Items where Author is "Iqbal, Farhat"

Article

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