{"id":42810,"date":"2025-03-05T15:16:59","date_gmt":"2025-03-05T07:16:59","guid":{"rendered":"https:\/\/fskm.umt.edu.my\/?page_id=42810"},"modified":"2025-07-20T10:26:17","modified_gmt":"2025-07-20T02:26:17","slug":"analisis-stokastik-dan-kewangan-sofia","status":"publish","type":"page","link":"https:\/\/fskm.umt.edu.my\/?page_id=42810&lang=ms","title":{"rendered":"Analisis Stokastik dan Kewangan (SOFIA)"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"42810\" class=\"elementor elementor-42810 elementor-42809\" data-elementor-post-type=\"page\">\n\t\t\t\t<div class=\"elementor-element elementor-element-683f350 e-flex e-con-boxed e-con e-parent\" data-id=\"683f350\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-e2d8e91 elementor-widget elementor-widget-heading\" data-id=\"e2d8e91\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">MATEMATIK GUNAAN DAN PENGIRAAN SAINTIFIK - (AMaSC)<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-0b59256 elementor-widget elementor-widget-text-editor\" data-id=\"0b59256\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p data-start=\"0\" data-end=\"335\">Kumpulan minat penyelidikan <strong data-start=\"28\" data-end=\"71\">Analisis Stokastik dan Kewangan (SOFIA)<\/strong> memberi tumpuan kepada penerokaan persilangan antara proses stokastik dan analisis kewangan, dengan matlamat untuk mempertingkat pemahaman terhadap sistem kewangan yang kompleks dan dinamikanya. Minat penyelidikan kumpulan ini merangkumi pelbagai topik, termasuk:<\/p><ol data-start=\"337\" data-end=\"1943\"><li data-start=\"337\" data-end=\"585\"><p data-start=\"340\" data-end=\"585\"><strong data-start=\"340\" data-end=\"363\">Pemodelan stokastik<\/strong>: Mengkaji model matematik yang menggambarkan sifat rawak pasaran kewangan, harga aset, dan pemboleh ubah ekonomi. Ini termasuk proses resapan (diffusion), proses lompat (jump processes), dan persamaan pembezaan stokastik.<\/p><\/li><li data-start=\"587\" data-end=\"866\"><p data-start=\"590\" data-end=\"866\"><strong data-start=\"590\" data-end=\"611\">Pengurusan risiko<\/strong>: Membangunkan kaedah untuk mengukur dan mengurus risiko dalam portfolio kewangan dan strategi pelaburan. Ini melibatkan analisis tingkah laku ukuran risiko seperti nilai-dalam-risiko (VaR) dan nilai-dalam-risiko bersyarat (CVaR) dalam kerangka stokastik.<\/p><\/li><li data-start=\"868\" data-end=\"1107\"><p data-start=\"871\" data-end=\"1107\"><strong data-start=\"871\" data-end=\"895\">Penentuan harga aset<\/strong>: Meneroka teori dan model untuk menentukan harga aset kewangan di bawah ketidakpastian, termasuk model penentuan harga aset modal (CAPM), teori penentuan harga arbitraj (APT), dan model faktor diskaun stokastik.<\/p><\/li><li data-start=\"1109\" data-end=\"1401\"><p data-start=\"1112\" data-end=\"1401\"><strong data-start=\"1112\" data-end=\"1139\">Pengoptimuman portfolio<\/strong>: Mengkaji strategi untuk membina portfolio pelaburan optimum yang memaksimumkan pulangan sambil mengawal risiko di bawah keadaan pasaran stokastik. Ini mungkin melibatkan peruntukan aset dinamik, pengoptimuman min-varian, dan pengoptimuman portfolio yang kukuh.<\/p><\/li><li data-start=\"1403\" data-end=\"1657\"><p data-start=\"1406\" data-end=\"1657\"><strong data-start=\"1406\" data-end=\"1428\">Derivatif kewangan<\/strong>: Menyelidik penentuan harga dan lindung nilai sekuriti derivatif seperti opsyen, niaga hadapan, dan swap menggunakan teknik kalkulus stokastik. Ini termasuk pembangunan model seperti model Black-Scholes dan peluasan daripadanya.