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Abdurakhman
Abdurakhman
Verified email at ugm.ac.id
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Year
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
682018
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
102021
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
92019
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
72020
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
72020
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
62022
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
62021
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
62015
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
52022
Pendekatan Sem Berbasis Komponen Menggunakan Generalised Structured Component Analysis (GSCA)
IF Suhriani, A Abdurakhman
Jurnal Sains Matematika Dan Statistika 5 (2), 1-8, 2019
52019
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
52019
One period coupon bond valuation with revised first passage time approach and the application in Indonesian corporate bond
DAI Maruddani, D Rosadi, Gunardic, Abdurakhman
AIP Conference Proceedings 1643 (1), 391-401, 2015
52015
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
42023
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
42021
Karakteristik Kurva Efisien Frontier dalam Menentukan Portofolio Optimal
DS Epha, D Rosadi, Abdurakhman
Jurnal Teknik Industri 18 (1), 43, 2016
42016
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
32021
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
32021
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
32021
Time series forecasting with trend and seasonal patterns using NARX network ensembles, Math
DR Hermansah, HU Abdurakhman
Stat 9 (4), 511-520, 2021
32021
Detecting P and S-wave of Mt. Rinjani seismic based on a locally stationary autoregressive (LSAR) model
N Nurhaida, S Subanar, A Abdurakhman, AM Abadi
AIP conference proceedings 1868 (1), 2017
32017
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Articles 1–20