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Venansius Tjahjono
ORCID
Publication Activity (10 Years)
Years Active: 2023-2024
Publications (10 Years): 2
Top Topics
Dependence Structure
Top Venues
Appl. Math. Comput.
Appl. Soft Comput.
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Publications
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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)
Khreshna Syuhada
,
Venansius Tjahjono
,
Arief Hakim
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models.
Appl. Soft Comput.
148 (2023)