Khreshna Syuhada

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 7

Top Topics

Dependence Structure

Top Venues

Appl. Soft Comput.

Commun. Nonlinear Sci. Numer. Simul.

Appl. Math. Comput.

Publications

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 (2024)
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 (2024)
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 (2024)
Khreshna Syuhada, Venansius Tjahjono, Arief Hakim
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. Appl. Soft Comput. 148 (2023)
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) (2023)
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 (2021)
Khreshna Syuhada, Risti Nur'aini, Mahfudhotin
Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach. J. Appl. Math. 2020 (2020)