Herlina Napitupulu

A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review

Melina Melina, Sukono Sukono, Herlina Napitupulu et al. · Risks · 2023 · 33 citations · Full text

Empirical Finance, Machine Learning, Risk Metric +26

Model estimation of claim risk and premium for motor vehicle insurance by using Bayesian method

Sukono Sukono, Riaman Riaman, Eman Lesmana et al. · IOP Conference Series Materials Science and Engineering · 2018 · 20 citations · Full text

Bayesian Statistic, Bayesian Decision Theory, Model Estimation +18

Silver Price Forecasting Using Extreme Gradient Boosting (XGBoost) Method

Dylan Norbert Gono, Herlina Napitupulu, Firdaniza Firdaniza · Mathematics · 2023 · 18 citations · Full text

Forecasting Methodology, Engineering, Machine Learning +17

Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach

Sukono Sukono, Muflihatun Najmia, Eman Lesmana et al. · IOP Conference Series Materials Science and Engineering · 2018 · 17 citations · Full text

Stock Investment, Portfolio Optimization, Genetic Algorithm Optimization +11

Estimating the Value-at-Risk for some stocks at the capital market in Indonesia based on ARMA-FIGARCH models

Sukono Sukono, Eman Lesmana, Herlina Napitupulu et al. · Journal of Physics Conference Series · 2017 · 15 citations · Full text

Empirical Finance, Financial Risk Management, Risk Metric +16