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ABDUL HOYYI

Universitas Diponegoro S1 - Statistika SINTA ID : 6002409
1.330
SINTA Score Overall
46
SINTA Score 3Yr
38.583.000
Affil Score
53
Affil Score 3Yr
Latest number of Publication and Citations
Variance Gamma Model in Determining the Default Probability of Coupon Bond Issuing Company.
Authors : A Hoyyi, D Rosadi, Abdurakhman IAENG International Journal of Applied Mathematics 54 (5), 961-968, 2024
2024 1 cited
Daily stock prices prediction using Bivariate Variance Gamma model
Authors : A Hoyyi, D Rosadi, Abdurakhman, N Susyanto THE 3RD UPY INTERNATIONAL CONFERENCE ON APPLIED SCIENCE AND EDUCATION …, 2023
2023 0 cited
Variance Gamma Process With Monte Carlo Simulation and Closed Form Approach for European Call Option Price Determination
Authors : A Hoyyi, Abdurakhman, D Rosadi Media Statistika 14 (2), 183-193, 2022
2022 6 cited
Penerapan Seasonal Generalized Space Time Autoregressive Seemingly Unrelated Regression (SGSTAR SUR) Pada Peramalan Hasil Produksi Padi
Authors : L Pamularsih, M Mustafid, A Hoyyi Jurnal Gaussian 10 (2), 241-249, 2021
2021 2 cited
ARMA-GARCH model for value-at-risk (VaR) prediction on stocks of PT. Astra Agro Lestari. Tbk
Authors : Tarno, DA I Maruddani, R Rahmawati, A Hoyyi, Trimono, Munawar J. Math. Comput. Sci. 11 (2), 2136-2152, 2021
2021 2 cited
Daily stock prices prediction using variance gamma model
Authors : A Hoyyi, D Rosadi, Abdurakhman J. Math. Comput. Sci. 11 (2), 1888-1903, 2021
2021 6 cited
PENGUKURAN KINERJA PORTOFOLIO OPTIMAL SAHAM LQ45 MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM) DAN LIQUIDITY ADJUSTED CAPITAL ASSET PRICING MODEL (LCAPM)
Authors : K Safitri, T Tarno, A Hoyyi Jurnal Gaussian 10 (2), 230-240, 2021
2021 1 cited
Analisis Technology Acceptance Model Pada Aplikasi Platform Shopee Dengan Pendekatan Partial Least Square (Studi Kasus Pada Mahasiswa Universitas Diponegoro)
Authors : OA Faizah, S Suparti, A Hoyyi Jurnal Gaussian 10 (3), 423-434, 2021
2021 18 cited
SISTEM INFORMASI POTENSI KREDIT MACET BERBASIS APLIKASI CREDIT SCORING-SUPPORT VECTOR MACHINE (CSSVM)
Authors : H Yasin, AR Hakim, A Hoyyi Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori …, 2021
2021 0 cited
Pemodelan Transformasi Fast-fourier Pada Valuasi Obligasi Korporasi (Studi Kasus: PT. Bank Danamon Tbk, PT. Bank CIMB Niaga Tbk, dan PT. Bank UOB Indonesia Tbk)
Authors : UH Chairunnnisa, A Hoyyi, H Yasin Jurnal Gaussian 10 (1), 85-93, 2021
2021 2 cited
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 19 144 0
Citation 76 1153 0
Cited Document 13 115 0
H-Index 5 18
i10-Index 1 32
G-Index 2 1
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