., Ph.D. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman (5) Dr. Sumardi, M.Si. (6) Vemmie Nastiti Lestari, S.Si., M.Sc. (7) Hadrian Andradi, M.Sc., Ph.D. - Peningkatan Minat Sains Pada Siswa Tingkat SMP Dengan Serial Webinar “Science For Juniors” [2021]
(1) Dr.Eng. Edi Suharyadi, S.Si., M.Eng. (2) Dr. Chotimah, M.Si. (3) Dr. Abdurakhman (4) Ibnu Jihad, S.Si., M.Sc. (5) Eka Dwi Lestari, A.Md. - Peningkatan Minat Sains Pada Anak Didik Tingkat SD dan SMP Dengan Permainan/Peragaan Edukatif Melalui Kegiatan “Science For Kids & Juniors” [2020]
(1) Dr.Eng. Edi Suharyadi, S.Si., M.Eng. (2) Dr. Chotimah, M.Si. (3) Dr. Deni Pranowo, S.Si., M.Si. (4) Dr. Abdurakhman (5) Eka Dwi Lestari, A.Md. - Pelaksanaan Sosialisasi dan Pendampingan Pengisian Sensus Penduduk Online 2020 [2020]
(1) Umi Mahnuna Hanung, M.Si. (2) Prof. Dr. Sri Haryatmi Kartiko M.Sc (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (4) Drs. Zulaela, Dipl.Med.Stats.,M.Si (5) Dr. Abdurakhman (6) Dr. Drs. Gunardi, M.Si. (7) Dewi Kartika Sari, S.Si., M.Sc., Ph.D. (8) Dr. Indarsih, S.Si., M.Si. (9) Dr. Sutopo, S.Si., M.Si. (10) Drs. Danardono, MPH., Ph.D. (11) Dr. Herni Utami, S.Si., M.Si. (12) Dr. Solikhatun, S.Si., M.Si. (13) Danang Teguh Qoyyimi, M.Sc., Ph.D. (14) Yunita Wulan Sari, S.Si., M.Sc. (15) Nur Khusnussa`adah, S.Si., M.Sc. (16) Vemmie Nastiti Lestari, S.Si., M.Sc. (17) Ari Dwi Hartanto, S.Si., M.Sc. (18) Iwan Ernanto S.Si., M.Sc. (19) Sekar Nugraheni, S.Si., M.Sc. (20) Ivan Luthfi Ihwani, S.Si., M.Sc. - Kuliah Umum Pendidikan Matematika UIN Walisongo Semarang [2019]
(1) Dr. Abdurakhman - Strategi Memperoleh Akreditasi ASIIN [2019]
(1) Dr. Abdurakhman - Narasumber Rintisan Kerjasama Penelitian dan Sosialisasi Road Map Penelitian Departemen Matematika dan Kegiatan PkM dengan MGMP Matematika Palu [2018]
(1) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (2) Prof. Dr. Christiana Rini Indrati, M.Si. (3) Dr. Abdurakhman (4) Dr. Herni Utami, S.Si., M.Si. (5) Drs. Danardono, MPH., Ph.D. (6) Dr. Fajar Adi Kusumo, S.Si., M.Si. (7) Prof. Dr. Sri Wahyuni, S.U. - Layanan Konsultasi Statistika Kesehatan Secara Online [2018]
(1) Drs. Zulaela, Dipl.Med.Stats.,M.Si (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Prof. Drs. Retantyo Wardoyo, M.Sc., Ph.D. (4) Dr. Abdurakhman (5) Dr. Sumardi, M.Si. (6) Vemmie Nastiti Lestari, S.Si., M.Sc. (7) Ari Dwi Hartanto, S.Si., M.Sc. - MUNAS IV – 2016 dan Forum Pendidikan Tinggi Statistika Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman (3) Dr. Herni Utami, S.Si., M.Si. - Sosialisasi Kurikulum Departemen Matematika FMIPA UGM [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Rianti Siswi Utami, S.Si., M.Sc. (3) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (4) Dr. Abdurakhman (5) Dr. Herni Utami, S.Si., M.Si. (6) Dr. Fajar Adi Kusumo, S.Si., M.Si. (7) Dr.rer.nat. Yeni Susanti, S.Si., M.Si. - Pelaksanaan Program Perkuliahan Terkait Penyetaraan