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Results 1 - 20 of 218  for All Library Resources

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1
Variance Reduction Techniques in Variance Gamma Option Pricing
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Article
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Variance Reduction Techniques in Variance Gamma Option Pricing

IAENG international journal of computer science, 2023-08, Vol.50 (3), p.1016 [Peer Reviewed Journal]

Copyright International Association of Engineers Aug 16, 2023 ;ISSN: 1819-656X ;EISSN: 1819-9224

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2
Accelerating Convergence in Trinomial Option Pricing: Recursive Incremental Value Ordering with Repeated Richardson Extrapolation
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Article
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Accelerating Convergence in Trinomial Option Pricing: Recursive Incremental Value Ordering with Repeated Richardson Extrapolation

Mathematical Modelling of Engineering Problems, 2023-12, Vol.c (6), p.2179-2184

ISSN: 2369-0739 ;EISSN: 2369-0747 ;DOI: 10.18280/mmep.100631

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3
The fifth-moment effect in Black-Scholes model and Its performance at market
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Article
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The fifth-moment effect in Black-Scholes model and Its performance at market

Applied mathematical sciences, 2019, Vol.13 (13), p.617-622

ISSN: 1312-885X ;EISSN: 1314-7552 ;DOI: 10.12988/ams.2019.9570

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4
COMPARISON OF SMOTE RANDOM FOREST AND SMOTE K-NEAREST NEIGHBORS CLASSIFICATION ANALYSIS ON IMBALANCED DATA
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Article
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COMPARISON OF SMOTE RANDOM FOREST AND SMOTE K-NEAREST NEIGHBORS CLASSIFICATION ANALYSIS ON IMBALANCED DATA

Media statistika (Online), 2023-04, Vol.15 (2), p.198-208 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.15.2.198-208

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5
Gangguan DI/TII di Perbatasan Enrekang-Toraja Pada Pemilu 1955
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Article
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Gangguan DI/TII di Perbatasan Enrekang-Toraja Pada Pemilu 1955

Fajar Historia: Jurnal Ilmu Sejarah dan Pendidikan, 2023-06, Vol.7 (1) [Peer Reviewed Journal]

EISSN: 2549-5585 ;DOI: 10.29408/fhs.v7i1.6951

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6
Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic
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Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic

International journal of Islamic and Middle Eastern finance and management, 2022, Vol.15 (6), p.1150-1164 [Peer Reviewed Journal]

Emerald Publishing Limited ;Emerald Publishing Limited. ;ISSN: 1753-8394 ;EISSN: 1753-8408 ;DOI: 10.1108/IMEFM-12-2020-0633

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7
CAN ZAKAT AND PURIFICATION BE EMPLOYED IN PORTFOLIO MODELLING?
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Article
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CAN ZAKAT AND PURIFICATION BE EMPLOYED IN PORTFOLIO MODELLING?

Journal of Islamic Monetary Economics and Finance, 2022-12, Vol.8, p.1-16 [Peer Reviewed Journal]

ISSN: 2460-6146 ;EISSN: 2460-6618 ;DOI: 10.21098/jimf.v8i0.1418

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8
MANAGING HEART RELATED DISEASE RISKS IN BPJS KESEHATAN USING COLLECTIVE RISK MODELS
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Article
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MANAGING HEART RELATED DISEASE RISKS IN BPJS KESEHATAN USING COLLECTIVE RISK MODELS

Media statistika (Online), 2023-04, Vol.15 (2), p.175-185 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.15.2.175-185

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9
VARIANCE GAMMA PROCESS WITH MONTE CARLO SIMULATION AND CLOSED FORM APPROACH FOR EUROPEAN CALL OPTION PRICE DETERMINATION
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Article
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VARIANCE GAMMA PROCESS WITH MONTE CARLO SIMULATION AND CLOSED FORM APPROACH FOR EUROPEAN CALL OPTION PRICE DETERMINATION

Media statistika (Online), 2022-01, Vol.14 (2), p.183-193 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.14.2.183-193

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10
ROBUST PORTFOLIO SELECTION WITH CLUSTERING BASED ON BUSINESS SECTOR OF STOCKS
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Article
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ROBUST PORTFOLIO SELECTION WITH CLUSTERING BASED ON BUSINESS SECTOR OF STOCKS

Media statistika (Online), 2021-06, Vol.14 (1), p.33-43 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.14.1.33-43

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11
MODEL PERSAMAAN STRUKTURAL DENGAN METODE DIAGONALLY WEIGHTED LEAST SQUARE (DWLS) UNTUK DATA ORDINAL
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Article
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MODEL PERSAMAAN STRUKTURAL DENGAN METODE DIAGONALLY WEIGHTED LEAST SQUARE (DWLS) UNTUK DATA ORDINAL

Media statistika (Online), 2019-07, Vol.12 (1), p.100 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.12.1.100-116

