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DI ASIH I MARUDDANI

Assistant Professor

Bachelor Program of Statistics

Faculty of Science and Mathematics


Publications

Dr Di Asih I Maruddani, S.Si, M.Si

Biography

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Application of ensemble arima, ANFIS for constructing model of garlic price data in Semarang

Q3

JOURNAL OF THEORETICAL AND APPLIED INFORMATION TECHNOLOGY (ISSN: 19928645) , vol. 99 , pp. 75-82

Creator: Tarno T.

2021

1 cited

Arma-garch model for value-at-risk (Var) prediction on stocks of pt. astra agro lestari.tbk

NQ

JOURNAL OF MATHEMATICAL AND COMPUTATIONAL SCIENCE , vol. 11 , pp. 2136-2152

Creator: Tarno

2021

0 cited

Valuation of portfolio risk and performance of several blue chip stocks in indonesia using value-at-risk based on n-dimensional geometric brownian motion

Q4

THAILAND STATISTICIAN (ISSN: 16859057) , vol. 19 , pp. 501-510

Creator: Maruddani D.A.I.

2021

0 cited

Variance gamma for stock model performance with excess kurtosis

Q4

JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1943

Creator: Hoyyi A.

2021

1 cited

Delta-normal value at risk using exponential duration with convexity for measuring government bond risk

Q3

DLSU BUSINESS AND ECONOMICS REVIEW (ISSN: 01167111) , vol. 31 , pp. 72-80

Creator: Maruddani D.A.I.

2021

1 cited

Modeling of composite stock price index (CSPI) using semiparametric regression truncated spline based on GUI R

Q4

JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1524

Creator: Marbun W.

2020

2 cited

ARFIMA Model for Short Term Forecasting of New Death Cases COVID-19

Q3

E3S WEB OF CONFERENCES (ISSN: 25550403) , vol. 202

Creator: Kartikasari P.

2020

0 cited

GARCH-family for measuring price fluctuation risk of harvested dry grain in Pemalang district

Q4

JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Creator: Rahmawati R.

2019

0 cited

The effect of extreme asset prices to the valuation of zero coupon bond with jump diffusion processes

Q4

JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Creator: Maruddani D.A.I.

2019

1 cited

Comparing merton model and gram-charlier model to capture skewness and kurtosis on bond performance

Q4

JOURNAL OF PHYSICS: CONFERENCE SERIES (ISSN: 17426588) , vol. 1217

Creator: Abdurakhman

2019

1 cited