Profesi Aktuaris Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Danardono, MPH., Ph.D. (3) Dr. Abdurakhman (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (5) Danang Teguh Qoyyimi, M.Sc., Ph.D. - Menerim kunjungan studi banding SMAN 5 Bekasi [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman - Pelaksanaan Program Perkuliahan Terkait Penyetaraan Profesi Aktuaris Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman (3) Danang Teguh Qoyyimi, M.Sc., Ph.D. - Workshop Pengajaran Statistika dan Raker FORSTAT 2015 [2015]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Zulaela, Dipl.Med.Stats.,M.Si (3) Dr. Abdurakhman - Menerima kunjungan studi banding Pengembangan Kurikulum Program Studi S1 Statistika Universitas Padjajaran, Bandung [2015]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Zulaela, Dipl.Med.Stats.,M.Si (3) Drs. Danardono, MPH., Ph.D. (4) Dr. Abdurakhman - Menerima kunjungan Studi Banding Pengembangan Kurikulum Jurusan Matematika, FMIPA Universitas Padjajaran, Bandung [2015]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Dr. Budi Surodjo, M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Drs. Danardono, MPH., Ph.D. (5) Sumardi (6) Atok Zulijanto, S.Si.,M.Si.,Ph.D. (7) Dr. Abdurakhman (8) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. - Narasumber dalam kegiatan Pelatihan Matematika Keuangan Untuk Anggota Aktuaris Indonesia [2014]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. - Pengawas Satuan Pendidikan SMA/MA dalam Pelaksanaan Ujian Nasional SMA/MA, SMK/MAK [2014]
(1) Dr. Drs. Gunardi, M.Si. (2) Hadrian Andradi, M.Sc., Ph.D. (3) Drs. Yusuf, M.A. (4) Sumardi (5) Dr. Sutopo, S.Si., M.Si. (6) Dr. Abdurakhman (7) Dr. Fajar Adi Kusumo, S.Si., M.Si. (8) Yunita Wulan Sari, S.Si., M.Sc. (9) Nur Khusnussa`adah, S.Si., M.Sc. - Menerima kunjungan tamu dari Universitas Airlangga, Surabaya Fakultas Sains dan Teknologi [2013]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Prof. Dr. Salmah, M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Prof. Dr. Supama, M.Si. (5) Drs. Danardono, MPH., Ph.D. (6) Dr. Abdurakhman (7) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (8) Dr. Fajar Adi Kusumo, S.Si., M.Si. - Menerima kunjungan tamu Prof. Bhadra Man Tuladhar (President of Nepal Mathematical Society) dari University of Kathmandu [2013]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Drs. Yusuf, M.A. (3) Prof. Dr. Sri Haryatmi, M.Sc. (4) Drs. Zulaela, Dipl.Med.Stats.,M.Si (5) Prof. Dr. Salmah, M.Si. (6) Dr. Budi Surodjo, M.Si. (7) Dr. Drs. Gunardi, M.Si. (8) Prof. Dr. Supama, M.Si. (9) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (10) Dr. Abdurakhman (11) Dr. Fajar Adi Kusumo, S.Si., M.Si. - Menerima kunjungan dari Fakultas Sains dan Teknologi, Universitas Islam Negeri Sultan Syarif Kasim Riau [2011]
(1) Dr. Sutopo, S.Si., M.Si. (2) Dr. Abdurakhman (3) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc.
