Search Journal of Statistics and Management Systems
45 results found
Analyzing market risk forecasting of asymmetric GARCH model for stock volatility during the Malaysian general election period
Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong, Koh Siew Khew, Lim Min
Aug 2025
Multi-vendor and multi-buyer collaborative planning, forecasting and replenishment model
Jan-Min Chen
Aug 2025
Development of a mathematical model based on Markov modeling of blood banks to minimize blood bank costs considering waste and shortage costs
Mahdieh Dehghani Meybodi, Mohammad Saber Fallahnezhad
Jul 2025
Detection of overlap community in social networks founded on game theory
Mohammad Wali Hairan, Ali Delavarkhalafi, Saeid Alikhani
Jul 2025
Generative AI-powered dynamic pricing in e-commerce : A comparative analysis with traditional pricing models
Vijaya Bhaskar Reddypogu, U. Devi Prasad
Jun 2025
The impact of the Covid-19 and the Russia-Ukraine conflict on crude oil and stock market volatility
Iris Wong Sie Feng, Quah Aun Thye, Chin Wen Cheong, Lim Min
May 2025
Option valuation using Garch-type models : Empirical evidence using USD/INR data
Aaisha B. S. Mohungoo, Jason Narsoo
Apr 2025
Randow walk classifications and market risk evaluations of Malaysian stock market
Lim Qiu Ting, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong, Lim Min
Mar 2025
Modelling stock data using a geometric BINAR(1) model
Yuvraj Sunecher, Naushad Mamode Khan
Mar 2025
Improving cryptocurrency price prediction through advanced LSTM-based deep learning techniques
Rihab Qasim Abdulkadhim, Hasanen S. Abdullah, Mustafa Jasim Hadi
Dec 2024
The impact of COVID-19 on value-at-risk estimations for US and China stock markets
Jiang Yuhan, Yin Deru, Fan Suze, Chin Wen Cheong, Lim Min
Nov 2024
Gold market risk evaluations using GARCH incorporate with machine learning
Lee Yong Xin, Chin Wen Cheong, Gloria Teng Ai Hui, Lim Min
Nov 2024
