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ORCIDKhreshna Syuhada
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Journal Articles
- 2024
[j8]Khreshna Syuhada
, Venansius Tjahjono, Arief Hakim:
Compound Poisson-Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. Appl. Math. Comput. 467: 128492 (2024)- [j7]Intan Muchtadi-Alamsyah, Robin Viltoriano, Ferdinand Harjono, Martha Nazaretha, Martin Susilo, Ade Bayu, Bony Josaphat, Arief Hakim, Khreshna Syuhada:
Support vector regression-based heteroscedastic models for cryptocurrency risk forecasting. Appl. Soft Comput. 162: 111792 (2024) - [j6]A. N. M. Salman, Arief Hakim, Khreshna Syuhada:
Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets. Commun. Nonlinear Sci. Numer. Simul. 135: 108046 (2024) - 2023
- [j5]Khreshna Syuhada, Venansius Tjahjono, Arief Hakim:
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. Appl. Soft Comput. 148: 110885 (2023) - [j4]Khreshna Syuhada, Arief Hakim, Risti Nur'aini:
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. Commun. Stat. Simul. Comput. 52(7): 3104-3121 (2023) - 2021
- [j3]Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada:
On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk. IEEE Access 9: 122474-122485 (2021) - 2020
- [j2]Khreshna Syuhada, Risti Nur'aini, Mahfudhotin:
Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach. J. Appl. Math. 2020: 8276019:1-8276019:14 (2020) - 2013
- [j1]Nur Inayah, Rinovia Simanjuntak, A. N. M. Salman, K. I. A. Syuhada:
Super (a, d)-H-antimagic total labelings for shackles of a connected graph H. Australas. J Comb. 57: 127-138 (2013)
Coauthor Index
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