Liem Chin, M.Si

Email	:	chin@unpar.ac.id
Structural Positions	:	Junior Associate Professor
Education	:	M.Sc in Mathematics (2005) at Bandung Institute of Technology, Indonesia B.Sc in Mathematics (2000) at Parahyangan Catholic University, Indonesia

Research Interests

1. Portfolio optimization
2. VaR prediction

Recent Research

1. Analysis of portfolio selection

Selected Publications

1. Portfolio management using principal component analysis approach
   L Chin, A Sukmana, E Chendra
   AIP Conference Proceedings 2877 (1)
2. Valuing employee stock options (ESOs) for stock price which considers the existence of dividend payments and non-constant interest rates using lattice method
   RGRD Wiratmadja, E Chendra, L Chin, A Sukmana
   AIP Conference Proceedings 2644 (1)
3. Artificial neural network method for solving Black-Scholes-Merton partial differential equation
   E Chendra, A Sukmana, L Chin
   Proceedings Book of the 5th Mediterranean, 90

Thesis Topics Offered

1. Model pergerakan harga aset
2. Optimasi portofolio
3. Penentuan harga derivatif

Titles of Supervised Theses

1. Prediksi Multi Periode Dengan Data Deret Waktu Variabel Ganda Menggunakan Metode Long Short-Term Memory
2. Pemilihan Portofolio Saham Indonesia Menggunakan Metode One Versus One Support Vector Machines dan Real Coded Genetic Algorithm
3. Prediksi Harga Saham Dengan Convolutional Neural Network-Long Short Term Memory Untuk Optimasi Portofolio Model Mean Semi-Absolute Deviation
4. Optimasi Portofolio Mean-Variance Menggunakan Prediksi Harga Saham Berdasarkan Extreme Gradient Boosting yang Dioptimalkan oleh Algoritma Improved Firefly
5. Analisis Portofolio Model Mean Semi Absolute Deviation Berdasarkan Prediksi Harga Saham Menggunakan Long Short-Term Memory

Publication