| Modeling data containing outliers using ARIMA additive outlier (ARIMA-AO) AS Ahmar, S Guritno, A Rahman, I Minggi, MA Tiro, MK Aidid, S Annas, ... Journal of Physics: Conference Series 954 (1), 012010, 2018 | 72 | 2018 |
| Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic R Subekti, D Rosadi, Abdurakhman International Journal of Islamic and Middle Eastern Finance and Management, 2022 | 13 | 2022 |
| Delta-Normal Value at Risk Using Exponential Duration with Convexity for Measuring Government Bond Risk DA I Maruddani, Abdurakhman DLSU Business & Economics Review 31 (1), 72-80, 2021 | 13 | 2021 |
| Classical portfolio selection with cluster analysis: Comparison between hierarchical complete linkage and Ward algorithm L Gubu, D Rosadi, A Abdurakhman AIP Conference Proceedings 2192 (1), 2019 | 12 | 2019 |
| CAN ZAKAT AND PURIFICATION BE EMPLOYED IN PORTFOLIO MODELLING? R Subekti, Abdurakhman, D Rosadi Journal of Islamic Monetary Economics and Finance 8, 1-16, 2022 | 10 | 2022 |
| A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering L Gubu, D Rosadi, Abdurakhman Industrial Engineering & Management Systems 20 (4), 782-794, 2021 | 8 | 2021 |
| Selection of input variables of nonlinear autoregressive neural network model for time series data forecasting H Hermansah, D Rosadi, A Abdurakhman, H Utami Media Statistika 13 (2), 116-124, 2020 | 8 | 2020 |
| Automatic time series forecasting using nonlinear autoregressive neural network model with exogenous input Hermansah, D Rosadi, Abdurakhman, H Utami Bulletin of Electrical Engineering and Informatics 10 (5), 2836-2844, 2021 | 7 | 2021 |
| Robust Mean–Variance Portfolio Selection Using Cluster Analysis: A Comparison between Kamila and Weighted K-Mean Clustering L Gubu, D Rosadi, Abdurakhman Asian Economic and Financial Review 10 (10), 1169-1186, 2020 | 7 | 2020 |
| Pendekatan Sem Berbasis Komponen Menggunakan Generalised Structured Component Analysis (GSCA) IF Suhriani, A Abdurakhman Jurnal Sains Matematika Dan Statistika 5 (2), 1-8, 2019 | 7 | 2019 |
| Peramalan Beban Listrik Daerah Istimewa Yogyakarta dengan Metode Singular Spectrum Analysis (SSA) H Utami, YW Sari, S Subanar, A Abdurakhman, G Gunardi Media Statistika 12 (2), 214-225, 2019 | 6 | 2019 |
| Wavelet decomposition for time series: Determining input model by using mRMR criterion B Warsito, S Subanar, A Abdurakhman Hacettepe Journal of Mathematics and Statistics 44 (1), 229-238, 2015 | 6 | 2015 |
| Comparison of SMOTE Random Forest and SMOTE k-Nearest Neighbors Classification Analysis on Imbalanced Data J Prasetya, Abdurakhman Media Statistika 15 (2), 198-208, 2023 | 5 | 2023 |
| Variance Gamma Process with Monte Carlo Simulation and Closed Form Approach for European Call Option Price Determination A Hoyyi, A Abdurakhman, D Rosadi Media Statistika 14 (2), 183-193, 2022 | 5 | 2022 |
| Delta normal and delta gamma normal approximation in risk measurement of portfolio consisted of option and stock E Sulistianingsih, D Rosadi, A Abdurakhman AIP Conference Proceedings 2192 (1), 2019 | 5 | 2019 |
| Karakteristik Kurva Efisien Frontier dalam Menentukan Portofolio Optimal DS Epha, D Rosadi, Abdurakhman Jurnal Teknik Industri 18 (1), 43, 2016 | 5 | 2016 |
| Pembentukan Portofolio Saham Menggunakan Klastering Time Series K-Medoid dengan Ukuran Jarak Dynamic Time Warping L Gubu, D Rosadi, Abdurakhman Jurnal Aplikasi Statistika & Komputasi Statistik 13 (2), 35-46, 2021 | 4 | 2021 |
| ANFIS Performance Evaluation for Predicting Time Series with Calendar Effects P Hendikawati, Subanar, Abdurakhman, Tarno IAENG International Journal of Applied Mathematics 51 (3), 1-12, 2021 | 4 | 2021 |
| A comparison of learning algorithms for seasonal time series forecasting using NARX model Hermansyah, Abdurakhman, D Rosadi, H Utami J. Math. Comput. Sci. 11 (6), 6638-6656, 2021 | 4 | 2021 |
| Time series forecasting with trend and seasonal patterns using NARX network ensembles, Math DR Hermansah, HU Abdurakhman Stat 9 (4), 511-520, 2021 | 4 | 2021 |
Di Asih I MaruddaniDiponegoro UniversityVerified email at live.undip.ac.id
