The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. - Khreshna Syuhada; Arief Hakim; Risti Nur'aini (Commun. Stat. Simul. Comput., 2023)

Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. - Khreshna Syuhada; Venansius Tjahjono; Arief Hakim (Appl. Soft Comput., 2023)

Support vector regression-based heteroscedastic models for cryptocurrency risk forecasting. - Intan Muchtadi-Alamsyah; Robin Viltoriano; Ferdinand Harjono; Martha Nazaretha; Martin Susilo; Ade Bayu; Bony Josaphat; Arief Hakim; Khreshna Syuhada (Appl. Soft Comput., 2024)

Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets. - A. N. M. Salman; Arief Hakim; Khreshna Syuhada (Commun. Nonlinear Sci. Numer. Simul., 2024)

Compound Poisson-Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. - Khreshna Syuhada; Venansius Tjahjono; Arief Hakim (Appl. Math. Comput., 2024)

Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. - Arief Hakim; A. N. M. Salman; Khreshna Syuhada (Math. Comput. Simul., 2025)