Article |
| 2022 |
Financial network (FiNe): a web application to assist investors in avoiding herding behaviour in stock market. IIUM Journal of Orofacial and Health Sciences
, 3
(Supplement 1)
pp.4-4
|
| 2020 |
The role of an option-implied distribution in improving as asset allocation model. Malaysian Journal of Fundamental and Applied Sciences
, 16
(1 (Jan-Feb))
pp.64-69
|
| 2020 |
Option-implied adjusted volatility using modified generalised Leland Models: an empirical study on Dow Jones industrial average index options. Malaysian Journal of Mathematical Sciences
, 14
(S)
pp.93-105
|
| 2019 |
Wavelet improved option-implied moments: an empirical study. ASM Science Journal
, 12
(Special Issue 5)
pp.167-176
|
| 2019 |
Empirical performance of a model-free volatility against the different option strike size discreteness. Malaysian Journal of Mathematical Sciences
, 13
(Special Issue)
pp.1-13
|
| 2019 |
The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree. Mathematics and Statistics
, 7
(4A)
pp.1-8
|
| 2019 |
A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia. Modern Applied Science
, 13
(7)
pp.80-93
|
| 2019 |
The performance of higher moments estimators: an empirical study. Malaysian Journal of Mathematical Sciences
, 13
(SI)
pp.35-50
|
| 2018 |
science@iium. science@iium
(December 2018)
pp.1-40
|
| 2018 |
A network analysis of the stock market in Malaysia, Singapore and Indonesia. International Journal of Engineering & Technology
, 7
(4.1)
pp.99-101
|
| 2018 |
Science@iium. science@iium
pp.1-40
|
| 2016 |
The development of a risk-neutral density estimation method. Journal of Engineering and Applied Sciences
, 11
(7)
pp.1633-1638
|
| 2015 |
Minimal spanning tree for 100 companies in Bursa Malaysia. AIP Conference Proceedings
, 1643
pp.609-615
|
| 2015 |
Implied adjusted volatility functions: Empirical evidence from Australian index option market. AIP Conference Proceedings
, 1643
pp.622-627
|
| 2015 |
A study on the effects of different levels of data on the overall meta-analysis estimates. Far East Journal of Mathematical Sciences (FJMS)
, 96
(1)
pp.73-86
|
| 2014 |
Implied adjusted volatility by leland option pricing models: evidence from Australian index options. International Journal of Social, Management, Economics and Business Engineering
, 8
(8)
pp.2599-2610
|
| 2013 |
Performance of selected imputation techniques for missing variances in meta-analysis . Journal of Physics: Conference Series
, 435
(1)
pp.012037
|
| 2012 |
Implied transaction costs by Leland option pricing model: a new approach and empirical evidence. Journal of Derivatives & Hedge Funds
, 18
(4)
pp.333-360
|
Conference or Workshop Item |
| 2021 |
CHANGES IN THE FINANCIAL NETWORK OF BURSA MALAYSIA BEFORE AND DURING MOVEMENT CONTROL ORDER (MCO).
In: Simposium Kebangsaan Sains Matematik ke-28 (SKSM28)
|
| 2021 |
The impact of COVID-19 pandemic on the interconnectedness of stocks in Bursa Malaysia.
In: International Seminar on Mathematics in Industry 2021 (ISMI2021)
|
| 2021 |
Correcting for risk premium on extended generalised Leland models: an empirical study on Dow Jones Industrial Average (DJIA) index options.
In: 28th Simposium Kebangsaan Sains Matematik, SKSM 2021
|
| 2021 |
Topological properties of Malaysian shariah-compliant securities.
In: International Conference on Innovative Technology and Sciences (IC.ITSS) 2020
|
| 2021 |
Topological Properties of Malaysian Shariah Compliant Securities.
In: International Conference on Innovative Technology & Social Science (ICITSS) 2020
|
| 2020 |
Centrality Measures for Shariah-Compliant Stocks Network during Global Financial Crisis: A Case of Bursa Malaysia.
