Oktober 6, 2023

AREA OF EXPERTISE (DIVISION / GROUP / FIELD)

• MATHEMATICAL SCIENCES/ STOCHASTIC ANALYSIS AND MODELLING/ STATISTICS
• MATHEMATICAL SCIENCES/ APPLIED STATISTICS/ STATISTICS

EDUCATION BACKGROUND

• Doctor, Matemathics, Universitas Gadjah Mada, Indonesia, 08/2006 – 10/2011 Thesis :
• Master, Actuarial Science, Rijks Universiteit Groningen, the Netherlands, 02/2002 – 10/2002 Thesis :
• Undergraduate, Matemathics, Institut Teknologi Bandung, Indonesia, 08/1994 – 10/1998 Thesis :

RESEARCH CLUSTER/GROUP

• Actuarial Science, Human Mortality and Morbidity Modelling, Non-Life Insurance_cluster – Statistics

RESEARCH INTEREST

• Actuarial Mathematics, Risk Theory

SCHOLARSHIP

• Beasiswa Pendidikan Paska Sarjana (BPPS), Departemen Pendidikan dan Kebudayaan, 2006

RESEARCH

• Metode Multivariate Evolutionary GLM Adaptive Untuk Perhitungan Estimasi Cadangan Klaim Asuransi Kendaraan Bermotor [2021]
  (Ketua Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Penentuan Harga Asuransi Penyakit Kritis Dengan Suku Bunga Cox-Ingersoll-Ross Berdasarkan Angka Prevalensi [2019]
  (Ketua Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Perhitungan Iuran JKN dengan Metode Multidimensional Credibility [2019]
  (Ketua Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Pengembangan Model dan Komputasi Model Aktuaria dan Runtun Waktu dan Aplikasinya Untuk Teknologi Kebencanaan [2018]
  (Ketua Peneliti) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (Anggota Peneliti) Vemmie Nastiti Lestari, S.Si., M.Sc. (Anggota Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Estimasi Cadangan Klaim Individu Untuk Asuransi Kesehatan [2018]
  (Ketua Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Metode Pre-Processing untuk Estimasi Cadangan Klaim [2017]
  (Ketua Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Distribusi Majemuk Dengan Jumlahan Borel dan Fungsi Rekursifnya Untuk Memodelkan Klaim Asuransi Kerugian [2015]
  (Ketua Peneliti) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.

