Items where Author is "Abdullah, Mimi Hafizah"

Article

Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Hussin, Masnida and Laham, Mohamed Faris and Ismail, Zurita (2025) Analysing Malaysian technology sector during COVID-19: a minimum spanning tree approach. Journal of Advanced Research in Applied Sciences and Engineering Technology, 44 (2). pp. 209-219. E-ISSN 2462-1943

Bahaludin, Hafizah and Dellow, Alyssa April and Abdullah, Mimi Hafizah and Ismail, Munira and Abdul Razak, Fatimah (2024) Exploring correlations of energy companies on bursa Malaysia during the Covid-19 pandemic using network analysis. Journal of Quality Measurement and Analysis, 20 (3). pp. 1-22. E-ISSN 2600-8602

Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah and Fauzi, Muhammad Ashraf and Omar, Mawardi (2023) Centrality measures for Shariah-compliant securities listed on Bursa Malaysia. Menemui Matematik, 45 (1). pp. 85-103. ISSN 2231-7023

Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah and Fauzi, Muhammad Ashraf and Omar, Mawardi (2022) A financial network for energy sector of Bursa Malaysia during covid-19 by using triangular maximally filtered graph approach. International Journal of Allied Health Sciences (IJAHS), 6 (Supplement 1). p. 44. E-ISSN 2600-8491

Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Mohammad, Nurul Farahain and Razali, Azaima (2022) Financial network (FiNe): a web application to assist investors in avoiding herding behaviour in stock market. IIUM Journal of Orofacial and Health Sciences, 3 (Supplement 1). p. 4. E-ISSN 2735-0584

Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah and Fauzi, Muhammad Ashraf and Omar, Mawardi (2022) The impact of the COVID-19 Pandemic on the interconnectedness of stocks in Bursa Malaysia. MATEMATIKA: Malaysian Journal of Industrial and Applied Mathematics, 38 (2). pp. 69-82. ISSN 0127-8274 E-ISSN 0127-9602

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

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

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

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

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

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

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. Mathematics and Statistics, 7 (4A). pp. 1-8. ISSN 2332-2071 E-ISSN 2332-2144

Wan Abdul Khodir, Wan Khartini and Abdul Hamid, Shafida and Meenakshi Sundram, Tamil Chelvan and Mohammad, Nurul Farahain and Abdullah, Mimi Hafizah and Razali, Azaima and Yusof, Fitri and Azizan, Nurhafizah and Muhsin, Amar (2018) Science@iium. science@iium. pp. 1-40. ISSN 2637-0565 E-ISSN 2637-0573

Abd Hamid, Shafida and Abdul Khodir, Wan Khartini and Meenakshi Sundram, Tamil Chelvan and Mohammad, Nurul Farahain and Abdullah, Mimi Hafizah and Razali, Azaima and Yusof, Muhammad Fitri and Azizan, Nur Hafizah and Mohd Ikhsan, Amar Muhsin (2018) science@iium. science@iium (December 2018). pp. 1-40. E-ISSN 2637-0573

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

Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) The development of a risk-neutral density estimation method. Journal of Engineering and Applied Sciences, 11 (7). pp. 1633-1638. ISSN 1816-949X

Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2015) Implied adjusted volatility functions: Empirical evidence from Australian index option market. AIP Conference Proceedings , 1643. pp. 622-627. ISSN 0094-243X E-ISSN 1551-7616

Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Mat Salleh, Supian (2015) Minimal spanning tree for 100 companies in Bursa Malaysia. AIP Conference Proceedings, 1643. pp. 609-615. ISSN 0094-243X E-ISSN 1551-7616

Nik Idris, Nik Ruzni and Abdullah, Mimi Hafizah (2015) A study on the effects of different levels of data on the overall meta-analysis estimates. Far East Journal of Mathematical Sciences (FJMS), 96 (1). pp. 73-86. ISSN 0972-0871

Abdullah, Mimi Hafizah and Harun, Hanani Farhah and Nik Idris, Nik Ruzni (2014) Implied adjusted volatility by leland option pricing models: evidence from Australian index options. International Journal of Social, Management, Economics and Business Engineering, 8 (8). pp. 2599-2610. ISSN 1307-6892

