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DI ASIH I MARUDDANI

Universitas Diponegoro S1 - Statistika SINTA ID : 6659476
1.582
SINTA Score Overall
515
SINTA Score 3Yr
91.292.700
Affil Score
24.288.700
Affil Score 3Yr
Latest number of publications
ASEAN-5 Stock Price Index Valuation after COVID-19 Outbreak through GBM-MCS and VaR-SDPP Methods
Q3 Journal WOS.ESCI Edition   Core Collection INTERNATIONAL JOURNAL OF FINANCIAL STUDIES
Author Order: 3 of 4     Authors : Hersugondo, H; Widyarti, ET; Maruddani, DI; Trimono, T;
DEC 2022 0 cited Scopus Indexed DOI : 10.3390/ijfs10040112
Valuation of Portfolio Risk and Performance of Several Blue Chip Stocks in Indonesia using Value-at-Risk based on n-Dimensional Geometric Brownian Motion
Q4 Journal WOS.ESCI Edition   Core Collection THAILAND STATISTICIAN
Author Order: 1 of 2     Authors : Maruddani, DI; Trimono, T;
JUL 2021 0 cited Scopus Indexed DOI :
Modeling stock prices in a portfolio using multidimensional geometric brownian motion
No-Q Journal WOS.ISTP Edition 7TH INTERNATIONAL SEMINAR ON NEW PARADIGM AND INNOVATION ON NATURAL SCIENCE AND ITS APPLICATION
Author Order: 1 of 2     Authors : Maruddani, DI; Trimono;
2018 5 cited Scopus Indexed DOI : 10.1088/1742-6596/1025/1/012122
Time varying default barrier as an agreement rules on bond contract
No-Q Journal WOS.ISTP Edition 7TH INTERNATIONAL SEMINAR ON NEW PARADIGM AND INNOVATION ON NATURAL SCIENCE AND ITS APPLICATION
Author Order: 1 of 3     Authors : Maruddani, DI; Safitri, D; Hoyyi, A;
2018 0 cited Scopus Indexed DOI : 10.1088/1742-6596/1025/1/012110
Vector autoregressive model approach for forecasting outflow cash in Central Java
No-Q Journal WOS.ISTP Edition 7TH INTERNATIONAL SEMINAR ON NEW PARADIGM AND INNOVATION ON NATURAL SCIENCE AND ITS APPLICATION
Author Order: 3 of 4     Authors : Hoyyi, A; Tarno; Maruddani, DI; Rahmawati, R;
2018 1 cited Scopus Indexed DOI : 10.1088/1742-6596/1025/1/012105
Comparison of ARCH/GARCH model and Elman Recurrent Neural Network on data return of closing price stock
No-Q Journal WOS.ISTP Edition 7TH INTERNATIONAL SEMINAR ON NEW PARADIGM AND INNOVATION ON NATURAL SCIENCE AND ITS APPLICATION
Author Order: 3 of 3     Authors : Laily, VON; Warsito, B; Maruddani, DI;
2018 2 cited Scopus Indexed DOI : 10.1088/1742-6596/1025/1/012103
DEFAULT PROBABILITY OF MULTIPERIODS COUPON BOND BASED ON CLASSICAL APPROACH
No-Q Journal WOS.ISTP Edition 2015 INTERNATIONAL CONFERENCE ON RESEARCH AND EDUCATION IN MATHEMATICS (ICREM7)
Author Order: 1 of 4     Authors : Maruddani, DI; Rosadi, D; Gunardi; Abdurakhman;
2015 0 cited Scopus Indexed DOI :
One Period Coupon Bond Valuation With Revised First Passage Time Approach and The Application in Indonesian Corporate Bond
No-Q Journal WOS.ISTP Edition 2ND ISM INTERNATIONAL STATISTICAL CONFERENCE 2014 (ISM-II)
Author Order: 1 of 4     Authors : Maruddani, DI; Rosadi, D; Gunardic; Abdurakhman;
2015 2 cited Scopus Indexed DOI : 10.1063/1.4907471
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 27 169 8
Citation 53 813 10
Cited Document 17 102 4
H-Index 4 13 2
i10-Index 0 19 0
G-Index 1 1 1
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