Items where Author is "Iqbal, Farhat"

Kausar, Rehan and Iqbal, Farhat and Raziq, Abdul and Sheikh, Naveed and Rehman, Abdul (2024) Enhanced foreign exchange volatility forecasting using CEEMDAN with optuna-optimized ensemble deep learning model. Sains Malaysiana, 53 (9). pp. 3229-3239. ISSN 0126-6039

Kausar, Rehan and Iqbal, Farhat and Abdul Raziq, and Sheikh, Naveed (2023) A hybrid approach for accurate forecasting of exchange rate prices using VMD-CEEMDAN-GRU-ATCN model. Sains Malaysiana, 52 (11). pp. 3293-3306. ISSN 0126-6039

Zahid, Mamoona and Iqbal, Farhat and Raziq, Abdul and Sheikh, Naveed (2022) Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect. Sains Malaysiana, 51 (3). pp. 929-942. ISSN 0126-6039

Zahid, Mamoona and Iqbal, Farhat (2020) Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models. Sains Malaysiana, 49 (3). pp. 703-712. ISSN 0126-6039