<\/p><\/li><li data-start=\"1659\" data-end=\"1943\"><p data-start=\"1662\" data-end=\"1943\"><strong data-start=\"1662\" data-end=\"1682\">Kaedah pengiraan<\/strong>: Membangunkan algoritma berangka dan teknik simulasi untuk menyelesaikan model stokastik dengan cekap serta menjalankan analisis empirikal terhadap data kewangan. Ini termasuk simulasi Monte Carlo, kaedah perbezaan terhingga, dan pendekatan pembelajaran mesin.<\/p><\/li><\/ol><p data-start=\"1945\" data-end=\"2197\" data-is-last-node=\"\" data-is-only-node=\"\">Secara keseluruhannya, <strong data-start=\"1968\" data-end=\"1977\">SOFIA<\/strong> berhasrat menyumbang kepada kemajuan teori dan aplikasi praktikal dalam bidang kewangan, dengan matlamat untuk menambah baik proses membuat keputusan dalam pengurusan pelaburan, penilaian risiko, dan peraturan kewangan.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-afa2045 e-flex e-con-boxed e-con e-parent\" data-id=\"afa2045\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-14e331e elementor-widget elementor-widget-heading\" data-id=\"14e331e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">VISI<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-019ce40 e-flex e-con-boxed e-con e-parent\" data-id=\"019ce40\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-277a482 elementor-widget elementor-widget-text-editor\" data-id=\"277a482\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Menjadi kumpulan penyelidikan terkemuka dalam pemodelan stokastik dan analisis kewangan untuk memajukan kewangan mampan dan pengurusan risiko.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2708e69 elementor-widget elementor-widget-heading\" data-id=\"2708e69\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">MISI<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-3a199a0 elementor-widget elementor-widget-text-editor\" data-id=\"3a199a0\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Memajukan pemodelan stokastik dan analisis kewangan dengan mengintegrasikan pembelajaran mesin, meningkatkan penetapan harga derivatif kewangan dalam pengurusan risiko, serta menyokong kewangan mampan dan pasaran tenaga.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-7dd0680 elementor-widget-divider--view-line_text elementor-widget-divider--element-align-left elementor-widget elementor-widget-divider\" data-id=\"7dd0680\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t\t<h3 class=\"elementor-divider__text elementor-divider__element\">\n\t\t\t\tPROFIL PENYELIDIK\t\t\t\t<\/h3>\n\t\t\t\t\t\t<\/span>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-228bf95 e-con-full e-flex e-con e-parent\" data-id=\"228bf95\" data-element_type=\"container\" data-e-type=\"container\" data-settings=\"{&quot;background_background&quot;:&quot;gradient&quot;}\">\n\t\t\t\t<div class=\"elementor-element elementor-element-482358f elementor-arrows-position-inside elementor-pagination-position-outside elementor-widget elementor-widget-image-carousel\" data-id=\"482358f\" data-element_type=\"widget\" data-e-type=\"widget\" data-settings=\"{&quot;slides_to_show&quot;:&quot;3&quot;,&quot;image_spacing_custom&quot;:{&quot;unit&quot;:&quot;px&quot;,&quot;size&quot;:22,&quot;sizes&quot;:[]},&quot;navigation&quot;:&quot;both&quot;,&quot;autoplay&quot;:&quot;yes&quot;,&quot;pause_on_hover&quot;:&quot;yes&quot;,&quot;pause_on_interaction&quot;:&quot;yes&quot;,&quot;autoplay_speed&quot;:5000,&quot;infinite&quot;:&quot;yes&quot;,&quot;speed&quot;:500,&quot;image_spacing_custom_tablet&quot;:{&quot;unit&quot;:&quot;px&quot;,&quot;size&quot;:&quot;&quot;,&quot;sizes&quot;:[]},&quot;image_spacing_custom_mobile&quot;:{&quot;unit&quot;:&quot;px&quot;,&quot;size&quot;:&quot;&quot;,&quot;sizes&quot;:[]}}\" data-widget_type=\"image-carousel.