3 articles for “Adli Mustafa”

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Research ArticleOpen accessIn the author namesAn Improved Speed-Density Relationship Model for Pedestrian FlowLuthful Alahi Kawsar, Noraida Abdul Ghani, Anton Abdulbasah Kamil, Adli MustafaThe speed-density relationship performs as a basis to realize the behavior of a complex system such as vehicular or pedestrian traffic flow. Based on the speed-density relationship, the relationships between other pedestrian characteristics such as speed-flow, flow-density and speed-pedestrian module could be derived. Compared to vehicular flow, very little research has been done to develop a general model to describe … …American Journal of Applied Sciences, Vol. 14, Issue 1 · 30 Jan 2017 · 7,866 accessesView PDF Cite

Research ArticleOpen accessIn the author namesAnalyzing and Estimating Portfolio Performance of Bangladesh Stock MarketMd. Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa, Md. Azizul BatenCapital Asset Pricing Model (CAPM) is one of the most important developments in the finance literature. Simply, CAPM is a model that describes the relationship between risk and expected return. The theoretical validity of CAPM is well tested and accepted but the practical validity of CAPM is in questioned. This study is designed to analyze and estimate the portfolio performance … …American Journal of Applied Sciences, Vol. 10, Issue 2 · 6 Feb 2013 · 8,010 accessesView PDF Cite

Research ArticleOpen accessIn the author namesStochastic Optimization for Portfolio Selection Problem with Mean Absolute Negative Deviation MeasureAnton Abdulbasah Kamil, Adli Mustafa, Khlipah IbrahimProblem statement: The most important character within optimization problem is the uncertainty of the future returns. Approach: To handle such problems, we utilized probabilistic methods alongside with optimization techniques. We developed single stage and two stage stochastic programming with recourse. The models were developed for risk adverse investors and the objective of the stochastic programming models is to minimize the … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 6,947 accessesView PDF Cite