Mohd Tahir Ismail

MTI  Mohd Tahir Ismail
B.Sc., M.Sc. USM, Ph.D. UKM
Time Series
Room no: 131, Ext: 2071
m.tahir@usm.my 

Profile

Main research areas

  1. Financial Time Series
  2. Econometrics
  3. Categorical Data Analysis
  4. Applied Statistics

Post-grad students graduated under main supervision:

  1. Sadam Mahmoud Issa Alwadi,PhD, 2012, Wavelet Methods For Modelling Amman Stock Market Index
  2. Alsaidi Almahdi Mohamed Altaher,PhD, 2013, Robust Wavelet Regression with Automatic Boundary Correction,
  3. Phoong Seuk Yen, PhD, 2015, Modeling The Relationship Between Rubber Price, Exchange Rate And Stock Price: A Finite Mixture Model
  4. Nor Azuana Binti Ramli, PhD, 2015, Modeling Early Warning System Using Combination Of Logit Model And Nearest Neighbour Tree For Predicting Currency Crisis
  5. Phoong Seuk Wai,PhD, 2015, A Study Of Relationship Between Commodity Price And Stock Price Using Ms-VAR And Ms-VECM Models

Short Biodata (< 100 words)

He is Associate Professor and researcher in the School of Mathematical Sciences, Universiti Sains Malaysia (USM). The research area is on financial time series. Particularly he is keen in the modeling of structural break by using wavelet in time series analysis. He also analyses the economics issues. As of now, he has published more than 100 publications in reviewed journals and proceedings (some of them are listed in ISI, Scopus, Zentralblatt, MathSciNet and other indices).

Sample publications within the last 5 years:

Phoong Seuk-Yen and Mohd Tahir Ismail, 2015, A Comparison Between Bayesian and Maximum Likelihood Estimations in Estimating Finite Mixture Model for Financial Data, Sains Malaysiana, 7

Nor Azuana Ramli, Mohd Tahir Ismail, Hooy Chee Wooi, 2015, Measuring the accuracy of currency crisis prediction with combined classifiers in designing early warning system, Machine Learning,19.

Noor Wahida Md Junus, Mohd Tahir Ismail and Zainudin Arsad, 2015, Predicting Penang Road Accidents Influences: Time Series Regression Versus Structural Time Series, Indian Journal of Science and Technology,10

Abobaker M. Jaber, Mohd Tahir Ismail and Alsaidi M. Altaher, 2014, Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting, The Scientific World Journal, 5

Abobaker M. Jaber,Mohd Tahir Ismail and Alssaidi M. Altaher, 2014, Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction, Abstract and Applied Analysis, 8.

Details

 Full Name

Assoc. Prof. Dr. Mohd. Tahir Ismail

Academic Qualifications

B.App.Sc. (USM), M.Sc. (USM), Ph.D. (UKM)

Current Professional Membership

1. Member of the Malaysian Mathematical Society (PERSAMA)

2. Member of Institut Statistik Malaysia (ISM)

Current Teaching and Administrative Responsibilities

1. Time Series Analysis, Statistics for Science Students, Categorical Data Analysis 

2. Program Chairpersons - Applied Sciences (Mathematics and Economics)

Research and Publications

Research

< 10 years experience

Publications

Journal

1. S. Al Wadi, Mohd Tahir., I, S. A. A. Karim (2010), A Comparison between the Daubechies Wavelet Transformation and the Fast Fourier Transformation in Analyzing Insurance Time Series Data . Far East Journal of Applied Mathematics,45(1): 53-63.

2. S. Al Wadi, Mohd Tahir, I M. H. Alkhahazaleh and S. A. A. Karim. (2010). Orthogonal wavelet transforms in forecasting volatility: an experimental result. World Applied Sciences Journal 10 (3): 262-271.

3. Alsaidi, M. A. and Mohd Tahir, I (2010). Automatic polynomial wavelet regression for signal with non-Gaussian Noises, International Journal of Mathematics and Computation, 8, 102-113.

