• 40 Citations
  • 3 h-Index
20012020

Research output per year

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Projects

Research Output

  • 40 Citations
  • 3 h-Index
  • 13 Conference contribution
  • 8 Patent
  • 4 Conference article
  • 3 Article

Implementation of dimension reduction Monte Carlo method to determine option price under six-factor cross currency model

Jennifer, N., Handari, B. D. & Hertono, G. F., 1 Jun 2020, Proceedings of the 5th International Symposium on Current Progress in Mathematics and Sciences, ISCPMS 2019. Mart, T., Triyono, D. & Ivandini, T. A. (eds.). American Institute of Physics Inc., 030025. (AIP Conference Proceedings; vol. 2242).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Implementation of improved quick artificial Bee Colony Algorithm on portfolio optimization problems with constraints

    Sahala, A. P., Hertono, G. F. & Handari, B. D., 1 Jun 2020, Proceedings of the 5th International Symposium on Current Progress in Mathematics and Sciences, ISCPMS 2019. Mart, T., Triyono, D. & Ivandini, T. A. (eds.). American Institute of Physics Inc., 030008. (AIP Conference Proceedings; vol. 2242).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Implementation of iterative k -means-+ and ant colony optimization (ACO) in portfolio optimization problem

    Rezani, M. A., Hertono, G. F. & Handari, B. D., 1 Jun 2020, Proceedings of the 5th International Symposium on Current Progress in Mathematics and Sciences, ISCPMS 2019. Mart, T., Triyono, D. & Ivandini, T. A. (eds.). American Institute of Physics Inc., 030022. (AIP Conference Proceedings; vol. 2242).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Implementation of K-Means and crossover ant colony optimization algorithm on multiple traveling salesman problem

    Kusumahardhini, N., Hertono, G. F. & Handari, B. D., 29 Jan 2020, In : Journal of Physics: Conference Series. 1442, 1, 012035.

    Research output: Contribution to journalConference article

    Open Access
  • 1 Citation (Scopus)

    Stock portfolio optimization using priority index and genetic algorithm

    Vasiani, V. D., Handari, B. D. & Hertono, G. F., 29 Jan 2020, In : Journal of Physics: Conference Series. 1442, 1, 012031.

    Research output: Contribution to journalConference article

    Open Access