Agus Sukmana, M.Sc

Email	:	asukmana@unpar.ac.id | asukmana@gmail.com
Structural Position	:	Associate Professor
Education	:	M.Sc in Mathematics (1999) at University of Twente, the Netherlands B.Sc in Mathematics (1992) at Bandung Institute of Technology, Indonesia

Professional Membership

1. The American Statistical Association (ASA)
2. The Institute for Operations Research and the Management Sciences (INFORMS)
3. The Mathematical Association of America (MAA)

Research Interests

1. Statistics
2. Educational Mathematics

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. Analisis deret waktu
2. Statistika multivariat

Titles of Supervised Theses

1. Pengembangan Model Markov Mouse dengan Meninjau Transisi Bergantung pada State dan Tujuan
2. LSTM dan TGARCH Untuk Memprediksi Volatilitas Return Data Keuangan
3. Optimasi Tata Letak Alat-alat Gym dengan Metode Rank Order Clustering dan Average Linkage Clustering
4. Analisis Sentimen Berbasis Aspek Ulasan Toko Roti Prima Rasa Menggunakan Metode LDA dan SVM
5. Prediksi Koefisien Korelasi antar Sektor Saham di Indeks LQ45 dengan Metode ARIMA-LSTM
6. Prediksi Korelasi Antar Valuta Asing Menggunakan Model Hybrid ARIMA-LSTM
7. Klasifikasi Risiko Polis Asuransi Jiwa dengan Adaptive Boosting (AdaBoost) dan Ragam Gradient Boosting Machine (GBM)
8. Analisis AdaBoost dan LogitBoost untuk Data Tidak Seimbang Kasus Penipuan Kartu Kredit

Publication