JOURNAL PUBLICATION
- A medoid-based deviation ratio index to determine the number of clusters in a dataset [2023]
(1) Kariyam (2) Dr. Abdurakhman (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. - Application of Block-Based K-Medoids and Ward’s Method to Classify Provinces in Indonesia Based on Environmental Quality Index [2023]
(1) Kariyam (2) Dr. Abdurakhman (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. - COMPARISON OF SMOTE RANDOM FOREST AND SMOTE K-NEAREST NEIGHBORS CLASSIFICATION ANALYSIS ON IMBALANCED DATA [2023]
(1) JUS PRASETYA (2) Dr. Abdurakhman - Within-group estimators for unbalanced-panel data regression model of the open unemployment rate data in east kalimantan province [2023]
(1) DESI YUNIARTI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Credible Delta Normal Value at Risk for Risk Evaluation of European Call Option [2023]
(1) EVY SULISTIANINGSIH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Panel Influence Matrix for Outliers Detection and Robust Estimation of Unbalanced Panel Data Regression [2023]
(1) DESI YUNIARTI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Measuring Risk utilizing Credible Monte Carlo Value at Risk and Credible Monte Carlo Expected Tail Loss [2022]
(1) EVY SULISTIANINGSIH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic [2022]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - The Initialization of Flexible K-Medoids Partitioning Method Using a Combination of Deviation and Sum of Variable Values [2022]
(1) Kariyam (2) Dr. Abdurakhman (3) Prof. Drs. Subanar, Ph.D. (4) Dr. Herni Utami, S.Si., M.Si. - Optimal Adaptive Neuro-Fuzzy Inference System Architecture for Time Series Forecasting with Calendar Effect [2022]
(1) PUTRIAJI HENDIKAWATI (2) Prof. Drs. Subanar, Ph.D. (3) Dr. Abdurakhman (4) Tarno - EFFECTS OF CALENDAR VARIATIONS ON THE INDONESIA STOCK EXCHANGE: AN EMPIRICAL STUDY OF POTENTIAL STOCKS [2022]
(1) PUTRIAJI HENDIKAWATI (2) Prof. Drs. Subanar, Ph.D. (3) Dr. Abdurakhman (4) Tarno - Application of Groupwise Principal Sensitivity Components on Unbalanced Panel Data Regression Model for Gross Regional Domestic Product in Kalimantan [2022]
(1) DESI YUNIARTI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Block-Based K-Medoids Partitioning Method with Standardized Data to Improve Clustering Accuracy [2022]
(1) Kariyam (2) Dr. Abdurakhman (3) Dr. Herni Utami, S.Si., M.Si. (4) Prof. Drs. Subanar, Ph.D. (5) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. - THE USE OF DISTANCE BLOCKS REPRESENTATIVE TO AVOID EMPTY GROUPS DUE TO NON-UNIQUE MEDOIDS [2022]
(1) Kariyam (2) Dr. Abdurakhman (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. - Asset allocation in Indonesian stocks Using Portfolio Robust [2022]
(1) Dr. Abdurakhman - INTEGRATING ZAKAT AND PURIFICATION IN A MODIFIED BLACK–LITTERMAN MODEL FOR SHARIAH-COMPLIANT STOCK PORTFOLIOS [2022]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (4) H.M. Hasim - VARIANCE GAMMA PROCESS WITH MONTE CARLO SIMULATION AND CLOSED FORM APPROACH FOR EUROPEAN CALL OPTION PRICE DETERMINATION [2022]
(1) ABDUL HOYYI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - CAN ZAKAT AND PURIFICATION BE EMPLOYED IN PORTFOLIO MODELLING? [2022]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - Non-stationary exchange rate prediction using soft computing techniques [2021]
(1) PUTRIAJI HENDIKAWATI (2) Prof. Drs. Subanar, Ph.D. (3) Dr. Abdurakhman (4) Tarno - Time Series Forecasting with Trend and Seasonal Patterns using NARX Network Ensembles [2021]
(1) HERMANSAH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman (4) Dr. Herni Utami, S.Si., M.Si. - Automatic time series forecasting using nonlinear autoregressive neural network model with exogenous input [2021]
(1) HERMANSAH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman (4) Dr. Herni Utami, S.Si., M.Si. - Credible delta-gamma-normal value-at-risk for european call option risk valuation [2021]
