Mohd Tahir Ismail
Personal Details
First Name: | Mohd Tahir |
Middle Name: | |
Last Name: | Ismail |
Suffix: | |
RePEc Short-ID: | pis147 |
[This author has chosen not to make the email address public] | |
https://math.usm.my/index.php/academic-profile/196-mohd-tahir-ismail | |
Affiliation
School of Mathematical Sciences
http://math.usm.my/Malaysia, Penang
School of Mathematical Sciences, Universiti Sains Malaysia, 11800 USM Penang, Malaysia
Research output
Jump to: ArticlesArticles
- Abdullah H. Alenezy & Mohd Tahir Ismail & Sadam Al Wadi & Jamil J. Jaber, 2023. "Predicting Stock Market Volatility Using MODWT with HyFIS and FS.HGD Models," Risks, MDPI, vol. 11(7), pages 1-16, July.
- Abdullah H. Alenezy & Mohd Tahir Ismail & S. Al Wadi & Muhammad Tahir & Nawaf N. Hamadneh & Jamil J. Jaber & Waqar A. Khan & Basil K. Papadopoulos, 2021. "Forecasting Stock Market Volatility Using Hybrid of Adaptive Network of Fuzzy Inference System and Wavelet Functions," Journal of Mathematics, Hindawi, vol. 2021, pages 1-10, August.
- Hossain, Md. Jamal & Akter, Sadia & Ismail, Mohd Tahir, 2021. "Performance Analysis of GARCH Family Models in Three Time-frames," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(2), pages 15-28.
- Khudhayr A. Rashedi & Mohd Tahir Ismail & Nawaf N. Hamadneh & S. AL Wadi & Jamil J. Jaber & Muhammad Tahir & Riaz Ahmad, 2021. "Application of Radial Basis Function Neural Network Coupling Particle Swarm Optimization Algorithm to Classification of Saudi Arabia Stock Returns," Journal of Mathematics, Hindawi, vol. 2021, pages 1-8, April.
- Shaher Al-Gounmeein Remal & Ismail Mohd Tahir, 2021. "Modelling and forecasting monthly Brent crude oil prices: a long memory and volatility approach," Statistics in Transition New Series, Statistics Poland, vol. 22(1), pages 29-54, March.
- Sayed Mohibul Hossen & Md. Takrib Hossain & Md. Masud Rana & Mohd Tahir Ismail, 2019. "Employees’ Satisfaction of Government Organization in Tangail City, Bangladesh," International Business Research, Canadian Center of Science and Education, vol. 12(2), pages 15-20, February.
- Ahmad M Awajan & Mohd Tahir Ismail & S AL Wadi, 2018. "Improving forecasting accuracy for stock market data using EMD-HW bagging," PLOS ONE, Public Library of Science, vol. 13(7), pages 1-20, July.
- Rasha M. S. Istaiteyeh & Mohd Tahir Ismail, 2015. "A Causal Relationship Between Foreign Direct Investment, Economic Growth and Export: Empirical Case For Jordan," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 5(4), pages 1-3.
- Abobaker M. Jaber & Mohd Tahir Ismail & Alssaidi M. Altaher, 2014. "Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-8, March.
- Seuk Wai & Mohd Tahir Ismail & Siok Kun Sek, 2013. "A Study of Intercept Adjusted Markov Switching Vector Autoregressive Model in Economic Time Series Data," Information Management and Business Review, AMH International, vol. 5(8), pages 379-384.
- Alsaidi M. Altaher & Mohd Tahir Ismail, 2012. "Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2012, pages 1-18, November.
- Mohd Tahir Ismail & Zaidi Bin Isa, 2009.
"Modeling The Interactions Of Stock Price And Exchange Rate In Malaysia,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(04), pages 605-619.
RePEc:exl:29stat:v:22:y:2021:i:1:p:29-54 is not listed on IDEAS
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Abdullah H. Alenezy & Mohd Tahir Ismail & Sadam Al Wadi & Jamil J. Jaber, 2023.
"Predicting Stock Market Volatility Using MODWT with HyFIS and FS.HGD Models,"
Risks, MDPI, vol. 11(7), pages 1-16, July.
Cited by:
- Johanna M. Orozco-Castañeda & Sebastián Alzate-Vargas & Danilo Bedoya-Valencia, 2024. "Evaluating Volatility Using an ANFIS Model for Financial Time Series Prediction," Risks, MDPI, vol. 12(10), pages 1-15, September.
- Abdullah H. Alenezy & Mohd Tahir Ismail & S. Al Wadi & Muhammad Tahir & Nawaf N. Hamadneh & Jamil J. Jaber & Waqar A. Khan & Basil K. Papadopoulos, 2021.
"Forecasting Stock Market Volatility Using Hybrid of Adaptive Network of Fuzzy Inference System and Wavelet Functions,"
Journal of Mathematics, Hindawi, vol. 2021, pages 1-10, August.
Cited by:
- Simona Hašková & Petr Šuleř & Róbert Kuchár, 2023. "A Fuzzy Multi-Criteria Evaluation System for Share Price Prediction: A Tesla Case Study," Mathematics, MDPI, vol. 11(13), pages 1-17, July.