4. S. Al wadi, Mohd Tahir I Samsul Ariffin Abdul Karim (2010). Statistical Computational of Volatility in Financial Time Series Data, World Academy of Science, Engineering and Technology 62, 602-606.

5. Alsaidi M. Altaher, Mohd Tahir I (2010). A Comparison of some Thresholding Selection Methods for Wavelet Regression, World Academy of Science, Engineering and Technology 62, 69-74

6. S. Al Wadi, Mohd Tahir., I, S. A. A. Karim (2010). Volatility Computational in Financial Time Series Data Based on Wavelet Transforms, International Journal of Mathematics and Computation, 102-113.

7. S. Al Wadi, Mohd Tahir., I, S. A. A. Karim (2010), A Comparison between Haar Wavelet Transformation and Fast Fourier Transformation in Analyzing Insurance Time Series Data. Research Journal of Applied Sciences,5(5), 352-360.

8. Mohd Tahir, I and Rosmanjawati, A.R. (2009). Modelling the Relationships between US and Selected Asian Stock Markets. World Applied Sciences Journal 7 (11): 1412-1418.

9. Mohd Tahir, I and Zaidi, I (2009). A Study of Nonlinear Relationships Between World Oil Price and Malaysian Stock Price. Journal Of International Economic Review, 2(1-2): 63-76.

10. Mohd Tahir, I and Zaidi, I (2009). Modelling the Interactions of Stock Price and Exchange Rate in Malaysia, Singapore Economic Review, 54(4), 605-619.

11. Samsul Ariffin, A. K. and Mohd Tahir, I (2009). Compression of Chemical Signals Using Wavelet Transform. European Journal of Scientific Research, 36(4), 513-520.

12. Samsul Karim, A. K., Mohd Tahir. I, B.A. Karim, and Z. Yaacob. (2008): Compression Time Series Data Using Daubechies Wavelet, Unikl Research Journal Vol 1(1), 186-196

13. Mohd Tahir, I and Zaidi, I (2008). Modeling Nonlinear Interaction among Selected ASEAN Exchange Rates, Journal of Probability and Statistical Science, 6(1): 101-114.

14. Mohd Tahir, I and Zaidi, I (2008). Identifying Regime Shifts in Malaysian Stock Market Returns, International Research Journal of Finance and Economics, 15: 44-56.

15. Mohd Tahir, I and Zaidi, I (2008). Modelling Nonlinear Relationship among Selected ASEAN Stock Markets, Journal of Data Science, 6: 533-545.

16. Mohd Tahir, I and Zaidi, I (2007). Regime Shifts in Malaysian Exchange Rates, Malaysian Journal of Science, 26 (SKSM 14 Special Issue): 95-104.

17. Mohd Tahir, I and Zaidi, I (2007). Detecting Regime Shifts in Malaysian Exchange Rates. Journal of Fundamental Sciences 3: 211-224.

18. Mohd Tahir, I and Zaidi, I (2006). Modelling Exchange Rates Using Regime-Switching Models. Journal Sains Malaysiana 35: 55-62.

Proceedings

1. Sadam, Al Wadi, Mohd Tahir, I. and Samsul Ariffin, A. K (2010). Forecasting Financial Time Series Data Base on Wavelet Transforms and ARIMA Model. Regional Conference On Applied and Engineering Mathematics, 2-3 Jun 2010.

2. Alsaidi. M.A. and Mohd Tahir, I. (2010). Polynomial Wavelet Regression with Boundary Correction. Regional Conference On Applied and Engineering Mathematics, 2-3 Jun 2010

3. Sadam, Al Wadi, Mohd Tahir, I. and Samsul Ariffin, A. K. (2010). Discovering Structure Breaks In Amman Stock Market. International Conference On Fundamental and Applied Sciences 2010, 15-17 Jun 2010

4. Samsul Ariffin, A. K, Bakri, A. K. , Mohd Tahir, I, Mohammad Khatim, H., Jumat, S. (2010). Applications of Wavelet Method in Stock Exchange Problem. International Conference On Fundamental and Applied Sciences 2010, 15-17 Jun 2010 .