(1) EVY SULISTIANINGSIH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - A Short Review over Twenty Years on the Black-Litterman Model in Portfolio Optimization [2021]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering [2021]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Delta-Normal Value at Risk Using Exponential Duration with Convexity for Measuring Government Bond Risk [2021]
(1) DI ASIH I MARUDDANI (2) Dr. Abdurakhman - DAILY STOCK PRICES PREDICTION USING VARIANCE GAMMA MODEL [2021]
(1) ABDUL HOYYI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - A COMPARISON OF LEARNING ALGORITHMS FOR SEASONAL TIME SERIES FORECASTING USING NARX MODEL [2021]
(1) HERMANSAH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman (4) Dr. Herni Utami, S.Si., M.Si. - Robust Portfolio Selection with Clustering Based on Business Sector of Stocks [2021]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Fuzzy Estimations for Detecting Abrupt Changes: Cases on Tourism Series [2020]
(1) NURHAIDA (2) Prof. Drs. Subanar, Ph.D. (3) Dr. Abdurakhman (4) Agus Maman Abadi - Robust Mean–Variance Portfolio Selection Using Cluster Analysis: A Comparison between Kamila and Weighted K-Mean Clustering [2020]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - ROBUST MEAN-VARIANCE PORTFOLIO SELECTION WITH WARD AND COMPLETE LINKAGE CLUSTERING ALGORITHM [2020]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - PERAMALAN BEBAN LISTRIK DAERAH ISTIMEWA YOGYAKARTA DENGAN METODE SINGULAR SPECTRUM ANALYSIS (SSA) [2019]
(1) Dr. Herni Utami, S.Si., M.Si. (2) Yunita Wulan Sari, S.Si., M.Sc. (3) Prof. Drs. Subanar, Ph.D. (4) Dr. Abdurakhman (5) Dr. Drs. Gunardi, M.Si. - CALIBRATING THE NELSON- SIEGEL MODEL CLASSES AND THEIR ESTIMATION USING HYBRID-GENETIC ALGORITHM APPROACH: CASE STUDY OF INDONESIAN GOVERNMENT BONDS [2019]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman - CALIBRATING THE NELSON-SIEGEL MODEL CLASSES AND THEIR ESTIMATION USING HYBRID-GENETIC ALGORITHM APPROACH: CASE STUDY OF INDONESIAN GOVERNMENT BONDS [2019]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman - METODE DIAGONALLY WEIGHTED LEAST SQUARE (DWLS) PADA STRUCTURAL EQUATION MODELLING UNTUK DATA ORDINAL: STUDI KASUS DARI PENGGUNA JASA KERETA API MAJAPAHIT MALANG – PASAR SENEN [2019]
(1) ISNAYANTI (2) Dr. Abdurakhman - Non Stationary Exchange Rate Prediction using Soft Computing Techniques [2019]
(1) PUTRIAJI HENDIKAWATI (2) Prof. Drs. Subanar, Ph.D. (3) Dr. Abdurakhman (4) Tarno - Comparing Merton model and Gram-Charlier model to capture skewness and kurtosis on bond performance [2019]
(1) Dr. Abdurakhman (2) DI ASIH I MARUDDANI - The Fifth-Moment Effect in Black-Scholes Model and Its Performance at Market [2019]
(1) Dr. Abdurakhman - PENGARUH SKEWNESS DAN KURTOSIS DALAM MODEL VALUASI OBLIGASI [2018]
(1) Dr. Abdurakhman (2) DI ASIH I MARUDDANI - PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL [2017]
(1) Dr. Abdurakhman - EMPIRICAL STUDY ON BANDWIDTH OPTIMIZATION FOR KERNEL PCA IN THE K-MEANS CLUSTERING OF NON-LINEARLY SEPARABLE DATA [2017]
(1) CORI PITOY (2) Prof. Drs. Subanar, Ph.D. (3) Dr. Abdurakhman - Improved Robust Portfolio Optimization [2017]
(1) EPHA DIANA SUPANDI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - An Empirical Comparison between Robust Estimation and Robust Optimization to Mean-Variance Portfolio [2017]
(1) EPHA DIANA SUPANDI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - The optimal portfolio weights using the proportional type estimators [2017]
(1) EPHA DIANA SUPANDI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - THE ASYMPTOTIC PROPERTY OF THE SAMPLE GENERALIZED CODIFFERENCE FUNCTION OF STABLE MA(1) [2016]
(1) IQBAL KHARISUDIN (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman (4) Suhartono - Karakteristik Kurva Efisien Frontier dalam Menentukan Portofolio Optimal [2016]
(1) EPHA DIANA SUPANDI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data [2015]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman - Yield Curve Estimation of the Nelson-Siegel Class Model by Using Hybrid Method with L-BFGS-B Iterations Approach [2015]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman - Optimisasi Robust Melalui Second Order Cone Programming dengan Aplikasi pada Penentuan Portofolio Optimal [2014]
