On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk. - Bony Parulian Josaphat; Moch Fandi Ansori; Khreshna Syuhada (IEEE Access, 2021)

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)