COMMUNITY SERVICES

• Layanan Konsultasi Statistika Secara Online Bagi Mahasiswa Rumpun Ilmu Kesehatan: Pendampingan Dalam Menyelesaikan Skripsi/ Tesis/ Disertasi [2022]
  (1) Drs. Zulaela, Dipl.Med.Stats.,M.Si (2) Prof. Drs. Retantyo Wardoyo, M.Sc., Ph.D. (3) Hadrian Andradi, M.Sc., Ph.D. (4) Drs. Danardono, MPH., Ph.D. (5) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (6) Rika Fitriani, S.Si., M.Sc., M.Math. (7) Dr. Sumardi, M.Si.
• Menjadi Nara Sumber dalam kegiatan webinar Prodi Matematika FST Universitas Terbuka dengan tema: Matematika di era disrupsi teknologi: Tantangan dan terapannya di Bidang Aktuaria [2022]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Melaksanakan kegiatan PkM “Peningkatan Kompetensi Guru MGMP Matematika SMA dan SMP Ternate Maluku Utara (Upaya Peningkatan Kualitas Guru Matematika SMP dan SMA di Daerah 3T Kerjasama dengan Universitas Khairun Ternate”_Prof. Dr. Sri Wahyuni, SU. dkk (Surat Kontrak/Perjanjian) [2022]
  (1) Prof. Dr. Sri Wahyuni, S.U. (2) Drs. Pekik Nurwantoro, M.S., Ph.D. (3) Prof. Dr. Christiana Rini Indrati, M.Si. (4) Dr.rer.nat. Lina Aryati, M.S. (5) Dr. Fajar Adi Kusumo, S.Si., M.Si. (6) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Pengembangan Kompetensi Guru MGMP Matematika Sulawesi Barat melalui Inisiasi KS Departemen Matematika dengan FMIPA Universitas Sulawesi Barat: Sharing dengan Masyarakat Matematika di Daerah Terdampak Bencana [2021]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) Prof. Drs. Subanar, Ph.D. (3) Prof. Dr. Sri Wahyuni, S.U. (4) Prof. Dr. Christiana Rini Indrati, M.Si. (5) Dr. Fajar Adi Kusumo, S.Si., M.Si. (6) Drs. Danardono, MPH., Ph.D. (7) Drs. Pekik Nurwantoro, M.S., Ph.D.
• Short Course Financial Engineering 2 [2020]
  (1) Dr. Solikhatun, S.Si., M.Si. (2) Yunita Wulan Sari, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Memberikan ceramah ilmiah dalam webinar yang bertajuk “Statistical approach for Quantitative Risk Assessment: Techniques for Non-Actuarial Risk Owner” yang diselenggarakan oleh ITIKAD Academy bekerjasama dengan Indonesian Risk Management Professional Association  (IRMAPA) pada tanggal 24 Juni 2020 [2020]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Menjadi Tim Penyusun “Proceeding Of Seams UGM International Conference 2019” Dep Matematika FMIPA UGM [2020]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Menjadi pemateri pada kegiatan seminar online Series 4 FMIPA Universitas Sulawesi Barat dengan Tema “Pengenalan Ilmu Aktuaria sebagai Aplikasi dari Matematika dan Statistika” [2020]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Kegiatan Seminar Online Teori dan Aplikasi Matematika, Statistika dan Aktuaria dan Pengenalan Departemen Matematika UGM [2020]
  (1) Umi Mahnuna Hanung, M.Si. (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Diah Junia Eksi Palupi, S.U. (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (5) Dr. Solikhatun, S.Si., M.Si. (6) Drs. Danardono, MPH., Ph.D.
• Pembelajaran High Order Thinking Skills (HOTS) untuk Guru-Guru Anggota MGMP Matematika Kota Palu [2019]
  (1) Sekar Nugraheni, S.Si., M.Sc. (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) Prof. Dr. Sri Wahyuni, S.U. (4) Prof. Dr. Sri Haryatmi Kartiko M.Sc (5) Warjinah, S.IP.
• Penulis Bahan Ajar Cetak MATA 4450 Matematika Aktuaria [2019]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Nara sumber Lokakarya di SMA N 1 Gantong, Belitung Timur dengan topik “Aplikasi Matematika pada Beberapa Bidang” [2018]
  (1) Dr. Solikhatun, S.Si., M.Si. (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Diah Junia Eksi Palupi, S.U.
• 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.
• 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.
• Diskusi Panel terkait Asosiasi Akademisi Aktuaria Indonesia dan International Conference on Actuaria Science and Statistics (ICASS) 2014 [2014]
  (1) Dr. Drs. Gunardi, M.Si. (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.

