Gunardi

 

Biography

Dr.  Gunardi is an Associate Professor in the Faculty of Mathematics and Natural Sciences at Universitas Gadjah Mada (UGM) and Head of the Statistics Laboratory in the Department of Mathematics.

He received the undergraduate degree in Statistics, Master  and Ph.D. degrees in Mathematics from Universitas Gadjah Mada (UGM),  in 1989, 1995 and 2007, respectively.

 

Research interests

Current research interests include option pricing, nonparametric regression, geographically weighted regression, Crop Insurance, Deposit insurance, Critical illness insurance and 

 

PhD student

1. Mutijah (2009-2016) (Co-supervision and co promotor)

Topic: THE DETERMINING OF EUROPEAN OPTION PRICING UNDER THE BS-BHM-UPDATED MODEL BASED ON THE BHM APPROACH

​​2. Muslim (2009-2016) (Co-supervision and co promotor)

Topic: PEMODELAN KURVA IMBAL HASIL MODEL KELAS NELSON-SIEGEL DAN ESTIMASINYA MENGGUNAKAN METODE ALGORITMA GENETIKA

3. Di Asih I Maruddani (2010-2016) (Co-supervision and co promotor)

Topic: 

4. Tatik Widiharih (2011-2016) (Co-supervision and co promotor)

Topic: D-OPTIMAL DESIGNS FOR GENERALIZED EXPONENTIAL, WEIGHTED EXPONENTIAL AND MORGAN MERCER FLODIN (MMF) MODELS

5. SIFRIYAN (2014-2018) (Co-supervision and co promotor)

Topic: MULTIVARIABLE NONPARAMETRIC REGRESSION TRUNCATED SPLINE IN THE GEOGRAPHICALLY WEIGHTED REGRESSION MODELS 

6. Atina Ahdika (2017-2021) (Co-supervision and co promotor)

Topic: AGRICULTURAL INSURANCE SCHEME BASED ON FARMER EXCHANGE RATE USING STATIC AND TIME-VARYING COPULA MODEL WITH EXTENDED DYNAMIC PARAMETER

7. Chatarina Enny Murwaningtyas (2015-2021) (Supervision and promotor)

Topic : INDONESIAN OPTION PRICING UNDER MIXED FRACTIONAL BROWNIAN MOTION FOR STOCK WITH LONG MEMORY PROPERTY

 

Master student

1. ROHMI PRASETYANINGRUM (2013-2015) (Supervision and promotor)

Topic: COMPARISON OF PORTFOLIO OPTIMIZATION METHOD WITH SINGLE INDEX MODEL MEAN-SEMIVARIAN

2. NURWAHIDAH (2014-2015) (Supervision and promotor)

Topic: OPTIMAL CORPORATE BONDS PORTFOLIO CONSTRUCTION USING MODIFICATION OF MARKOWITZ METHOD

FOR PASSIVE INVESTOR

3. AGUS SOFIAN EKA HIDAYAT (2016-2018) (Supervision and promotor)

Topic: CALCULATION OF CROP INSURANCE PREMIUM BASED ON WEATHER INDEXES USING VINE COPULA 

4. MONICA SENDI AFA (2015-2016) (Supervision and promotor)

Topic: HOMOTOPY-ANALYSIS METHOD FOR AMERICAN PUT OPTION

5. Adha Rozak (2015-2017) (Supervision and promotor)

Topic: PREMIUM CALCULATION OF CROP INSURANCE BASED AREA YIELD USING t-COPULA

6. ERA DWI IRIANTI (2017-2019) (Supervision and promotor)

Topic: STOCHASTIC MODELING FOR DETERMINING THE OPTIMAL FISCAL POLICY INSTRUMENTS

7. MUHAMMAD KILDAH NAMARIQ (2017-2019) (Supervision and promotor)

Topic: DEPOSIT INSURANCE PREMIUM PRICING BASED ON OPTION THEORY AND SYSTEMATIC RISK EFFECT

8. YUNI EMBRIANI DWI UTAMi (2017-2019) (Supervision and promotor)

Topic: QUADRATIC AND CPI FRACTIONAL AGE ASSUMPTIONS ON UNIT-LINKED ENDOWMENT LIFE INSURANCE PREMIUM USING ANNUAL RATCHET METHOD

9. FRANSISKA ATRIK HALIM (2019-2020) (Supervision and promotor)

Topic: DETERMINATION OF THE BEST KERNEL FUNCTION IN GEOGRAPHICALLY WEIGHTED REGRESSION TO MODELING HUMAN DEVELOPMENT INDEX DATA IN PAPUA 2018 AND 2019

 

Publications:

• Parameter Estimation for Additive Hazard Model Recurrent Event Using Counting Process Approach

Wuryandari, T., Gunardi, Danardono

Mathematics and Statistics, 2022, 10(3), pp. 554–561

• Characteristics of breast cancer patients at dr. Sardjito Hospital for early anticipation of neutropenia: Cross-sectional study

Fathoni, M.I.A., Gunardi, Adi-Kusumo, F., Hutajulu, S.H., Purwanto, I.

Annals of Medicine and Surgery, 2022, 73, 103189

• An analysis about fourier series estimator in nonparametric regression for longitudinal data

Fariz Fadillah Mardianto, M., Gunardi, Utami, H.

Mathematics and Statistics, 2021, 9(4), pp. 501–510

• Household margin insurance of agricultural sector in Indonesia using a farmer exchange rate index

Ahdika, A., Rosadi, D., Effendie, A.R., Gunardi

Agricultural Finance Review, 2021, 81(2), pp. 169–188

• Dynamics of a Breast Cancer Model for Neutropenia Case due to Chemotherapy Effects

Fathoni, M.I.A., Adi-Kusumo, F., Gunardi, G., Hutajulu, S.H.

International Journal of Differential Equations, 2021, 2021, 3401639

 

He (co-)authored around 36 journal articles and 32 refereed contributions to proceedings; see also his scopus (https://www.scopus.com/authid/detail.uri?authorId=55571610600)

 and his Google Scholar (https://scholar.google.com/citations?user=reyxwNwAAAAJ&hl=id&oi=ao) page for further information