About
Professional SummaryMohd Tahir Ismail is an Associate Professor and researcher at the School of Mathematical Sciences, Universiti Sains Malaysia. His research interests are financial time series, econometrics, categorical data analysis, and applied statistics. He has published more than 200 publications in reviewed journals, book chapters and proceedings.
Education
Academic Background-
Ph.D. Universiti Kebangsaan Malaysia, Malaysia Statistics | Completed: 2008
Publications (73)
Selected Scholarly Contributions
K-VIC: Koopman Dynamics and Variance-Covariance Regularization for Time Series Representation
2027
INTEGRATING STRUCTURED AND UNSTRUCTURED FEATURES FOR E-TICKETING CLASSIFICATION: A MACHINE LEARNING AND ENSEMBLE-BASED APPROACH
2026
Machine Learning-Based Stock Return Prediction: Evidence from the Saudi Arabian Stock Market (Tadawul)
2026
Adaptive LASSO quantile regression for regime-switching exchange rate dependence: the case of major currencies against the USD
2026
The Forecasting WTI and Brent Crude Oil Prices: Evaluating the Performance of Hybrid EMD-ARMA-BILSTM Models
2026
Improving and evaluating GARCH-type models for Bitcoin volatility prediction
2025
Spillover Effects of Currency Interactions Across Economic Cycles: A Quantile-VAR Analysis
2025
Improving detectability of the indicator saturation approach through winsorization: an empirical study in the cryptocurrency market
2025
The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy
2024
2024
Multi-Layer Perceptron-Based Classification with Application to Outlier Detection in Saudi Arabia Stock Returns
2024
A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects
2024
Gamma Lindley distribution in acceptance sampling plans in terms of truncated life tests with an application to industrial data
2024
Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions
2023
Elastic Net Penalized Quantile Regression Model and Empirical Mode Decomposition for Improving the Accuracy of the Model Selection
2023
New modification of ranked set sampling for estimating population mean
2023
Testing absolute purchasing power parity in West Africa using fractional cointegration panel approach
2023
2023
Hybrid model in machine learning–robust regression applied for sustainability agriculture and food security
2022
Data envelopment analysis cross-efficiency of primary health care in Lagos metropolis, Nigeria
2022
Application of Radial Basis Function Neural Network Coupling Particle Swarm Optimization Algorithm to Classification of Saudi Arabia Stock Returns
2021
Forecasting Stock Market Volatility Using Hybrid of Adaptive Network of Fuzzy Inference System and Wavelet Functions
2021
Modelling and forecasting monthly brent crude oil prices: a long memory and volatility approach.
Mohd Tahir Ismail
2021
Elastic net regression and empirical mode decomposition for enhancing the accuracy of the model selection.
Mohd Tahir Ismail
2021
Outliers detection in state-space model using indicator saturation approach.
Mohd Tahir Ismail
2021
Efficient model selection for moisture ratio removal of seaweed using hybrid of sparse and robust regression analysis.
Mohd Tahir Ismail
2021
Improving stock price prediction using combining forecasts methods.
Mohd Tahir Ismail
2021
The impact of seasonality on tourist`s arrival in Bangladesh by using sancova model.
Mohd Tahir Ismail
2021
Perceptions, Knowledge and Adaptation about Climate Change: A Study on Farmers of Haor Areas after a Flash Flood in Bangladesh
2019
2017
Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
2016
Comparison of forecasting performance between MODWT-GARCH (1,1) and MODWT-EGARCH (1,1) models: Evidence from African stock markets
2016
The behaviour of exchange rate and interest rate differential in Malaysia: Evidence from wavelet analysis.
Mohd Tahir Ismail
2015
Analysis of the relationship between US and MENA stock markets based on wavelet transform.
Mohd Tahir Ismail
2014
Detecting regime shifts in Malaysian exchange rates.
Mohd Tahir Ismail
2014
Linear vector error correction model versus markov switching vector error correction model to investigate stock market behaviour.
Mohd Tahir Ismail
2014
Application of fuzzy optimization and time series for early warning system in predicting currency crisis.
Mohd Tahir Ismail
2014
The significant financial ratios of the islamic and conventional banks in Malaysia region.
Mohd Tahir Ismail
2014
Do the choices of indicators affect the predictability in modeling an early warning system for currency crisis? An analysis.
Mohd Tahir Ismail
2014
Wavelet Transform-Based Approach for Assess the Relationships between Stock Markets of Developed Countries and MENA Region
Mohd Tahir Ismail
2014
Automatic boundary correction using empirical mode decomposition and local linear regression.
Mohd Tahir Ismail
2013
Maximum overlap discrete wavelet methods in modeling banking data.
Mohd Tahir Ismail
2013
A study of intercept adjusted markov switching vector autoregressive model in economic time series data.
Mohd Tahir Ismail
2013
Rubber price effect on exchange rate: A Bayesian mixture model approach.
Mohd Tahir Ismail
2013
Haar and daubechies wavelet methods in modeling banking sector.
Mohd Tahir Ismail
2013
Projection of carbon dioxide emissions by energy consumption and transportation in Malaysia: A time series approach.
Mohd Tahir Ismail
2013
Denoising the temperature data using wavelet transform.
Mohd Tahir Ismail
2013
Robust wavelet regression with randomly missing data.
Mohd Tahir Ismail
2013
A comparative study between discrete wavelet transform and maximal overlap discrete wavelet transform for testing stationarity.
Mohd Tahir Ismail
2013
Designing early warning system: Prediction accuracy of currency crisis by using k-nearest neighbour method.
Mohd Tahir Ismail
2013
Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise
2012
Robust linear discriminant analysis with financial ratios in special interval.
Mohd Tahir Ismail
2012
Local polynomial wavelet regression with missing at random.
Mohd Tahir Ismail
2012
Mixtures of normal distributions: Application to Bursa Malaysia stock market indices.
Mohd Tahir Ismail
2012
Investigating the relationship between exchange rate and inflation targeting.
Mohd Tahir Ismail
2012
Robust estimation for boundary correction in wavelet regression.
Mohd Tahir Ismail
2012
Application of wavelet method in stock exchange problem.
Mohd Tahir Ismail
2011
2011
Nonlinear relationship of crude oil price and primary commodity prices.
Mohd Tahir Ismail
2011
Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model.
Mohd Tahir Ismail
2011
A study of structural breaks in Malaysian stock market.
Mohd Tahir Ismail
2011
Orthogonal wavelet transforms in forecasting volatility: An experimental results.
Mohd Tahir Ismail
2010
Automatic polynomial wavelet regression for signals with non-gaussian noises.
Mohd Tahir Ismail
2010
A comparison between haar wavelet transform and fast fourier transform in analyzing financial time series data.
Mohd Tahir Ismail
2010
Volatility computational in financial time series data based on wavelet transforms.
Mohd Tahir Ismail
2010
A comparison between the daubechies wavelet transformation and the fast fourier transform in analyzing insurance time series data.
Mohd Tahir Ismail
2010
A comparison of some thresholding selection methods for wavelet regression.
Mohd Tahir Ismail
2010
Statistical computational of volatility in financial time series data.
Mohd Tahir Ismail
2010
Modelling the relationships between US and selected asian stock markets.
Mohd Tahir Ismail
2009
Compression of chemical signal using wavelet transform.
Mohd Tahir Ismail
2009
Modelling nonlinear relationship among selected ASEAN stock markets.
Mohd Tahir Ismail
2008
Identifying regime shifts in Malaysian stock market returns.
Mohd Tahir Ismail
2008
Modelling exchange rates using regime switching models.
Mohd Tahir Ismail
2006