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Nurfadhlina Binti Abdul Halim
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

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Stock Price Prediction in Bursa Malaysia Nurfadhlina Binti Abdul Halim; Goh Khang Wen
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 7, No 1 (2007)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v7i1.949

Abstract

Investment in stock is a highly risky investment, it is because the existence of randomness in thestock price. In lecture, usually we used Binomial model to price the stock. But, in real world, how dowe price the stock? Because the stock price is random, the volatility and drift is a crucial items tobehold. The main questions is how to calculate this volatility and drift, and the answer to thequestion is the sample variance and the sample mean. At any time, the stock price will be either up ordown from the previous price. This is where we need a method or model to calculate parameters forup-state and down-state for the stock price. And it will cover the volatility and the drift in anembrace. The method we used in this paper is the Hull-White algorithm. Hull-White algorithm is tofind the parameters value of u and d for prediction to stock price. Using SPSS, we will run the data toget the sample variance and sample mean. Then, using Maple 10, we calculate the u and d beforeenter the value of u and d into programming C++.
Risiko Kredit Berstokastik dengan Kadar Inflasi Nurfadhlina Binti Abdul Halim; Alif Asraf Bin Entali; Wan Muhamad Amir Bin Wan Ahmad
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 6, No 1 (2006)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v6i1.929

Abstract

Kajian ini adalah merupakan lanjutan daripada kajian oleh Nurfadhlina Binti Abdul Halim (2004).Kajian adalah memodelkan risiko kredit bagi bon korporat berkadar faedah tetap dengan kaedahstokastik. Pendekatan ini digunakan bagi mendapatkan kebarangkalian kemungkiran dan jangkaanmasa sebelum berlakunya kemungkiran bon korporat yang berisiko dan mengesahkan intuisi awalpelabur adalah benar. Kebarangkalian kemungkiran dan jangkaan masa sebelum berlakunyakemungkiran adalah berguna dalam meminimumkan kerugian kerana dengan mengetahuikebarangkalian kemungkiran, pelabur dapat membuat penilaian dan pilihan pelaburan yang lebihbermanfaat pada masa itu dan dapat mengurangkan risiko kerugian dalam pelaburan. Model risikokredit dalam kajian ini dibina dengan mengambil kira kebergantungan di antara penarafan kreditbon korporat (dimodelkan dengan proses rantai Markov) dengan keadaan yang ditentukanberdasarkan kadar inflasi serta premium risiko.
Kesan Anomali Bermusim Terhadap Bursa Malaysia Nurfadhlina Binti Abdul Halim; How Teng Ying; Wan Muhamad Amir Bin Wan Ahmad
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 7, No 1 (2007)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v7i1.950

Abstract

Kajian ini mengkaji sama ada Bursa Malaysia adalah efisien dalam bentuk lemah. Penemuan kewujudan anomalibermusim iaitu kesan Januari atau bulanan dan kesan harian akan menolak hipotesis pasaran efisien bentuk lemah.Analisis regresi siri masa digunakan untuk menentukan kewujudan anomali bermusim dalam Indeks Komposit BursaMalaysia dari tahun 1999 sehingga tahun 2006.
Crisis Ability: Modified Ijarah Thumma Al-Bai’ vs. Rule 78 Nurfadhlina Binti Abdul Halim; Saiful Hafizah Jaaman@Sharman; Noriszura Ismail; Rokiah@Rozita Ahmad
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 10, No 2 (2010)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v10i2.1016

Abstract

The intention of this paper is to investigate the ability of modified Ijarah Thumma Al-Bai’ (AITAB) model infacing the crisis compare with Rule 78 model. Both models are based on Shari’ah regulation for ijarahcontract and al-bai’ contract, but the modified AITAB model consideration is different from Rule 78. Inmodified AITAB modelling, we consider a partnership between lessor and lessee with musyarakahmutanaqisah concept being used, whereas in Rule 78 model such consideration does not exist. From theanalysis, we obtain a different result for IMAT and Rule 78 models, meaning both models are handlingthe crisis differently.
Co-Authors Alif Asraf Bin Entali Goh Khang Wen How Teng Ying Noriszura Ismail Rokiah@Rozita Ahmad Saiful Hafizah Jaaman@Sharman Wan Muhamad Amir Bin Wan Ahmad