JOURNAL PUBLICATION

• Investigating the collective value at risk model (CVaR) and its application on real data for life insurance [2023]
  (1) Muhammad Iqbal Al-Banna Ismail (2) Abdul Talib Bin Bon (3) Sukono (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (5) Jumadil Saputra
• 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.
• SVIRD epidemic model with discrete-time hybrid Markov/semi-Markov assumptions [2023]
  (1) FAIHATUZ ZUHAIROH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Multi-state Discrete-time Markov Chain SVIRS Model on the Spread of COVID-19 [2022]
  (1) FAIHATUZ ZUHAIROH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process [2022]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) Kariyam (3) AISYA NUGRAFITRA M (4) MARFELIX FERNALDY ANGSARI (5) Dr. Drs. Gunardi, M.Si.
• ESTIMATION OF IBNR AND RBNS RESERVES USING RDC METHOD AND GAMMA GENERALIZED LINEAR MODEL [2022]
  (1) Tiara Yulita (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• 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.
• Measuring dynamic dependency using time-varying copulas with extended parameters: Evidence from exchange rates data [2021]
  (1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
• Collective Modified Value at Risk in Life Insurance [2021]
  (1) Muhammad Iqbal Al-Banna Ismail (2) Abdul Talib Bin Bon (3) Sukono (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Discretization methods for Bayesian networks in the case of the earthquake [2021]
  (1) DEVNI PRIMA SARI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Drs. Danardono, MPH., Ph.D.
• CONDITIONAL EXPECTATION FORMULA OF COPULAS FOR HIGHER DIMENSIONS AND ITS APPLICATION [2021]
  (1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
• ESTIMASI CADANGAN KLAIM MENGGUNAKAN METODE DETERMINISTIK DAN STOKASTIK [2021]
  (1) YUCIANA WILANDARI (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Multivariate Evolutionary and Tweedie GLM Methods for Estimating Motor Vehicle Insurance Claims Reserves [2021]
  (1) MARIA STEPHANY A (2) RUTH CORNELIA N (3) ADELIA PUTRI HAPSARI (4) CARINA (5) TIARA LUTFI Z. M. A. (6) SEKAR PINESTRI (7) HOKI LIMPAH WIJAYA (8) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Collective Modified Value-At-Risk in Life Insurance When the Number and Amount of Claims Has Poisson-Lognormal Distributions [2021]
  (1) Muhammad Iqbal Al-Banna Ismail (2) Abdul Talib Bin Bon (3) Sukono (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Household margin insurance of agricultural sector in Indonesia using a farmer exchange rate index [2020]
  (1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
• ESTIMASI CADANGAN KLAIM MENGGUNAKAN GENERALIZED LINEAR MODEL (GLM) DAN COPULA [2020]
  (1) YUCIANA WILANDARI (2) Prof. Dr. Sri Haryatmi Kartiko M.Sc (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Determination of Basic Reproduction Numbers using Transition Intensities Multi-state SIRD Model for COVID-19 in Indonesia [2020]
  (1) FAIHATUZ ZUHAIROH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• K-means and bayesian networks to determine building damage levels [2019]
  (1) DEVNI PRIMA SARI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Drs. Danardono, MPH., Ph.D.
• The Stochastic Process and Fokker-Planck Equation for Elastic Fluid on S 7 s [2019]
  (1) NURFARISHA (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) Dr.rer.nat. Muhammad Farchani Rosyid, M.Si.
• Copula modeling to identify the dependency structure of agricultural production and its environment indicators in Indonesia [2018]
  (1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
• PEMODELAN COPULA CLAYTON UNTUK PREDIKSI KLAIM PADA DATA LONGITUDINAL DENGAN EXCESS ZEROS [2018]
  (1) Anaviroh (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Estimation of IBNR and RBNS reserve by detailed conditioning method [2017]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) RINJANI PEBRIAWAN
• Modelling of dynamical interest rates using binomial and trinomial trees [2016]
  (1) Donny Permana (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) Udjiana S. Pasaribu (4) Suprayogi
• Valuation of Long Term Care (LTC) Health Insurance Contract Using Multistate Model [2011]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Generating Square-Root Diffusions Process by Monte Carlo Simulation with Application in Syareea Insurance [2007]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Value At Risk Estimation with Extreme Value Theory Generalized Pareto Approaching (IHSG case study 1997-2004) [2006]
  (1) Rossa Hastaryta (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.

BOOK

• MATEMATIKA AKTUARIA [2020]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Teori Risiko Aktuaria Dengan Software R [2016]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Matematika Aktuaria Dengan Software R [2014]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.

