Abdurakhman
Abdurakhman
Email yang diverifikasi di ugm.ac.id
Judul
Dikutip oleh
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Tahun
Modeling data containing outliers using ARIMA additive outlier (ARIMA-AO)
AS Ahmar, S Guritno, A Rahman, I Minggi, MA Tiro, MK Aidid, S Annas, ...
arXiv preprint arXiv:1803.00257, 2018
422018
Wavelet decomposition for time series: Determining input model by using mRMR criterion
B Warsito, Subanar, Abdurakhman
Hacettepe Journal of Mathematics and Statistics 44 (1), 229-238, 2015
52015
FUZZY MODEL OPTIMIZATION FOR TIME SERIES DATA USING A TRANSLATION IN THE EXTENT OF MEAN ERROR
AMA Nurhayadi, Subanar, Abdurakhman
Journal of Mathematics and Statistics 10 (2), 267-274, 2014
5*2014
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
42015
Detecting P and S-wave of Mt. Rinjani seismic based on a locally stationary autoregressive (LSAR) model
Nurhaida, Subanar, Abdurakhman, AM Abadi
AIP conference proceedings 1868 (1), 040006, 2017
32017
Fuzzy model translation for time series data in the extent of median error and its application
AMA Nurhayadi, Subanar, Abdurakhman
Applied Mathematical Sciences 8 (43), 2113-2124, 2014
22014
Perhitungan harga opsi beli tipe Eropa dengan menggunakan pendekatan distribusi-t
E SISWANAH, MS Abdurakhman
Text, 2010
22010
Classical portfolio selection with cluster analysis: Comparison between hierarchical complete linkage and Ward algorithm
L Gubu, D Rosadi, Abdurakhman
AIP Conference Proceedings 2192 (1), 090004, 2019
12019
Bankruptcy Prediction of Corporate Coupon Bond with Modified First Passage Time Approach
DAI Maruddani, D Rosadi, G Gunardi, A Abdurakhman
12013
Estimation the yield curve of Nelson-Siegel model and its extensions by L-BFGS-B method optimization approach
M Muslim, D Rosadi, G Gunardi, A Abdurakhman
12013
Hybrid MODWT-FFNN model for time series data forecasting
Hermansah, D Rosadi, H Utami, Abdurakhman, G Darmawan
AIP Conference Proceedings 2192 (1), 090005, 2019
2019
Delta normal and delta gamma normal approximation in risk measurement of portfolio consisted of option and stock
E Sulistianingsih, D Rosadi, Abdurakhman
AIP Conference Proceedings 2192 (1), 090011, 2019
2019
Improved Robust Portfolio Optimization
ED Supandi, D Rosadi, Abdurakhman
MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES 11 (2), 239-260, 2017
2017
Portfolio Analysis Of REF Method Based On Mean Variance Optimization Of Multi-Objective Model
Abdurakhman
Far East Journal of Mathematical Sciences (FJMS) 101 (6), 1167 - 1375, 2017
2017
Optimisasi Portofolio dengan Metode Mean Variance Skewness
A OLDIENA, Abdurakhman
Universitas Gadjah Mada, 2017
2017
Regresi Logistik Multilevel untuk Data Pengukuran Berulang
A PURWANTO, Abdurakhman
Universitas Gadjah Mada, 2017
2017
METODE K-MEDOIDS PADA DATA DENGAN PENCILAN
A Larasati, Abdurakhman
Universitas Gadjah Mada, 2017
2017
ESTIMASI PARAMETER REGRESI LOGISTIK BINER MENGGUNAKAN METODE PENALIZED MAXIMUM LIKELIHOOD ESTIMATION
A NURADIKA, Abdurakhman
Universitas Gadjah Mada, 2017
2017
Comparison of some designs of wavelet model for time series
B Warsito, Subanar, Abdurakhman
AIP Conference Proceedings 1707 (1), 080004, 2016
2016
MULTILEVEL STRUCTURAL EQUATION MODELING: ANALISIS METODE WEIGHTED LEAST SQUARE PADA OBSERVASI NON-NORMAL
E SEPTIANAWATI, Abdurakhman
Universitas Gadjah Mada, 2016
2016
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