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-image-carousel-wrapper swiper\" role=\"region\" aria-roledescription=\"carousel\" aria-label=\"Image Carousel\" dir=\"ltr\">\n\t\t\t<div class=\"elementor-image-carousel swiper-wrapper swiper-image-stretch\" aria-live=\"off\">\n\t\t\t\t\t\t\t\t<div class=\"swiper-slide\" role=\"group\" aria-roledescription=\"slide\" aria-label=\"1 of 5\"><a data-elementor-open-lightbox=\"yes\" data-elementor-lightbox-slideshow=\"482358f\" data-elementor-lightbox-title=\"SOFIA-NORIZAN_001\" data-e-action-hash=\"#elementor-action%3Aaction%3Dlightbox%26settings%3DeyJpZCI6NDI4MjEsInVybCI6Imh0dHBzOlwvXC9mc2ttLnVtdC5lZHUubXlcL3dwLWNvbnRlbnRcL3VwbG9hZHNcLzIwMjVcLzAyXC9TT0ZJQS1OT1JJWkFOXzAwMS5wbmciLCJzbGlkZXNob3ciOiI0ODIzNThmIn0%3D\" href=\"https:\/\/fskm.umt.edu.my\/wp-content\/uploads\/2025\/02\/SOFIA-NORIZAN_001.png\"><figure class=\"swiper-slide-inner\"><img decoding=\"async\" class=\"swiper-slide-image\" src=\"https:\/\/fskm.umt.edu.my\/wp-content\/uploads\/2025\/02\/SOFIA-NORIZAN_001.png\" alt=\"SOFIA-NORIZAN_001\" 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data-e-action-hash=\"#elementor-action%3Aaction%3Dlightbox%26settings%3DeyJpZCI6NDI4MjksInVybCI6Imh0dHBzOlwvXC9mc2ttLnVtdC5lZHUubXlcL3dwLWNvbnRlbnRcL3VwbG9hZHNcLzIwMjVcLzAyXC9TT0ZJQS1IQU5BTklfMDAxLnBuZyIsInNsaWRlc2hvdyI6IjQ4MjM1OGYifQ%3D%3D\" href=\"https:\/\/fskm.umt.edu.my\/wp-content\/uploads\/2025\/02\/SOFIA-HANANI_001.png\"><figure class=\"swiper-slide-inner\"><img decoding=\"async\" class=\"swiper-slide-image\" src=\"https:\/\/fskm.umt.edu.my\/wp-content\/uploads\/2025\/02\/SOFIA-HANANI_001.png\" alt=\"SOFIA-HANANI_001\" \/><\/figure><\/a><\/div>\t\t\t<\/div>\n\t\t\t\t\t\t\t\t\t\t\t\t<div class=\"elementor-swiper-button elementor-swiper-button-prev\" role=\"button\" tabindex=\"0\">\n\t\t\t\t\t\t<i aria-hidden=\"true\" class=\"eicon-chevron-left\"><\/i>\t\t\t\t\t<\/div>\n\t\t\t\t\t<div class=\"elementor-swiper-button elementor-swiper-button-next\" role=\"button\" tabindex=\"0\">\n\t\t\t\t\t\t<i aria-hidden=\"true\" class=\"eicon-chevron-right\"><\/i>\t\t\t\t\t<\/div>\n\t\t\t\t\n\t\t\t\t\t\t\t\t\t<div class=\"swiper-pagination\"><\/div>\n\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t<div class=\"elementor-element elementor-element-94a6109 e-flex e-con-boxed e-con e-child\" data-id=\"94a6109\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-dc8e58c elementor-widget elementor-widget-spacer\" data-id=\"dc8e58c\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>MATEMATIK GUNAAN DAN PENGIRAAN SAINTIFIK &#8211; (AMaSC) Kumpulan minat penyelidikan Analisis Stokastik dan Kewangan (SOFIA) memberi tumpuan kepada penerokaan persilangan antara proses stokastik dan analisis kewangan, dengan matlamat untuk mempertingkat pemahaman terhadap sistem kewangan yang kompleks dan dinamikanya. Minat penyelidikan kumpulan ini merangkumi pelbagai topik, termasuk: Pemodelan stokastik: Mengkaji model matematik yang menggambarkan sifat rawak [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"class_list":["post-42810","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=\/wp\/v2\/pages\/42810","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=42810"}],"version-history":[{"count":7,"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=\/wp\/v2\/pages\/42810\/revisions"}],"predecessor-version":[{"id":44187,"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=\/wp\/v2\/pages\/42810\/revisions\/44187"}],"wp:attachment":[{"href":"https:\/\/fskm.umt.edu.my\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42810"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}