Nik Idris, Nik Ruzni and Abdullah, Mimi Hafizah and Tolos, Siti Marponga (2013) Performance of selected imputation techniques for missing variances in meta-analysis. Journal of Physics: Conference Series, 435 (1). 012037. ISSN 1742-6588 (P), 1742-6596 (O)

Li, Steven and Abdullah, Mimi Hafizah (2012) Implied transaction costs by Leland option pricing model: a new approach and empirical evidence. Journal of Derivatives & Hedge Funds, 18 (4). pp. 333-360. ISSN 1753-9641 (Print)1753-965X (Online)

Book

Bahaludin, Hafizah and Abdullah, Mimi Hafizah, eds. (2024) Final Year Project 2023/2024 seminar proceedings. Department of Computational & Theoretical Sciences, Kulliyyah of Science, IIUM, Kuantan, Pahang, Malaysia.

Bahaludin, Hafizah and Abdullah, Mimi Hafizah, eds. (2023) Final Year Project 2022/2023 Seminar Proceedings. Department of Computational & Theoretical Sciences, International Islamic University Malaysia, Kuala Lumpur, Malaysia.

Proceeding Paper

Surantharan, Sarmita and Abdullah, Mimi Hafizah and Fauzi, Muhammad Ashraf and Omar, Mawardi and Bahaludin, Hafizah (2024) The FTSE Bursa Malaysia Emas Index financial networks: a case of US-China trade war. In: 29th National Symposium on Mathematical Sciences, 7th - 8th September 2022, Nilai, Negeri Sembilan, Malaysia (Virtual Conference).

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.

Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Abdul Razak, Fatimah (2023) Exploring correlations of energy companies on bursa Malaysia during the Covid-19 Pandemic using network analysis. In: The 5th International Conference on Mathematical Sciences (ICMS5 2023), Hotel Bangi Resort, Selangor, Malaysia.

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)

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)

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.

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.

Bahaludin, Hafizah and Sristy, Sadia Tasnim and Abdullah, Mimi Hafizah (2021) CHANGES IN THE FINANCIAL NETWORK OF BURSA MALAYSIA BEFORE AND DURING MOVEMENT CONTROL ORDER (MCO). In: Simposium Kebangsaan Sains Matematik ke-28 (SKSM28), Kuantan, Pahang, Malaysia. (Unpublished)

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 & Social Science (ICITSS) 2020, Kuantan, Pahang, Malaysia.

Bahaludin, Hafizah and Sristy, Sadia Tasnim and Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2021) The impact of COVID-19 pandemic on the interconnectedness of stocks in Bursa Malaysia. In: International Seminar on Mathematics in Industry 2021 (ISMI2021), Johor Bahru, Malaysia. (Unpublished)

Bahaludin, Hafizah and Mahamood, Fatin Nur Amirah and Abdullah, Mimi Hafizah (2020) Centrality Measures for Shariah-Compliant Stocks Network during Global Financial Crisis: A Case of Bursa Malaysia. In: INTERNATIONAL CONFERENCE ON RECENT ADVANCES IN APPLIED MATHEMATICS 2020 (ICRAAM2020), 04-06 February 2020, Kuala Lumpur, Malaysia. (Unpublished)

Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2020) The Impact of Financial Crisis on Bursa Malaysia using Minimal Spanning Tree. In: Workshop on Economic Networks, 20 -23 January 2020, Waseda University International Conference Center, Tokyo, Japan. (Unpublished)

Mahamood, Fatin Nur Amirah and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST). In: The 4th Innovation and Analytics Conference & Exhibition (IACE 2019), 25th–28th March 2019, Sintok, Kedah.

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)

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)

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)

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.

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.

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.

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..

Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) Estimation of option-implied risk-neutral into real-world density by using calibration function. In: The 4th International Conference On Mathematical Sciences (ICMS4), 15th-17th Nov. 2016, Putrajaya. (Unpublished)

Abdullah, Mimi Hafizah and Bahaludin, Hafizah (2016) Comparison of volatility function technique for risk-neutral densities estimation. In: Simposium Kebangsaan Sains Matematik Ke 24, 27-29 september 2016, Primula Beach Hotel, Kuala Terrengganu. (Unpublished)

Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) The development of a risk-neutral density estimation method. In: 2016 Applied Mathematics in Science and Engineering International Conference (APPEMSE), 26-28 Jan 2016, Melaka, Malaysia. (Unpublished)

Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2016) Empirical estimation of risk-neutral density from option prices. In: 37th International Conference on Quantum Probability and Related Topics (QP37) 2016, 22-26 August 2016, Kuantan, Pahang, Malaysia. (Unpublished)

Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2014) An investigation of implied volatility during financial crisis: Evidence from Australian index options. In: 3rd International Conference On Fundamental And Applied Sciences (ICFAS 2014), 3rd-5th June 2014, Kuala Lumpur, Malaysia.

Abdullah, Mimi Hafizah and Harun, Hanani Farhah (2014) An investigation of implied volatility during financial crisis: evidence from Australian index options. In: The 3rd International Conference on Fundamental and Applied Sciences, 3 – 5 Jun 2014, Kuala Lumpur.

Puteh, Nor Shazlenna and Abdullah, Mimi Hafizah and Abdullah, Lili Marziana (2014) Estimation of transaction costs on Bursa Malaysia = Anggaran kos urus niaga di Bursa Malaysia. In: The 2nd National Symposium on Mathematical Sciences (SKSM22), 24-26 November 2014, Hotel Grand BlueWave, Shah Alam.

Abdullah, Mimi Hafizah and Harun, Hanani Farhah and Nik Idris, Nik Ruzni (2014) Implied adjusted volatility by leland option pricing models: evidence from Australian index options. In: International Conference on Applied Mathematics (ICAM 2014), 18th-19th August 2014, Istanbul, Turkey. (Unpublished)

Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2014) Implied adjusted volatility functions: empirical evidence from Australian index option market. In: The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II) , 12th -14th August 2014, Kuantan, Pahang.

Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Mat Salleh, Supian (2014) Minimal spanning tree for 100 companies in Bursa Malaysia. In: The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II) , 12th -14th August 2014, Kuantan, Pahang. (Unpublished)

Abdullah, Mimi Hafizah and Li, Steven (2013) Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis. In: International Islamic University Malaysia Research, Invention and Innovation Exhibition 2013 (IRIIE 2013), 19th-20th February 2013, Kuala Lumpur, Malaysia. (Unpublished)

Abdullah, Mimi Hafizah (2012) A new approach to estimate transaction costs: an empirical evidence. In: International Islamic University Malaysia Research, Invention and Innovation Exhibition 2012 (IRIIE 2012), 21st-22nd Feb. 2012, Cultural Activity Centre, International Islamic University Malaysia, Kuala Lumpur. (Unpublished)

Nik Idris, Nik Ruzni and Abdullah, Mimi Hafizah and Tolos, Siti Marponga (2012) Performance of selected imputation techniques for missing variances in meta-analysis. In: 4th International Conference on Advancement of Science and Technology, 7-10 November 2012, Vistana Hotel, Kuantan Pahang. (Unpublished)

Abdullah, Mimi Hafizah and Li, Steven (2011) Implied transaction costs by leland option pricing models: A new approach and empirical evidence. In: 2011 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Conference, 3-5 July 2011, Darwin, Australia. (Unpublished)

Abdullah, Mimi Hafizah and Li, Steven (2010) The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market. In: The 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management, 23-25 July 2010, Beijing, China. (Unpublished)

Abdullah, Mimi Hafizah and Li, Steven (2010) Trading frequency and implied transaction costs of options: evidence from the Australian index option market. In: International Conference on Business and Economics Research (ICBER), 15-16 March 2010, Kuching Sarawak. (Unpublished)

Abdullah, Mimi Hafizah and Li, Steven (2009) Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market. In: 15th International Conference Computing in Economics and Finance , 15 - 17 July, Sydney, Australia. (Unpublished)

Nik Idris, Nik Ruzni and Abdullah, Mimi Hafizah (2006) Missing variability in meta-analysis : is imputing always good? In: International Conference on Science & Technology: Application in Industry & Education (2006), 8-9 December, 2006, Penang, Malaysia.

Monograph

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)