PROF. MADYA DR. NURFADHLINA BINTI ABDUL HALIM

PENSYARAH UNIVERSITI DS14

Faculty

Fakulti Sains Dan Teknologi

Usim Expert: https://iinova-registration.usim.edu.my/nurfadhlina Phone: 06-7986789 E-mail: nurfadhlina@usim.edu.my

RESEARCHER ID

Orcid ID Google Scholar

Academic Qualifications

2013
PhD - Mathematics
2005
Master - Mathematics
2003
Bachelor - Finance Mathematics

Expertise

Financial Mathematics Other Computational Statistics N.e.c Business Portfolio Optimization

Resume Curriculum Vitae

Scopus H-Index 3

21. OPTIMIZATION OF THE MEAN-VARIANCE INVESTMENT PORTFOLIO OF SOME STOCKS UNDER MARKET SENTIMENT AND THE ARMAX-GARCH MODEL

INTERNATIONAL JOURNAL OF ADVANCED SCIENCE AND TECHNOLOGY

2020 SCOPUS CORRESPONDING AUTHOR
22. ESTIMATION OF THE VALUE-AT-RISK (VAR) USING THE TARCH MODEL BY CONSIDERING THE EFFECTS OF LONG MEMORY IN STOCK INVESTMENTS

OPERATIONS RESEARCH: INTERNATIONAL CONFERENCE SERIES

2020 OTHER DATABASE MAIN AUTHOR
23. MARKOWITZ MODEL INVESTMENT PORTFOLIO OPTIMIZATION: A REVIEW THEORY

INTERNATIONAL JOURNAL OF RESEARCH IN COMMUNITY SERVICE

2020 OTHER DATABASE MAIN AUTHOR
24. A GARCH APPROACH TO VAR CALCULATION IN FINANCIAL MARKET

INTERNATIONAL JOURNAL OF QUANTITATIVE RESEARCH AND MODELING

2020 OTHER DATABASE MAIN AUTHOR
25. SHARI?AH PERSPECTIVE RATIO OF ISLAMIC FINANCING: BASE PROFIT RATE VS RULE 78

INTERNATIONAL JOURNAL OF RECENT TECHNOLOGY AND ENGINEERING (IJRTE)

2019 SCOPUS MAIN AUTHOR

Journal 27
Proceeding 11
Chapter in Book 2
Book 2
Policy 0

Al-Khubara' : USIM Expert

PROF. MADYA DR. NURFADHLINA BINTI ABDUL HALIM

1. NEW THEORETICAL FRAMEWORKS OF PEER TUTORING PROGRAMS FOR ENHANCING FOUNDATION STUDENTS' ACADEMIC SUCCESS BY USING A NONLINEAR CONJUGATE GRADIENT METHOD

2. NEW FUNDAMENTAL FRAMEWORK FOR FORECASTING OF ECONOMIC BUBBLE RUPTURE AND ITS IMPACT ON B40 GROUPS

3. NEW THEORETICAL FORMULATION OF QUANTO OPTIONS PRICE IN ENERGY MARKETS

4. MODELLING THE MULTI-SCALE CURRENCY EXPOSURE USING WAVELET TECHNIQUE FOR OPTIMAL HEDGING STRATEGIES AMONG NON-FINANCIAL FIRMS IN MALAYSIA

21. OPTIMIZATION OF THE MEAN-VARIANCE INVESTMENT PORTFOLIO OF SOME STOCKS UNDER MARKET SENTIMENT AND THE ARMAX-GARCH MODEL

22. ESTIMATION OF THE VALUE-AT-RISK (VAR) USING THE TARCH MODEL BY CONSIDERING THE EFFECTS OF LONG MEMORY IN STOCK INVESTMENTS

23. MARKOWITZ MODEL INVESTMENT PORTFOLIO OPTIMIZATION: A REVIEW THEORY

24. A GARCH APPROACH TO VAR CALCULATION IN FINANCIAL MARKET

25. SHARI?AH PERSPECTIVE RATIO OF ISLAMIC FINANCING: BASE PROFIT RATE VS RULE 78

1. EMPIRICAL TEST TOWARDS POOLED ORDINARY LEAST SQUARE METHOD ON PARAMETER OF INSTRISIC VALUE OF ECONOMIC BUBBLES

2. EMPIRICAL TESTING TOWARDS FIXED EFFECT METHOD ON INTRINSIC VALUE VARIABLES OF ECONOMIC BUBBLES

3. ANALYZING THE RESULT OF RATIONAL SPECULATIVE BUBBLE SIZE IN THE STOCK MARKET WITH GENERALIZED JOHANSEN-LEDOIT-SORNETTE

4. FORECASTING WORLD GOLD PRICE IN YEAR 2022 USING GEOMETRIC BROWNIAN MOTION MODEL

5. A NEW INTRINSIC VALUE FORMULATION FOR FINANCIAL BUBBLE: THE CASE OF UNITED STATES, CHINA & GERMANY

1. A GEOMETRIC BROWNIAN MOTION OF ASEAN-5 STOCK INDEXES

2. CORRELATION AND REGRESSION

1. PENGANGGARAN SAIZ GELEMBUNG SPEKULATIF RASIONAL MENGGUNAKAN PENDEKATAN JOHANSEN-LEDOIT-SORNETTE UMUM

2. SEWA BELI ISLAM : IMPAK TERHADAP UNTUNG DAN RUGI

1. NORAZMAN BIN NORDIN

2. NURHARYANTI BINTI BORHAN

1. BENGKEL SPSS SIRI 1 & 2

1. FOREIGN EXCHANGE RISK MANAGEMENT: MALAYSIA PERSPECTIVE

2. PROSEDUR PERAMALAN KESAN PEMECAHAN GELEMBUNG SPEKULATIF RASIONAL TERHADAP EKONOMI NEGARA MENGGUNAKAN PENDEKATAN JOHANSEN-LEDOIT-SORNETTE UMUM

1. VISITING SCHOLAR

2. VISITING LECTURER (PENSYARAH PELAWAT)

3. VISITING RESEARCHER

4. ACADEMIC ADVISOR

5. ACADEMIC ADVISOR

1. THE COMPARISON OF THE GEOMETRIC BROWNIAN MOTION MODEL AND BOX-JENKINS METHODOLOGY IN GOLD PRICE FORECASTING

1. ANUGERAH PENERBITAN JURNAL BERINDEKS WOS-SCOPUS-MYCITE 2024

2. ANUGERAH PENERBITAN JURNAL BERINDEKS WOS-SCOPUS-MYCITE 2024

3. ANUGERAH PENCAPAIAN RPI TERTINGGI (10 TERBAIK 2024

4. ANUGERAH PENERBITAN BAB DALAM BUKU 2024

5. ANUGERAH PENERBITAN BUKU 2024