In: INTERNATIONAL CONFERENCE ON RECENT ADVANCES IN APPLIED MATHEMATICS 2020 (ICRAAM2020)
|
| 2020 |
The Impact of Financial Crisis on Bursa Malaysia using Minimal Spanning Tree.
In: Workshop on Economic Networks
|
| 2019 |
Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST).
In: The 4th Innovation and Analytics Conference & Exhibition (IACE 2019)
|
| 2019 |
The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree.
In: The 4th International Conference on Computing, Mathematics and Statistics 2019
|
| 2019 |
Evaluation on the financial performance of the companies in Malaysia with Zmijewski model.
In: The 4th International Conference on Computing, Mathematics and Statistics 2019 (ICMS)
|
| 2018 |
Empirical performance of a model-free volatility against the different option strike size discreteness.
In: Conference on Mathematics, Informatics and Statistics (CMIS2018)
|
| 2017 |
Empirical performance of interpolation techniques in risk-neutral density (RND) estimation.
In: 37th International Conference on Quantum Probability and Related Topics, QP 2016; Faculty of Science of the International Islamic University MalaysiaKuantan; Malaysia
|
| 2017 |
Comparison of volatility function technique for risk-neutral densities estimation.
In: The 24th National Symposium On Mathematical Sciences: Mathematical Sciences Exploration For The Universal Preservation
|
| 2017 |
Estimation of option-implied risk-neutral into real-world density by using calibration function.
In: 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016;
|
| 2017 |
Asset allocation using option-implied moments.
In: 1st International Conference on Applied & Industrial Mathematics and Statistics (ICoAIMS 2017)
|
| 2016 |
Empirical estimation of risk-neutral density from option prices.
In: 37th International Conference on Quantum Probability and Related Topics (QP37) 2016
|
| 2016 |
Comparison of volatility function technique for risk-neutral densities estimation..
In: Simposium Kebangsaan Sains Matematik Ke 24
|
| 2016 |
Estimation of option-implied risk-neutral into real-world density by using calibration function.
In: The 4th International Conference On Mathematical Sciences (ICMS4)
|
| 2016 |
The development of a risk-neutral density estimation method.
In: 2016 Applied Mathematics in Science and Engineering International Conference (APPEMSE)
|
| 2014 |
Implied adjusted volatility functions: empirical evidence from Australian index option market
.
In: The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II)
|
| 2014 |
Minimal spanning tree for 100 companies in Bursa Malaysia.
In: The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II)
|
| 2014 |
Implied adjusted volatility by leland option pricing models: evidence from Australian index options .
In: International Conference on Applied Mathematics (ICAM 2014)
|
| 2014 |
An investigation of implied volatility during financial crisis: Evidence from Australian index options.
In: 3rd International Conference On Fundamental And Applied Sciences (ICFAS 2014)
|
| 2014 |
An investigation of implied volatility during financial crisis: evidence from Australian index options.
In: The 3rd International Conference on Fundamental and Applied Sciences
|
| 2014 |
Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia.
In: The 2nd National Symposium on Mathematical Sciences (SKSM22)
|
| 2013 |
Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis.
In: International Islamic University Malaysia Research, Invention and Innovation Exhibition 2013 (IRIIE 2013)
|
| 2012 |
A new approach to estimate transaction costs: an empirical evidence.
In: International Islamic University Malaysia Research, Invention and Innovation Exhibition 2012 (IRIIE 2012)
|
| 2012 |
Performance of selected imputation techniques for missing variances in meta-analysis .
In: 4th International Conference on Advancement of Science and Technology
|
| 2011 |
Implied transaction costs by leland option pricing models: A new approach and empirical evidence.
In: 2011 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Conference
|
| 2010 |
Trading frequency and implied transaction costs of options: evidence from the Australian index option market.
In: International Conference on Business and Economics Research (ICBER)
|
| 2010 |
The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market.
In: The 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management
|
| 2009 |
Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market.
In: 15th International Conference Computing in Economics and Finance
|
| 2006 |
Missing variability in meta-analysis : is imputing always good?.
In: International Conference on Science & Technology: Application in Industry & Education (2006)
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