Author

Muhammad Farchani Rosyid

Departemen Fisika, Universitas Gadjah Mada, Yogyakarta, Indonesia

2 articles in our journals

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Research ArticleOpen accessComparing the Empirical and the Theoretical Probability Density of Return in which Variance Obeying Ornstein-Uhlenbeck Process at Indonesian Stock Exchange IDXDwi Satya Palupi, Eduardus Tandelilin, Arief Hermanto, Muhammad Farchani RosyidThe distribution of the probability density of a return index with stochastic volatility has been calculated. Here the stock index is assumed to follow geometric Brownian motion, while the variance is assumed to obey Ornstein-Uhlenbeck process as in Heston model. The distribution of the probability density of the return which is obtained by solving the Fokker-Planck equation of two dimensional … …American Journal of Applied Sciences, Vol. 14, Issue 9 · 17 May 2017 · 7,625 accessesView PDF Cite

Research ArticleOpen accessThe 'Umbrella' Function Describing the Density of External Electrons Injected in NaCl CrystalSiti Wahyuni, Akrom Khasani, Wipsar Sunu Brams Dwandaru, Muhammad Farchani RosyidElectrons injected in NaCl crystal are studied using Thomas-Fermi-Dirac-von Weizsacker (TFDW) model. The external potential that contributes to the TFDW energy functional is not only due to the nuclei but also to the internal electrons. In order to obtain the potential term due to the internal electrons, the density of the internal electrons in the crystal is derived from the … …American Journal of Applied Sciences, Vol. 13, Issue 12 · 1 Dec 2016 · 8,296 accessesView PDF Cite