Arief Hakim

According to our database, Arief Hakim authored at least 5 papers between 2023 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2024

Compound Poisson-Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting.

Khreshna Syuhada, Venansius Tjahjono, Arief Hakim

Appl. Math. Comput., April, 2024

Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets.

A. N. M. Salman, Arief Hakim, Khreshna Syuhada

Commun. Nonlinear Sci. Numer. Simul., 2024

Support vector regression-based heteroscedastic models for cryptocurrency risk forecasting.

Intan Muchtadi-Alamsyah, Robin Viltoriano, Ferdinand Harjono, Martha Nazaretha, Martin Susilo, Ade Bayu, Bony Josaphat, Arief Hakim, Khreshna Syuhada

Appl. Soft Comput., 2024

2023

Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models.

Khreshna Syuhada, Venansius Tjahjono, Arief Hakim

Appl. Soft Comput., November, 2023

The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data.

Khreshna Syuhada, Arief Hakim, Risti Nur'aini

Commun. Stat. Simul. Comput., July, 2023