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12
METODE DIAGONALLY WEIGHTED LEAST SQUARE (DWLS) PADA STRUCTURAL EQUATION MODELLING UNTUK DATA ORDINAL: STUDI KASUS DARI PENGGUNA JASA KERETA API MAJAPAHIT MALANG – PASAR SENEN
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Article
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METODE DIAGONALLY WEIGHTED LEAST SQUARE (DWLS) PADA STRUCTURAL EQUATION MODELLING UNTUK DATA ORDINAL: STUDI KASUS DARI PENGGUNA JASA KERETA API MAJAPAHIT MALANG – PASAR SENEN

Media statistika (Online), 2019-07, Vol.12 (1), p.100-116 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.12.1.100-116

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13
SELECTION OF INPUT VARIABLES OF NONLINEAR AUTOREGRESSIVE NEURAL NETWORK MODEL FOR TIME SERIES DATA FORECASTING
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Article
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SELECTION OF INPUT VARIABLES OF NONLINEAR AUTOREGRESSIVE NEURAL NETWORK MODEL FOR TIME SERIES DATA FORECASTING

Media statistika (Online), 2020-12, Vol.13 (2), p.116-124 [Peer Reviewed Journal]

ISSN: 1979-3693 ;EISSN: 2477-0647 ;DOI: 10.14710/medstat.13.2.116-124

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14
IR Spectroscopic Degradation Study of Thin Organometal Halide Perovskite Films
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Article
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IR Spectroscopic Degradation Study of Thin Organometal Halide Perovskite Films

Molecules (Basel, Switzerland), 2023-01, Vol.28 (3), p.1288 [Peer Reviewed Journal]

COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 by the authors. 2023 ;ISSN: 1420-3049 ;EISSN: 1420-3049 ;DOI: 10.3390/molecules28031288 ;PMID: 36770955

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15
The Effect of Stop Open Defecation (BABS) Triggering Method on Open Defecation Behavior
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Article
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The Effect of Stop Open Defecation (BABS) Triggering Method on Open Defecation Behavior

Journal of physics. Conference series, 2020-03, Vol.1477 (6), p.62021 [Peer Reviewed Journal]

Published under licence by IOP Publishing Ltd ;2020. This work is published under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1742-6588 ;EISSN: 1742-6596 ;DOI: 10.1088/1742-6596/1477/6/062021

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16
Time Series Clustering for Robust Mean-Variance Portfolio Selection: Comparison of Several Dissimilarity Measures
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Article
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Time Series Clustering for Robust Mean-Variance Portfolio Selection: Comparison of Several Dissimilarity Measures

Journal of physics. Conference series, 2021-11, Vol.2123 (1), p.12021 [Peer Reviewed Journal]

Published under licence by IOP Publishing Ltd ;ISSN: 1742-6588 ;EISSN: 1742-6596 ;DOI: 10.1088/1742-6596/2123/1/012021

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17
A Multifaceted Approach for Cryogenic Waste Tire Recycling
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Article
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A Multifaceted Approach for Cryogenic Waste Tire Recycling

Polymers, 2021-07, Vol.13 (15), p.2494 [Peer Reviewed Journal]

2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 by the authors. 2021 ;ISSN: 2073-4360 ;EISSN: 2073-4360 ;DOI: 10.3390/polym13152494 ;PMID: 34372098

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18
Efficacy of Sulfuryl Fluoride as a Fumigant against Aspergillus niger on Corn Seeds
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Article
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Efficacy of Sulfuryl Fluoride as a Fumigant against Aspergillus niger on Corn Seeds

Jurnal Perlindungan Tanaman Indonesia, 2020-07, Vol.24 (1), p.48-53 [Peer Reviewed Journal]

ISSN: 1410-1637 ;EISSN: 2548-4788 ;DOI: 10.22146/jpti.34822

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19
Within-Group Estimators for Unbalanced-Panel Data Regression Model of the Open Unemployment Rate Data in East Kalimantan Province
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Article
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Within-Group Estimators for Unbalanced-Panel Data Regression Model of the Open Unemployment Rate Data in East Kalimantan Province

Engineering letters, 2023-05, Vol.31 (2), p.813 [Peer Reviewed Journal]

Copyright International Association of Engineers May 23, 2023 ;ISSN: 1816-093X ;EISSN: 1816-0948

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20
KYAI DALAM PERUBAHAN SOSIAL DI PARE TAHUN 1970-1990
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KYAI DALAM PERUBAHAN SOSIAL DI PARE TAHUN 1970-1990

Sejarah dan Budaya: Jurnal Sejarah, Budaya, dan Pengajarannya, 2022-07, Vol.16 (1), p.129-143 [Peer Reviewed Journal]

ISSN: 1979-9993 ;EISSN: 2503-1147 ;DOI: 10.17977/um020v16i12022p129-143

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