Researchers
Mimi Hafizah Bt. Abdullah
Associate Professor
- KULLIYYAH OF SCIENCE
- IIUM Kuantan Campus
- mimihafizah@iium.edu.my
Staff Details
- Natural Science ~ Mathematical Sciences ~ Applied Statistics ~ Statistical Inferences
- Natural Science ~ Mathematical Sciences ~ Mathematics and Statistics for Science and Engineering ~ Other Mathematics and Statistics for Science and Engineering n.e.c.
- Natural Science ~ Mathematical Sciences ~ Mathematical Science for Education ~ Other Mathematical Science for Education n.e.c.
| FINAL YEAR PROJECT | 2012/2013 2020/2021 |
| FINANCIAL MATHEMATICS 1 | 2011/2012 2018/2019 2019/2020 2020/2021 |
| FINANCIAL MATHEMATICS I | 2005/2006 2006/2007 2007/2008 |
| FINANCIAL MATHEMATICS II | 2004/2005 2005/2006 2006/2007 2007/2008 |
| FINANCIAL MATHEMATICS III | 2005/2006 2006/2007 2007/2008 2012/2013 2013/2014 2014/2015 2015/2016 2016/2017 2017/2018 2018/2019 2019/2020 2020/2021 |
| INDUSTRIAL TRAINING | 2005/2006 |
| INTRODUCTION TO FINANCIAL MATHEMATICS | 2011/2012 2012/2013 2013/2014 2014/2015 2015/2016 2016/2017 2017/2018 2018/2019 2019/2020 2020/2021 |
| STATISTICAL DATA ANALYSIS | 2013/2014 |
In Progress |
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| 2019 - Present | Formulating a new financial network of shariah-compliant stocks using minimum spanning tree (MST). |
| 2018 - Present | Financial network analysis of the Malaysian shariah-compliant companies using minimal spanning tree |
| 2015 - Present | The Role of Option-Implied Information in Improving a Portfolio Selection |
| Unknown - Present | Towards a sustainable economic growth: A case of a correlation network of Malaysian market using Triangulated maximally filtered graph (TMFG) |
Completed |
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| 2015 - 2020 | The Role of Option-Implied Information in Improving a Portfolio Selection |
| 2013 - 2016 | Integrating Individual Patient Data (IPD) and Aggregate Data (AD) in Continuous Meta-Analysis: An Empirical Assessment and an Alternative Two-Stage Approach |
| 2012 - 2015 | Implied Adjusted volatility functions : Theory and Empirical Tests |
| 2011 - 2013 | (RU2011) Estimation of transaction costs on the Bursa Malaysia: an empirical research |
Article |
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| 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 |
| 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 |
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| 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) |
Book |
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