- Nurul Aityqah Yaacob & Jamil J. Jaber & Dharini Pathmanathan & Sadam Alwadi & Ibrahim Mohamed, 2021. "Hybrid of the Lee-Carter Model with Maximum Overlap Discrete Wavelet Transform Filters in Forecasting Mortality Rates," Mathematics, MDPI, vol. 9(18), pages 1-11, September.
- Ihab K. A. Hamdan & Wulamu Aziguli & Dezheng Zhang & Eli Sumarliah, 2023. "Machine learning in supply chain: prediction of real-time e-order arrivals using ANFIS," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(1), pages 549-568, March.
- Khudhayr A. Rashedi & Mohd Tahir Ismail & Nawaf N. Hamadneh & S. AL Wadi & Jamil J. Jaber & Muhammad Tahir & Riaz Ahmad, 2021.
"Application of Radial Basis Function Neural Network Coupling Particle Swarm Optimization Algorithm to Classification of Saudi Arabia Stock Returns,"
Journal of Mathematics, Hindawi, vol. 2021, pages 1-8, April.
Cited by:
- Mohammad Owais Qidwai & Irfan Anjum Badruddin & Noor Zaman Khan & Mohammad Anas Khan & Saad Alshahrani, 2021. "Optimization of Microjet Location Using Surrogate Model Coupled with Particle Swarm Optimization Algorithm," Mathematics, MDPI, vol. 9(17), pages 1-19, September.
- Ahmad M Awajan & Mohd Tahir Ismail & S AL Wadi, 2018.
"Improving forecasting accuracy for stock market data using EMD-HW bagging,"
PLOS ONE, Public Library of Science, vol. 13(7), pages 1-20, July.
Cited by:
- Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022. "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, vol. 106(C).
- João Lucas Ferreira dos Santos & Allefe Jardel Chagas Vaz & Yslene Rocha Kachba & Sergio Luiz Stevan & Thiago Antonini Alves & Hugo Valadares Siqueira, 2024. "Linear Ensembles for WTI Oil Price Forecasting," Energies, MDPI, vol. 17(16), pages 1-25, August.
- Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2021. "Point and interval forecasting of electricity supply via pruned ensembles," Energy, Elsevier, vol. 232(C).
- Rasha M. S. Istaiteyeh & Mohd Tahir Ismail, 2015.
"A Causal Relationship Between Foreign Direct Investment, Economic Growth and Export: Empirical Case For Jordan,"
Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 5(4), pages 1-3.
Cited by:
- Yahya Can DURA & Mustafa Kemal BESER & Hakan ACAROGLU, 2017. "Türkiye’nin Ihracata Dayali Buyumesinin Ekonometrik Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(2), pages 295-310.
- Abobaker M. Jaber & Mohd Tahir Ismail & Alssaidi M. Altaher, 2014.
"Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction,"
Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-8, March.
Cited by:
- Ahmad M Awajan & Mohd Tahir Ismail & S AL Wadi, 2018. "Improving forecasting accuracy for stock market data using EMD-HW bagging," PLOS ONE, Public Library of Science, vol. 13(7), pages 1-20, July.
- Mohd Tahir Ismail & Zaidi Bin Isa, 2009.
"Modeling The Interactions Of Stock Price And Exchange Rate In Malaysia,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(04), pages 605-619.
Cited by:
- Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Rabia Luqman & Rehana Kouser, 2018. "Asymmetrical Linkages between Foreign Exchange and Stock Markets: Empirical Evidence through Linear and Non-Linear ARDL," JRFM, MDPI, vol. 11(3), pages 1-13, August.
- Jing Nie & Zhichao Zhang & Zhuang Zhang & Si Zhou, 2015. "Currency Exposure in China under the New Exchange Rate Regime: National Level Evidence," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(3), pages 97-109, May.
- Siew-Pong Cheah & Thian-Hee Yiew & Cheong-Fatt Ng, 2017. "A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia," Economics Bulletin, AccessEcon, vol. 37(1), pages 336-346.
- Shaobo Long & Mengxue Zhang & Keaobo Li & Shuyu Wu, 2021. "Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
- Gözde YILDIRIM, Zafer ADALI, 2018. "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
- Mohsen Bahmani-Oskooee & Sujata Saha, 2018. "On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 112-137, January.
- Nicolaas Groenewold & James E.H. Paterson, 2013. "Stock Prices and Exchange Rates in Australia: Are Commodity Prices the Missing Link?," Australian Economic Papers, Wiley Blackwell, vol. 52(3-4), pages 159-170, December.
- Muhammed Benli & Sedat Durmuskaya & Gokberk Bayramoglu, 2019. "Asymmetric exchange rate pass-through and sectoral stock price indices: Evidence from Turkey," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 7(1), pages 25-47, May.
- Yutaka Kurihara & Akio Fukushima & Shinichiro Maeda, 2020. "Can Bitcoin’S Price Be A Predictor Of Stock Prices?," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 5(4), pages 50-55, April.
- Salah A. Nusair & Jamal A. Al-Khasawneh, 2022. "On the relationship between Asian exchange rates and stock prices: a nonlinear analysis," Economic Change and Restructuring, Springer, vol. 55(1), pages 361-400, February.
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