(1) EPHA DIANA SUPANDI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Simulation Study for Boundary Effect Density Estimation [2013]
(1) KARTIKO (2) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (4) Dr. Abdurakhman - CREDIT SPREADS PADA REDUCED – FORM MODEL [2011]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
BOOK
- Lung cancer classification using wavelet recurrent neural network [2022]
(2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman
PROSIDING
- Differencing effect in series-parallel architecture of NARX model for time series forecasting [2022]
(1) HERMANSAH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman (4) Dr. Herni Utami, S.Si., M.Si. (5) GUMGUM DARMAWAN - The efficiency frontier of markowitz and black-litterman model: A case study on the shariah-compliant stock in Jakarta Islamic Index [2022]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - Inflation of Indonesia during the COVID-19 pandemic [2021]
(1) DESI YUNIARTI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Measuring risk based on skewed t distribution approach [2021]
(1) EVY SULISTIANINGSIH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Multivariate Time Series Data Forecasting Using Multi-Output NARNN Model [2021]
(1) HERMANSAH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman (4) Dr. Herni Utami, S.Si., M.Si. - Reverse optimization and capital asset pricing model in the application of the Black Litterman portfolio [2021]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - Robust mean-variance portfolio selection with time series clustering [2021]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Time Series Clustering for Robust Mean-Variance Portfolio Selection: Comparison of Several Dissimilarity Measures [2021]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Risk analysis of five stocks indexed by LQ45 using credible value at risk and credible expected tail loss [2021]
(1) EVY SULISTIANINGSIH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Modified capital asset pricing model (CAPM) into sharia framework [2020]
(1) RETNO SUBEKTI (2) Dr. Abdurakhman (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. - Classical portfolio selection with cluster analysis: Comparison between hierarchical complete linkage and Ward algorithm [2019]
(1) LA GUBU (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Delta normal and delta gamma normal approximation in risk measurement of portfolio consisted of option and stock [2019]
(1) EVY SULISTIANINGSIH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Comparing Merton model and Gram-Charlier model to capture skewness and kurtosis on bond performance [2019]
(1) Dr. Abdurakhman (2) DI ASIH I MARUDDANI - The Application of Wavelet Recurrent Neural Network for Lung Cancer Classification [2017]
(1) DEVI NURTIYASARI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - Asymptotic properties of the sample codifference function of ma (q) process with infinite variance [2016]
(1) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (2) Dr. Abdurakhman - DEFAULT PROBABILITY OF MULTIPERIODS COUPON BOND BASED ON CLASSICAL APPROACH [2015]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman - Estimating yield curve the Svensson extended model using L-BFGS-B method approach [2015]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman - An application of Constrained M-Estimator in construction of robust portfolio [2015]
(1) EPHA DIANA SUPANDI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman - One period coupon bond valuation with revised first passage time approach and the application in Indonesian corporate bond [2014]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
BOOK CHAPTER
- Lung cancer classification using wavelet recurrent neural network [2022]
(1) DEVI NURTIYASARI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Abdurakhman
