Khreshna Syuhada

According to our database, Khreshna Syuhada authored at least 8 papers between 2013 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

2021

On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk.

Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada

IEEE Access, 2021

2020

Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach.

Khreshna Syuhada, Risti Nur'aini, Mahfudhotin

J. Appl. Math., 2020

2013

Super (a, d)-H-antimagic total labelings for shackles of a connected graph H.

Nur Inayah, Rinovia Simanjuntak, A. N. M. Salman, K. I. A. Syuhada

Australas. J Comb., 2013