PROSIDING

• Determining the optimal window length of the time-varying copula parameter: a simulation study [2020]
  (1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
• Determination of Basic Reproduction Numbers using Transition Intensities Multi-state SIRD Model for COVID-19 in Indonesia [2020]
  (1) FAIHATUZ ZUHAIROH (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Modeling indemnity of revenue-based crop insurance in Indonesia using time-varying copula models [2019]
  (1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
• Morbidity-Mortality Table Construction for Eleven Chronical Diseases (ECD) Using Constant Force Assumption [2019]
  (1) Andini Setyo Anggraeni (2) Amalia Listiani (3) Khairul Alim (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• A Dynamic Model of Indonesian National Health Participation Types [2019]
  (1) Amalia Listiani (2) Khairul Alim (3) Andini Setyo Anggraeni (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Critical illness insurance pricing with stochastic interest rates model [2019]
  (1) KHAIRUL ALIM (2) AMALIA LISTIANI (3) ANDINI SETYO A (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Segmented individual claim reserve estimation using BART refinement [2019]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) Amran Rahim
• Multidimensional Credibility Premium: Application to JKN (Jaminan Kesehatan Nasional) [2019]
  (1) Amalia Listiani (2) Khairul Alim (3) Andini Setyo Anggraeni (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Disaster Mitigation Solutions with Bayesian Network [2019]
  (1) DEVNI PRIMA SARI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Drs. Danardono, MPH., Ph.D.
• Application of Bayesian network model in determining the risk of building damage caused by earthquakes [2018]
  (1) DEVNI PRIMA SARI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Drs. Danardono, MPH., Ph.D.
• Claims Reserving Estimation for BPJS Using Archimedean Copulas [2018]
  (1) YUCIANA WILANDARI (2) Prof. Dr. Sri Haryatmi Kartiko M.Sc (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Construction an isometric stochastic flows on Gromoll-Meyer exotic sphere SigmaGM7 [2016]
  (1) NURFARISHA (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) Dr.rer.nat. Muhammad Farchani Rosyid, M.Si.
• On the isometric stochastic flows on exotic spheres ? G M 7 [2016]
  (1) NURFARISHA (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) Dr.rer.nat. Muhammad Farchani Rosyid, M.Si.
• Reserving by detailed conditioning on individual claim [2016]
  (1) MUJIATI DWI KARTIKASARI (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (3) YUCIANA WILANDARI
• Estimation of Loss Function for Evaluating Earthquake Insurance Risk By Using Generalized Linear Model [2015]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Actuarial Calculation for PSAK-24 Purposes Post-Employment Benefit using Market-Consistent Approach [2014]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Kalkulator Survival dan Life Tabel Menggunakan Software R [2014]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) HENDRA PERDANA
• MULTISTATE HIDDEN MARKOV MODEL FOR HEALTH INSURANCE PREMIUM CALCULATION [2013]
  (1) Rianti Siswi Utami, S.Si., M.Sc. (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Two-Dimensional Warranty Policies using Copula [2011]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
• Constructing Model for Survival Data by the Makeham-like Unproportional Hazard [2009]
  (1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) Drs. Danardono, MPH., Ph.D. (3) Prof. Drs. Subanar, Ph.D.

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

• MATHEMATICAL SCIENCES/ GROUP THEORY AND GENERALISATIONS/ PURE MATHEMATICS
• MATHEMATICAL SCIENCES/ ALGEBRA AND NUMBER THEORY/ PURE MATHEMATICS

• Doctor, Mathematics, National Institute of Education – Nanyang Technological University, Singapore, 08/2016 – 01/2020 Thesis : Arithmetic Properties of Partitions and Representations of Integers by Binary Quadratic Forms
• Undergraduate, Matematika, Matematika UGM, Indonesia, 08/2008 – 05/2012 Thesis : Ideal Bersih dan Ideal Bersih-n
• Master, Matematika, Matematika UGM, Indonesia, 08/2012 – 01/2014 Thesis : Assosiasi Prima pada Modul atas Sebarang Ring

