Computational assessment of MHD Carreau tri-hybrid nano-liquid flow along an elongating surface with entropy generation: A comparative study S Nandi, Z Iqbal, M Alhagyan, NA Ahammad, NAM Albasheir, A Gargouri, ... Case Studies in Thermal Engineering 50, 103420, 2023 | 12 | 2023 |
Forecasting the performance of Tadawul all share index (TASI) using geometric Brownian motion and geometric fractional Brownian motion M Alhagyan, F Alduais Adv. Appl. Stat 62 (1), 55-65, 2020 | 12 | 2020 |
Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model M Alhagyan, M Misiran, Z Omar Far East Journal of Mathematical Sciences 99 (2), 221, 2016 | 12 | 2016 |
The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro M Alhagyan Alexandria Engineering Journal 61 (12), 9601-9608, 2022 | 11 | 2022 |
Geometric fractional Brownian motion perturbed by fractional Ornstein-Uhlenbeck process and application on KLCI option pricing M Alhagyan, A Kharj Open Access Library Journal 3 (08), 1, 2016 | 11 | 2016 |
On effects of stochastic volatility and long memory towards mortgage insurance models: an empirical study M Alhagyan, M Misiran, Z Omar Advances and Applications in Statistics 66 (2), 1-10, 2021 | 7 | 2021 |
Bayesian estimates based on record values under weighted LINEX loss function F Al-Duais, M Alhagyan Pakistan Journal of Statistics and Operation Research, 11-19, 2020 | 7 | 2020 |
Discussions on continuous stochastic volatility models M Alhagyan, M Misiran, Z Omar Global and Stochastic Analysis 7 (1), 55-64, 2020 | 7 | 2020 |
Modeling financial environments using geometric fractional Brownian motion model with long memory stochastic volatility MKM Alhagyan Universiti Utara Malaysia, 2018 | 7 | 2018 |
The effect of incorporating memory and stochastic volatility into geometric brownian motion in forecasting the performance of Tadawul All Share Index (TASI) A Abbas, M Alhagyan Advances and Applications in Statistics 74, 47-62, 2022 | 5 | 2022 |
Content analysis of stochastic volatility model in discrete and continuous time setting M al-Hagyan, M Misiran, Z Omar Research Journal of Applied Sciences, Engineering and Technology 10 (10 …, 2015 | 5 | 2015 |
Incorporating stochastic volatility and long memory into geometric Brownian motion model to forecast performance of Standard and Poor’s 500 index M Alhagyan, MF Yassen AIMS Math 8, 18581-18595, 2023 | 4 | 2023 |
Design of intelligent hybrid NAR-GRNN paradigm for fractional order VDP chaotic system in cardiac pacemaker with relaxation oscillator AH Bukhari, MAZ Raja, H Alquhayz, MZM Abdalla, M Alhagyan, ... Chaos, Solitons & Fractals 175, 114047, 2023 | 3 | 2023 |
Nonlinear programming to determine best weighted coefficient of balanced LINEX loss function based on lower record values FS Al-Duais, M Alhagyan Complexity 2021 (1), 5273191, 2021 | 3 | 2021 |
A theoretical investigation of Caputo variable order fractional differential equations: existence, uniqueness, and stability analysis NA Albasheir, A Alsinai, AUK Niazi, R Shafqat, Romana, M Alhagyan, ... Computational and Applied Mathematics 42 (8), 367, 2023 | 2 | 2023 |
Forecasting exchange rate of SAR/CNY by incorporating memory and stochastic volatility into GBM model A Abbas, M Alhagyan Advances and Applications in Statistics 86 (1), 65-78, 2023 | 2 | 2023 |
New proof of the theorem of existence and uniqueness of geometric fractional Brownian motion equation M Alhagyan, M Misiran, O Zurni Global Journal of Pure and Applied Mathematics 12 (6), 4759-4769, 2016 | 2 | 2016 |
Resolvability in Subdivision Graph of Circulant Graphs SAUH Bokhary, K Wahid, U Ali, SO Hilali, M Alhagyan, A Gargouri Symmetry 15 (4), 867, 2023 | 1 | 2023 |
Forecast exchange rates of Euro using geometric Brownian motion model according to four different ways to compute volatility M Mansour, M Alhagyan Advances and Applications in Statistics 76, 39-52, 2022 | 1 | 2022 |
Efficient estimators for geometric fractional brownian motion perturbed by fractional Ornstein-Uhlenbeck process M Alhagyan, M Misiran, Z Omar Advances and Applications in Statistics 62 (2), 203-226, 2020 | 1 | 2020 |