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KHRESHNA IMADUDDIN AHMAD S.

Institut Teknologi Bandung S2 - Aktuaria SINTA ID : 5973240
1.341
SINTA Score Overall
459
SINTA Score 3Yr
1.341
Affil Score
459
Affil Score 3Yr
Latest number of publications
  Scopus Analysis  

Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance
Q1 as Journal Risks
Author Order : 4 of 4     Creator : Rohmawati A.
2024 0 cited
Enhancing Value-at-Risk with Credible Expected Risk Models
Q2 as Journal International Journal of Financial Studies
Author Order : 0 of 7     Creator : Syuhada K.
2024 0 cited
Support vector regression-based heteroscedastic models for cryptocurrency risk forecasting
Q1 as Journal Applied Soft Computing
Author Order : 9 of 9     Creator : Muchtadi-Alamsyah I.
2024 0 cited
Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets
Q1 as Journal Communications in Nonlinear Science and Numerical Simulation
Author Order : 3 of 3     Creator : Salman A.N.M.
2024 0 cited
Risk quantification and validation for green energy markets: New insight from a credibility theory approach
Q1 as Journal Finance Research Letters
Author Order : 1 of 2     Creator : Syuhada K.
2024 2 cited
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Q1 as Journal Energy Economics
Author Order : 1 of 3     Creator : Syuhada K.
2024 3 cited
Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting
Q1 as Journal Applied Mathematics and Computation
Author Order : 1 of 3     Creator : Syuhada K.
2024 2 cited
Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
Q2 as Journal Journal of Statistical Computation and Simulation
Author Order : 3 of 3     Creator : Hakim A.
2024 0 cited
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data
Q2 as Journal Communications in Statistics: Simulation and Computation
Author Order : 1 of 3     Creator : Syuhada K.
2023 15 cited
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models
Q1 as Journal Applied Soft Computing
Author Order : 1 of 3     Creator : Syuhada K.
2023 6 cited
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 39 56 0
Citation 237 423 0
Cited Document 30 38 0
H-Index 9 10
i10-Index 9 10
G-Index 1 1
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