• Teori Bilangan, Teori Ringcluster – Science and technology

• Number Theory, Algebra

• NIE Ph.D Scholarship, National Institute of Education, 2016

• Dosen, 04/2015 – , Universitas Gadjah Mada

• Indonesian Mathematical Society, National, 2020
• Ketua Komunitas Peminat Aljabar wilayah DIY-Jateng, National, 2021
• Komunitas Peminat Aljabar, National, 2016
• Koordinator Divisi Manajemen Informasi, Basis Data dan Dokumentasi IndoMS wilayah DIY-Jateng, National, 2021

• Pelatihan Peningkatan Kompetensi Dasar Teknik Instruksional (PEKERTI) Tahun 2021 , – , Date : 2021-11-24

• Aljabar Linear Lanjut, 3 credit(s), Master
• Matematika Dasar untuk Fak Peternakan, 2 credit(s), Undergraduate
• Matematika Dasar untuk Fak TPHP, 2 credit(s), Undergraduate
• Matematika Diskrit 1, 2 credit(s), Undergraduate
• Matematika Diskrit 2, 2 credit(s), Undergraduate
• Matematika Ekonomi 1, 3 credit(s), Undergraduate
• Pengantar Kombinatorik, 3 credit(s), Undergraduate
• Pengantar Struktur Aljabar 1, 3 credit(s), Undergraduate
• Pengantar Struktur Aljabar 2, 3 credit(s), Undergraduate
• Pengantar Teori Partisi, 2 credit(s), Undergraduate
• Teori Ring Lanjut, 3 credit(s), Master

• Sistem Kriptografi NTRU atas Daerah Integral Z[√n] [2021]
  (Ketua Peneliti) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (Anggota Peneliti) Anny Kartika Sari, S.Si., M.Sc., Ph.D. (Anggota Peneliti) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Seputar Partisi Dengan Jumlahan Ditandai [2020]
  (Ketua Peneliti) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Seputar Partisi Bilangan Bulat 2-Tupel (On 2-Tuple Integer Partition) [2016]
  (Ketua Peneliti) Uha Isnaini, S.Si., M.Sc., Ph.D. (Anggota Peneliti) Prof. Dr. Christiana Rini Indrati, M.Si.
• Assosiasi Prima Pada Submodul Fraksi Atas Sebarang Ring [2016]
  (Ketua Peneliti) Uha Isnaini, S.Si., M.Sc., Ph.D. (Anggota Peneliti) MOHAMMAD AGUNG (Anggota Peneliti) ACHYAR ULUL AMRI (Anggota Peneliti) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si.

