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Dedy Dwi Prastyo

Personal Details

First Name:Dedy
Middle Name:Dwi
Last Name:Prastyo
Suffix:
RePEc Short-ID:ppr254
[This author has chosen not to make the email address public]
http://lvb.wiwi.hu-berlin.de/members/personalpages/prastyo
Terminal Degree:2015 Center for Applied Statistics and Econometrics (CASE); Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

(50%) Department of Statistics, Institut Teknologi Sepuluh Nopember

https://www.its.ac.id/
Surabaya

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  2. HÃ≠rdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2014. "Support Vector Machines with Evolutionary Model Selection for Default Prediction," LIDAM Reprints ISBA 2014016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  3. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  4. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Hardle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2013. "Support Vector Machines with Evolutionary Feature Selection for Default Prediction," LIDAM Discussion Papers ISBA 2013040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  6. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  7. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012. "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers 2012-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

Articles

  1. Yoga Sasmita & Heri Kuswanto & Dedy Dwi Prastyo, 2024. "State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export," Forecasting, MDPI, vol. 6(1), pages 1-18, February.
  2. Agnes Tuti Rumiati & Dedy Dwi Prastyo & Sonny Harry B. Harmadi & Nur Achmey Selgi Harwanti & Rifda Zukhrufi Almas, 2021. "Analysis of changes in public behavior regarding 3M health protocols during the Covid-19 pandemic in Indonesia," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(5), pages 157-172, July.
  3. Dyah P. Rahmawati & I. N. Budiantara & Dedy D. Prastyo & Made A. D. Octavanny & Sergejs Solovjovs, 2021. "Mixed Spline Smoothing and Kernel Estimator in Biresponse Nonparametric Regression," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2021, pages 1-14, March.

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.

Working papers

  1. HÃ≠rdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2014. "Support Vector Machines with Evolutionary Model Selection for Default Prediction," LIDAM Reprints ISBA 2014016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    Cited by:

    1. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  2. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping, 2018. "Modelling market implied ratings using LASSO variable selection techniques," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 19-35.
    2. Santiago Gamba-Santamaria & Luis Fernando Melo-Velandia & Camilo Orozco-Vanegas, 2021. "What can credit vintages tell us about non-performing loans?," Borradores de Economia 1154, Banco de la Republica de Colombia.

  3. Hardle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2013. "Support Vector Machines with Evolutionary Feature Selection for Default Prediction," LIDAM Discussion Papers ISBA 2013040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    Cited by:

    1. Zieba, Maciej & Härdle, Wolfgang Karl, 2016. "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers 2016-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  4. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping, 2018. "Modelling market implied ratings using LASSO variable selection techniques," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 19-35.
    2. Santiago Gamba-Santamaria & Luis Fernando Melo-Velandia & Camilo Orozco-Vanegas, 2021. "What can credit vintages tell us about non-performing loans?," Borradores de Economia 1154, Banco de la Republica de Colombia.

  5. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012. "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers 2012-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Zieba, Maciej & Härdle, Wolfgang Karl, 2016. "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers 2016-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2012-05-02 2013-08-23 2014-09-25
  2. NEP-FOR: Forecasting (2) 2012-05-02 2013-08-23
  3. NEP-CMP: Computational Economics (1) 2012-05-02
  4. NEP-ECM: Econometrics (1) 2014-09-25
  5. NEP-SEA: South East Asia (1) 2013-08-23

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