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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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Formation of stock portfolio using markowitz method and measurement of value at risk based on generalized extreme value (case study: company’s stock the idx top ten blue 2017 …

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012084

Authors: RE Situmorang, DAI Maruddani, R Santoso

2019

0 cited

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

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012075, 2019

Authors: DAI Maruddani, D Safitri

2019

2 cited

Garch-family for measuring price fluctuation risk of harvested dry grain in pemalang district

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012092, 2019

Authors: R Rahmawati, A Rusgiyono, A Hoyyi, DAI Maruddani

2019

2 cited

Frank copula on value at risk (var) of the construction of bivariate portfolio (case study: stocks of companies awarded with the idx top ten blue with stock period of 20 …

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012078

Authors: JA Handini, DAI Maruddani, D Safitri

2019

0 cited

Contribution indonesian composite index in pt telekomunikasi indonesia stock price model using 2-dimensional geometric brownian motion

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012091, 2019

Authors: A Hoyyi, DAI Maruddani, R Rahmawati

2019

5 cited

Valuing risk of changes on corn (zea mays) prices by considering skewness and kurtosis parameters

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012093, 2019

Authors: R Rahmawati, DAI Maruddani, A Hoyyi

2019

0 cited

Sistem informasi untuk perbaikan manajemen ukm batik mutiara hasta

SENADIMAS, 2019

Authors: B Warsito, DAI Maruddani

2019

1 cited

Formation of stock portfolio using markowitz method and measurement of value at risk based on generalized extreme value (case study: company’s stock the idx top ten blue 2017 …

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012084, 2019

Authors: RE Situmorang, DAI Maruddani, R Santoso

2019

3 cited

Value at risk untuk pengukuran risiko investasi saham: aplikasi dengan program r

Authors: DAI Maruddani

2019

20 cited

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

JOURNAL OF PHYSICS: CONFERENCE SERIES 1217 (1), 012081, 2019

Authors: DAI Maruddani

2019

1 cited