• Pelatihan Pengembangan Video Ajar untuk Guru di SMA 2 Wonosari [2022]
  (1) Dr. Lukman Heryawan, S.T., M.T. (2) Uha Isnaini, S.Si., M.Sc., Ph.D. (3) Wahyono, Ph.D. (4) Diyah Utami Kusumaning Putri, S.Kom., M.Sc., M.Cs.
• Penggunaan Teknologi Informasi untuk Menunjang Pembelajaran Matematika Tingkat SMP Bagi Guru-Guru Matematika SMP Se-Kabupaten Kulon Progo [2022]
  (1) Made Benny Prasetya Wiranata, S.Si. M.Sc (2) Dr. Solikhatun, S.Si., M.Si. (3) Hadrian Andradi, M.Sc., Ph.D. (4) Uha Isnaini, S.Si., M.Sc., Ph.D. (5) Made Tantrawan, S.Si., M.Sc. (6) Dzikri Rahadian Fudholi, S.Kom., M.Comp. (7) Oki Almas Amalia, S.Si., M.Sc. (8) Sukir Widodo (9) EMIL VALENTINO
• Kuliah Umum Aljabar-Komunitas Peminat Aljabar (KUA-KPA) Seri-2 dengan tema “Ruang Vektor R2, R3 dan Rn” [2021]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Pendampingan Persiapan dan Pelaksanaan SEMNASTIKA ke-13 Tahun 2021 [2021]
  (1) Dr. Dwi Ertiningsih, M.Si. (2) Dr. Noorma Yulia Megawati, S.Si., M.Sc. (3) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Peningkatan Kompetensi Guru dan Siswa SMA Negeri 1 Wangon Kabupaten Banyu Mas melalui pembelajaran Matematika Berbasis Teknologi Informasi [2021]
  (1) Dr. Solikhatun, S.Si., M.Si. (2) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Herni Utami, S.Si., M.Si. (5) Uha Isnaini, S.Si., M.Sc., Ph.D. (6) Iwan Ernanto S.Si., M.Sc. (7) CATUR PRASETYO N (8) GHONIYATI SALAMAH (9) Siti Aisyah, A.Md.
• Membuka Wawasan Siswa untuk sukses dengan Bermatematika di SMA N 4 Blitar, Jawa Timur [2021]
  (1) Dr. Aluysius Sutjijana, M.Sc. (2) Dr.rer.nat. Ari Suparwanto, M.Si. (3) Dewi Kartika Sari, S.Si., M.Sc., Ph.D. (4) Dr. Sutopo, S.Si., M.Si. (5) Prof. Dr. Supama, M.Si. (6) Uha Isnaini, S.Si., M.Sc., Ph.D. (7) Atok Zulijanto, S.Si.,M.Si.,Ph.D.
• PENGABDIAN KEPADA MASYARAKAT : DISKUSI MATEMATIKA DI SMP N 3 DEPOK DENGAN TEMA “MENUMBUHKAN MINAT SISWA PADA MATEMATIKA” [2020]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Peningkatan Kompetensi Guru Matematika SMA Kabupaten Kulonprogo melalui Pembelajaran Matematika Berbasis Teknologi Informasi [2020]
  (1) Dr. Solikhatun, S.Si., M.Si. (2) Dr. Dwi Ertiningsih, M.Si. (3) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (4) Iwan Ernanto S.Si., M.Sc. (5) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Pembina OSN di SD Muhammadiyah Sapen Yogyakarta [2016]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D.

• Interpretasi Kombinatorial Kongruensi Fungsi Partisi Biner Modulo 2 [2023]
  (1) AGUNG ALDHI PRASTYA (2) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Residu b_{4,6}(n) terhadap modulo 2 dan 3 [2023]
  (1) FADHLAN ZHAAHIRAN (2) Uha Isnaini, S.Si., M.Sc., Ph.D.
• Bukti Alternatif Beberapa Fungsi Pembangkit pada Partisi dengan Penjumlah Ditandai [2021]
  (1) NAELUFA SYIFNA W M (2) Uha Isnaini, S.Si., M.Sc., Ph.D.
• On k-restricted Overpartitions [2019]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D.
• The Number of Representations of a Positive Integer by Triangular, Square, and Decagonal Numbers [2019]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D. (2) Ray Melham (3) Pee Choon Toh
• ON SOME CONGRUENCES FOR ANDREWS’ SINGULAR OVERPARTITIONS [2018]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D. (2) Pee Choon Toh
• Pembentukan Ring Bersih Menggunakan Lokalisasi [2014]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D. (2) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si.

• ALJABAR LINEAR ELEMENTER : Bahan Ajar Inovasi Pembelajaran Digital [2022]
  (1) Dr.rer.nat. Yeni Susanti, S.Si., M.Si. (2) Prof. Dr. Sri Wahyuni, S.U. (3) Uha Isnaini, S.Si., M.Sc., Ph.D. (4) Iwan Ernanto S.Si., M.Sc.
• Elementary Number Theory [2020]
  (1) Puguh Wahyu Prasetyo (2) Uha Isnaini, S.Si., M.Sc., Ph.D. (3) Burhanudin Arif Nurnugroho (4) Rully Charitas Indra Prahmana

• Presentasi pada “the International Conference On Mathematical and Statistical Sciences 2021: Mathematical and Statistical Sciences in Multidisciplinary Research (ICMSS 2021)” dengan judul: On Representations of Integers by Binary Quadratic Form [2021]
  (1) Uha Isnaini, S.Si., M.Sc., Ph.D.