Ikuti
Endah RM Putri
Endah RM Putri
Department of Mathematics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia
Email yang diverifikasi di matematika.its.ac.id
Judul
Dikutip oleh
Dikutip oleh
Tahun
Stock price prediction using geometric Brownian motion
W Farida Agustini, IR Affianti, ERM Putri
Journal of physics: conference series 974, 012047, 2018
732018
Data-driven modeling and forecasting of COVID-19 outbreak for public policy making
A Hasan, ERM Putri, H Susanto, N Nuraini
ISA transactions 124, 135-143, 2022
492022
A new estimation method for COVID-19 time-varying reproduction number using active cases
A Hasan, H Susanto, V Tjahjono, R Kusdiantara, E Putri, N Nuraini, ...
Scientific reports 12 (1), 6675, 2022
472022
How many can you infect? Simple (and naive) methods of estimating the reproduction number
H Susanto, VR Tjahjono, A Hasan, MF Kasim, N Nuraini, ERM Putri, ...
arXiv preprint arXiv:2006.15706, 2020
292020
Semi-analytic valuation of stock loans with finite maturity
X Lu, ERM Putri
Communications in Nonlinear Science and Numerical Simulation 27 (1-3), 206-215, 2015
262015
Comparison of stock price prediction using geometric Brownian motion and multilayer perceptron
M Azizah, MI Irawan, ERM Putri
AIP Conference Proceedings 2242 (1), 2020
222020
Snakes and ghosts in a parity-time-symmetric chain of dimers
H Susanto, R Kusdiantara, N Li, OB Kirikchi, D Adzkiya, ERM Putri, ...
Physical Review E 97 (6), 062204, 2018
192018
A semi-analytic valuation of American options under a two-state regime-switching economy
X Lu, ERM Putri
Physica A: Statistical Mechanics and its Applications 538, 122968, 2020
162020
Finite maturity margin call stock loans
X Lu, ERM Putri
Operations Research Letters 44 (1), 12-18, 2016
162016
Removing non-smoothness in solving Black-Scholes equation using a perturbation method
ERM Putri, L Mardianto, A Hakam, C Imron, H Susanto
Physics Letters A 402, 127367, 2021
132021
Prediksi harga saham menggunakan geometric brownian motion termodifikasi Kalman filter dengan konstrain
V Maulidya, E Apriliani, ERM Putri
Indonesian Journal of Applied Mathematics 1 (1), 6-18, 2020
92020
Comparison of numerical methods on pricing of European put options
L Mardianto, AP Pratama, AR Soemarsono, A Hakam, ERM Putri
(IJCSAM) International Journal of Computing Science and Applied Mathematics …, 2019
82019
A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations
ERM Putri, ML Shahab, M Iqbal, I Mukhlash, A Hakam, L Mardianto, ...
Computers & Mathematics with Applications 154, 120-127, 2024
72024
Penyelesaian Numerik Untuk Menentukan Nilai Optimal Pada American Option Dengan Metode Beda Hingga Fully Implisit Dan Crank-nicolson
L Hanafi, ER Putri, GM Puspita
Limits: Journal of Mathematics and Its Applications 7 (2), 1, 2010
62010
Modeling COVID-19 Transmissions and Evaluation of Large Scale Social Restriction in Jakarta, Indonesia
A Hasan, Y Nasution, H Susanto, ERM Putri, VR Tjahjono, D Puspita, ...
medRxiv, 2020.10. 30.20222984, 2020
52020
The application of model predictive control on stock portfolio optimization with prediction based on Geometric Brownian Motion-Kalman Filter.
WH Syaifudin, ERM Putri
Journal of Industrial & Management Optimization 18 (5), 2022
42022
Valuation risk adjusted deposit insurance on heston model
N Hariati, M Yunus, ERM Putri
Journal of Physics: Conference Series 1397 (1), 012078, 2019
42019
Finite volume method for pricing European call option with regime-switching volatility
ML Tauryawati, C Imron, ERM Putri
Journal of Physics: Conference Series 974 (1), 012024, 2018
42018
Performance of Gahver-Stehfest Numerical Laplace Inversion Method on Option Pricing Formulas
ERM Putri, SD Surjanto
(IJCSAM) International Journal of Computing Science and Applied Mathematics …, 2017
42017
A deposit insurance pricing with a multi-state regime-switching volatility
ERM Putri, VR Tjahjono, C Imron
International Journal of Applied and Computational Mathematics 7, 1-20, 2021
32021
Sistem tidak dapat melakukan operasi ini. Coba lagi nanti.
Artikel 1–20