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Masnita Misiran (Dr.) Profile Page
Masnita Misiran (Dr.)
Contact Info
Masnita Misiran (Dr.)
...
6049286302
Mathematics and Statistics Department
www.researchgate.net/profile/Masnita_Misiran
Senior Lecturer

Academic Qualification

BSc. (Hon) Mathematics, MSc. Mathematics (UKM), Ph.D (Mathematics) (Curtin)

Teaching

Calculus, Calculus II, Linear Algebra, Business Mathematics, Managerial Mathematics

Research Interest

Extending fractional Brownian motion in some of the conventional financial/econometric models (Example in risk and return, option pricing and volatility model).

Working on some educational mathematics problem, supply chain problem and problems in higher education.

Open to other fields to work on, i.e., chaotic dynamics, optimal control, game theory.

Publication

Yusof, Z.M., Misiran, M., Lei, P.P. & Ho, T.T. (2014), Factors affecting students’ satisfaction towards bus services in university, Research Journal of Applied Sciences, Engineering and Technology, 8(4), 664-667.

Yusof, Z.M., Misiran, M., Mahmuddin, M. & Yasin, A. (2014), A statistical analysis on employability among university graduate: a case study in Malaysia, Research Journal of Applied Sciences, 9(4), 187-190.

Yusof, Z.M., Misiran, M. & Harun, N.H. (2014), Job Satisfaction among employees in a manufacturing company in north Malaysia, Asian Journal of Applied Sciences, 2(1), 79-87.

Misiran, M., Yusof, Z.M., Mahmuddin, M. & Yasin, A. (2013), Exploring internship readiness among final year students in university: a case study, Australian Journal of Basic and Applied Sciences, 7(12), 180-183.

Mokhtar. S.F., Md Yusof, Z. & Misiran, M. (2012), Factors Affecting Students’ Performance in Mathematics, Journal of Applied Sciences Research, 8(8), 4133-4137.

Misiran, M., Lu, Z., Teo, K.L. & Aw, G. (2012), Estimating dynamic geometric fractional brownian motion and its application to long memory option pricing, Dynamic Systems and Applications, 21, 49-66

Misiran, M., Wu. C., Lu, Z. & Teo, K.L. (2010), Optimal filtering of linear system driven by fractional Brownian motion, Dynamic Systems and Applications,19, 495-514, (ISI indexed IF=0.398)

Misiran, M. & Darus, M. (2001), A subordination for certain subclass of analytic functions, Jour. Of Inst. Math & Comp. Sci. (Math Seri)., 14(2),129-134.

A. Bakar, E.M. & Misiran, M. (2013), Maximizing the utilization of Universiti Utara Malaysia’s Executive Development Center Through Proper Supply Chain, The 3rd International Forum and Conference on Logistics and Supply Chain Management (LSCM) 2013, Bali, 27 – 29 June 2013

Alhagyan, M, Misiran, M. & Omar, Z. (2012), Content analysis of stochastic volatility model in discrete and continuous time setting, in Proceeding of 1st International Conference on Decision Modelling, Kedah, Malaysia.

Mokhtar, S.F., Md. Yusof, Z. & Misiran, M. (2012), The factors influencing students’ performance in mathematics at UiTM Kedah: Some investigation, in Proceeding of 1st International Conference on Decision Modelling, Kedah, Malaysia

On the ML estimation of the fractional Ornestein-Uhlenbeck models with dynamic measurement errors and application to interest rate modeling (CoAuthor: Changzi Wu, Zudi Lu and K.L. Teo)
“Proceeding of the International Conference on Business and Information, Bangkok, Thailand, July 2011”

Estimation of Hurst Parameter for Conventional and Islamic indices. (CoAuthor: Hardayanna Abd. Rahman)
“Proceeding of the International Conference on Business and Information, Bangkok, Thailand, July 2011”

Fractional Black-Scholes model: Complete MLE with application to fractional option pricing. (CoAuthors: Zudi Lu and K.L. Teo)
Published in “Proceeding of the International Conference on Optimization and Control, Guiyang, China, July 2010 “.

Investigating Malaysia financial markets by Hurst exponent. (CoAuthors: Zudi Lu and K.L. Teo)
Published in “Proceeding of the National Management Conference, Terengganu, 2008”.

Testing for nonlinearity and the existence of chaotic dynamics of financial data in Malaysia. (CoAuthor: Hardayanna Abd. Rahman)
Published in “Proceeding of the National Management Conference, Terengganu, 2008”.

Menilai kecekapan perkhidmatan pelanggan melalui telefon oleh staf pentadbiran di UUM. (CoAuthor: Zahayu Md. Yusof) Published in “Proceeding of Seminar Sains Kuantitatif, Langkawi, 2005”.

Menilai kesukaran pelajar dalam pembelajaran kursus matematik di Sekolah Sains. (CoAuthor: Nazihah Ahmad and Hardayanna Abd. Rahman)
Published in “Proceeding of Simposium Kebangsaan Sains Matematik ke XI, Sabah, 2003”

Consultation

Team of Industry Centre of Excellence (ICOE) for Malaysian Retail-Chain Association (MRCA) for the vendor development program. (2012 – 2013)