IIUM Repository

Ms Mimi Hafizah Abdullah

KULLIYYAH OF SCIENCE

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Latest Additions

  1. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2023) Wavelet transform in stock prices forecasting and related financial data. In: 1ST INTERNATIONAL POSTGRADUATE CONFERENCE ON OCEAN ENGINEERING TECHNOLOGY AND INFORMATICS 2021 (IPCOETI 2021), 21 June 2021, Kuala Trengganu.
  2. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2022) Implied volatility functions of BS versus Leland: empirical evidence from Australian index option market. In: 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, 24-26 August 2022, Online (Microsoft Teams). (Unpublished)
  3. Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2022) Extending generalised Leland option pricing models: simulation using Monte Carlo. In: 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, 24-26 August 2022, Online (Microsoft Teams). (Unpublished)
  4. Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah (2021) Topological properties of Malaysian shariah-compliant securities. In: International Conference on Innovative Technology and Sciences (IC.ITSS) 2020, 12-13 Nov 2020, Virtual.
  5. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2021) Correcting for risk premium on extended generalised Leland models: an empirical study on Dow Jones Industrial Average (DJIA) index options. In: 28th Simposium Kebangsaan Sains Matematik, SKSM 2021, 28-29 Jul 2021, Virtual.
  6. Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2020) Option-implied adjusted volatility using modified generalised Leland Models: an empirical study on Dow Jones industrial average index options. Malaysian Journal of Mathematical Sciences, 14 (S). pp. 93-105. ISSN 1823-8343 E-ISSN 2289-750X
  7. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) Wavelet improved option-implied moments: an empirical study. ASM Science Journal, 12 (Special Issue 5). pp. 167-176. ISSN 1823-6782
  8. Abdullah, Mimi Hafizah and Bahaludin, Hafizah and Tolos, Siti Marponga (2020) The role of option-implied information in improving a portfolio selection. Project Report. UNSPECIFIED. (Unpublished)
  9. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) Empirical performance of a model-free volatility against the different option strike size discreteness. Malaysian Journal of Mathematical Sciences, 13 (Special Issue). pp. 1-13. ISSN 1823-8343
  10. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2020) The role of an option-implied distribution in improving as asset allocation model. Malaysian Journal of Fundamental and Applied Sciences, 16 (1 (Jan-Feb)). pp. 64-69. ISSN 2289-5981 E-ISSN 2289-599X
  11. Lam, Weng Siew and Lam, Weng Hoe and Lai, Jing Xin, Agnes and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) Evaluation on the financial performance of the companies in Malaysia with Zmijewski model. In: The 4th International Conference on Computing, Mathematics and Statistics 2019 (ICMS), 23rd-24th October 2019, Langkawi, Kedah. (Unpublished)
  12. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Lam, Weng Siew and Lam, Weng Hoe (2019) The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree. In: The 4th International Conference on Computing, Mathematics and Statistics 2019, 23rd-24th April 2019, Pulau Langkawi, Kedah. (Unpublished)
  13. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2019) The performance of higher moments estimators: an empirical study. Malaysian Journal of Mathematical Sciences, 13 (SI). pp. 35-50. ISSN 18238343
  14. Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2018) Empirical performance of a model-free volatility against the different option strike size discreteness. In: Conference on Mathematics, Informatics and Statistics (CMIS2018), 29th-31st October 2018, Kuala Terengganu, Terengganu. (Unpublished)
  15. Mahamood, Fatin Nur Amirah and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia. Modern Applied Science, 13 (7). pp. 80-93. ISSN 1913-1844 E-ISSN 1913-1852
  16. Ibrahim, Siti Nur Iqmal and Muhammad, Siti Aida and Abdullah, Mimi Hafizah (2018) A network analysis of the stock market in Malaysia, Singapore and Indonesia. International Journal of Engineering & Technology, 7 (4.1). pp. 99-101. ISSN 2227-524X
  17. Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Tolos, Siti Marponga (2017) Asset allocation using option-implied moments. In: 1st International Conference on Applied & Industrial Mathematics and Statistics (ICoAIMS 2017), 8-9 Aug 2017, Pahang.
  18. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Estimation of option-implied risk-neutral into real-world density by using calibration function. In: 4th International Conference on Mathematical Sciences - Mathematical Sciences: Championing the Way in a Problem Based and Data Driven Society, ICMS 2016;, 15-17 November 2016, Putrajaya, Malaysia.
  19. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Comparison of volatility function technique for risk-neutral densities estimation. In: The 24th National Symposium On Mathematical Sciences: Mathematical Sciences Exploration For The Universal Preservation, 27-29 Sept 2016, Kuala Terengganu, Terengganu, Malaysia..
  20. Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2017) Empirical performance of interpolation techniques in risk-neutral density (RND) estimation. In: 37th International Conference on Quantum Probability and Related Topics, QP 2016; Faculty of Science of the International Islamic University MalaysiaKuantan; Malaysia, 22-26 August 2016, International Islamic University Malaysia, Kuantan Pahang.

Most Viewed Items

Item titleViews
1Minimal spanning tree for 100 companies in Bursa Malaysia649
2The role of an option-implied distribution in improving as asset allocation model647
3An investigation of implied volatility during financial crisis: evidence from Australian index options644
4An investigation of implied volatility during financial crisis: Evidence from Australian index options606
5Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia599
6Implied adjusted volatility functions: Empirical evidence from Australian index option market583
7Comparison of volatility function technique for risk-neutral densities estimation565
8Implied adjusted volatility by leland option pricing models: evidence from Australian index options557
9Implied transaction costs by Leland option pricing model: a new approach and empirical evidence555
10The development of a risk-neutral density estimation method547
11Trading frequency and implied transaction costs of options: evidence from the Australian index option market546
12The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree545
13Estimation of option-implied risk-neutral into real-world density by using calibration function545
14Evaluation on the financial performance of the companies in Malaysia with Zmijewski model539
15The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market534
16A new approach to estimate transaction costs: an empirical evidence533
17Estimation of option-implied risk-neutral into real-world density by using calibration function533
18A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia530
19Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis529
20Comparison of volatility function technique for risk-neutral densities estimation.528
21Implied adjusted volatility functions: empirical evidence from Australian index option market 522
22Empirical performance of interpolation techniques in risk-neutral density (RND) estimation519
23Implied adjusted volatility by leland option pricing models: evidence from Australian index options 516
24Minimal spanning tree for 100 companies in Bursa Malaysia504
25Asset allocation using option-implied moments498
26The development of a risk-neutral density estimation method494
27Implied transaction costs by leland option pricing models: A new approach and empirical evidence485
28Wavelet improved option-implied moments: an empirical study482
29The role of option-implied information in improving a portfolio selection468
30A network analysis of the stock market in Malaysia, Singapore and Indonesia467