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Wavelet Improved Option-Implied Moments: An Empirical Study

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ICoAIMS2019 23.pdf

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ASM Sc. J., Vol. 12, Special Issue 5, 2019 for ICoAIMS2019

RESEARCH ARTICLES

Construction of Quintic Trigonometric Bézier Spiral Curve

By M.Y. Misro, A. Ramli and J.M. Ali

RESEARCH ARTICLES

Numerical Solutions of First Order Initial-Value Problem with Singularities and Stiffness Properties by a Rational Scheme

By A.N. Fairuz, Z.A. Majid and Z.B. Ibrahim

RESEARCH ARTICLES

Generalized Mean Distance-based k Nearest Centroid Neighbor Classifier

By Nordiana Mukahar and Bakhtiar Affendi Rosdi

RESEARCH ARTICLES

Rank Regression for Modeling Bus Dwell Time in the Presence of Censored Observations

By Mostafa Karimi and Noor Akma Ibrahim

RESEARCH ARTICLES

Inclined Magnetic Field on Second Grade Nanofluid Flow from an Inclined Stretching Sheet with Nonlinear Mixed Convection

By Syazwani Mohd Zokri, Nur Syamilah Arifin, Abdul Rahman Mohd Kasim and Mohd Zuki Salleh

RESEARCH ARTICLES

Wavelet Improved Option-Implied Moments: An Empirical Study

By Hanani Farhah Harun and Mimi Hafizah Abdullah

RESEARCH ARTICLES

The Combination of Forecasts with Different Time Aggregation

By Nur Haizum Abd Rahman and Muhammad Hisyam Lee

RESEARCH ARTICLES

Urban Transit Frequency Setting using Multiple Tabu Search with Parameter Control

By V. Uvaraja and L.S. Lee

RESEARCH ARTICLES

The Blömer-May’s Weak Key Revisited

By R.R.M. Tahir, M.A. Asbullah and M.R.K. Ariffin

RESEARCH ARTICLES

Kernel Estimation in Line Transect Sampling for Parametric Model

By Gamil A.A. Saeed, Noryanti Muhammad and Wan Nur Syahidah Wan Yusoff

RESEARCH ARTICLES

Outliers in Islamic and Conventional Stock Indices: An Empirical Analysis Using Impulse Saturation Indicator

By Mohd Tahir Ismail and Ida Normaya Mohd Nasir

RESEARCH ARTICLES

Nonparametric CUSUM Control Chart based on Wilcoxon Signed-Rank Statistics and Hodges Lehmann Estimator

By Ainaa Salfariena Razalee, Nazihah Mohamed Ali and Ow Su Shing

RESEARCH ARTICLES

Investigation of the Characteristics of the Zeros of the Riemann Zeta Function in the Critical Strip Using Implicit Function Properties of the Real and Imaginary Components of the Dirichlet Eta Function

By Andrew Logan

RESEARCH ARTICLES

Adjusted Sequential Fences for Detecting Univariate Outliers in Skewed Distributions

By H.S. Wong and Anwar Fitrianto

RESEARCH ARTICLES

Stress Intensity Factor for a Thermally Insulated Crack in Bonded Dissimilar Materials

By K.B. Hamzah, N.M.A. Nik Long, N. Senu and Z.K. Eshkuvatov

RESEARCH ARTICLES

Descriptive Analysis of Extra-Curricular Program Outcome Attainment: A Case Study of Universiti Malaysia Pahang

By Siti Zanariah Satari, Nor Alisa Mohd Damanhuri, Roslinazairimah Zakaria and Rozieana Khairuddin

RESEARCH ARTICLES

Development on Mathematical Model of Convective Boundary Layer Flow of Viscoelastic Fluid with Microrotation Effect under Constant Wall Temperature Thermal Condition over a Bluff Body

By Laila Amera Aziz, Abdul Rahman Mohd Kasim and Mohd Zuki Salleh

RESEARCH ARTICLES

The Multiplicative Degree of Some Finite Groups

By Norarida Abd Rhani, Nor Muhainiah Mohd Ali, Nor Haniza Sarmin and Ahmad Erfanian

RESEARCH ARTICLES

Potential Applications of Hourglass Matrix and its Quadrant Interlocking Factorization

By Olayiwola Babarinsa, Mandangan Arif and Hailiza Kamarulhaili

RESEARCH ARTICLES

A Comparative Study on Sensitivity of Multivariate Tests of Normality to Outliers

By Nurudeen Alao, Kayode Ayinde and Sunday Gbenga Solomon

RESEARCH ARTICLES

A New Signature Scheme Define over a Class of Non-Abelian Group

By Denis C.K. Wong

RESEARCH ARTICLES

Harmony Search Algorithm for Location-Routing Problem in Supply Chain Network Design

By F. Misni and L. S. Lee

RESEARCH ARTICLES

A Single Convergent Control Parameter Optimal Homotopy Asymptotic Method Approximate-Analytical Solution of Fuzzy Heat Equation

By Sarmad Altaie, Ali Fareed Jameel and Azizan Saaban

RESEARCH ARTICLES

High-order Compact Iterative Scheme for the Two-dimensional Time Fractional Cable Equation

By Muhammad Asim Khan, Norhashidah Hj. Mohd Ali and Alla Tareq Balasim

RESEARCH ARTICLES

Solving Variable Coefficient Korteweg-de Vries Equation Using Pseudospectral Method

By Nik Nur Amiza Nik Ismail and Azwani Alias

RESEARCH ARTICLES

Mixed Convective Stagnation Point Flow of a Thermally Stratified Hybrid Cu-Al2O3/Water Nanofluid over a Permeable Stretching/Shrinking Sheet

By Najiyah Safwa Khashi’ie, Norihan Md Arifin, Ezad Hafidz Hafidzuddin, Nadihah Wahi and Ioan Pop

RESEARCH ARTICLES

Two-point Diagonally Implicit Multistep Block Method for Solving Robin Boundary Value Problems Using Variable Step Size Strategy

By N.M. Nasir, Z.A. Majid, F. Ismail and N. Bachok

RESEARCH ARTICLES

Hyperparameters Tuning of Random Forest with Harmony Search in Credit Scoring

By R.Y. Goh, L.S. Lee and M.B. Adam

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