5. S. Al Wadi and Mohd Tahir I, (2010). Detecting the Regime Shift Via Wavelet Transform. Proceedings of The 2nd International Conference on Computer Engineering and Technology (ICCET 2010), Vol. 7.

6. Samsul Ariffin, A. K, Bakri, A. K. , Mohd Tahir, I, Mohammad Khatim, H., Jumat, S. (2010) Compression KLCI Time Series Data Using Wavelet Transform. World Engineering Congress 2010, 2nd – 5th August 2010, Kuching, Sarawak, Malaysia Conference on Electrical and Electronic Technology.

7. Sadam, Al Wadi, Mohd Tahir, I. and Samsul Ariffin, A. K. (2010). Forecasting Financial Time Series Data Base on Wavelet Transforms and Neural Network Model. International Conference on Mathematical Applications in Engineering (ICMAE’10), 3-5 August 2010, Kuala Lumpur, Malaysia.

8. Alsaidi. M.A. and Mohd Tahir, I. (2010). Robust Polynomial Wavelet Regression for Boundry Correction. International Conference on Mathematical Applications in Engineering (ICMAE’10), 3-5 August 2010, Kuala Lumpur, Malaysia.

9. N.A. Abdul Razak, R. Aripin and M. T .lsmail (2010), Denoising Malaysian Time Series Data: A Comparison Using Discrete and Stationary Wavelet Transforms, International Conference on Science and Social Research 2010 (CSSR 2010). 5th-7th December 2010.

10. N. N. Jatarona and M.T. Ismail (2010), Discovering Structural Break in Precious Metal Time Series Data, International Conference on Science and Social Research 2010 (CSSR 2010). 5th-7th December 2010

11. S. M. I. Alwadi, M. T. Ismail, S. A. A. Karim and Alsaidi Altaher (2010), Forecasting Volatility Data Base on Wavelet Transforms and ARIMA Model, International Conference on Science and Social Research 2010 (CSSR 2010). 5th-7th December 2010.

12. S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim (2009). A Comparison between Haar Wavelet Transform and Fast Fourier Transform in Analyzing Time Series Data. Proceedings of the 5th Asian Mathematical Conference 2009.

13. Mohd Tahir, I and Zetty Ain, K. (2009) Modelling the Interaction between Crude Oil Price and other Commodities Price. Proceedings of International Conference of Mathematical Sciences (ICMS), Maltepe University, Istanbul, Turkey, 2009

14. Mohd Tahir, I and Rosmanjawati, A. R. (2009). Modelling the Relationships between US and Selected Asian Stock Markets. Proceedings of International Conference on Mathematics, Statistics, and their Applications (ICMSA 2009).

15. Mohd Tahir Ismail (2009). Modelling the Impact of US Stock Market on ASEAN Countries Stock Markets. ICCS-X: Tenth Islamic Countries Conference on Statistical Sciences, Cairo, Egypt.

16. S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim(2009). A Study of Structure Breaks in Amman Stocks Market by using Wavelet Transform. ICCS-X: Tenth Islamic Countries Conference on Statistical Sciences, Cairo, Egypt.

17. S. Al wadi, Mohd Tahir Ismail and Samsul Ariffin Abdul Karim(2009). A Comparison between Daubechies Wavelet Transform and Fast Fourier Transform in Analyzing Insurance Time Series Data. Proceeding of ICORAFFSS, the ZON Regency Hotel, Johor Bahru, Malaysia, 2-4 June 2009.

18. Samsul Ariffin Abdul Karim, Mohd Tahir Ismail and Bakri Abdul Karim(2008). Denoising Non-Stationary Time Series Data Using Daubechies Wavelet. Seminar Kebangsaan Matematik & Masyarakat 2008.

19. Samsul Ariffin Abdul Karim, Rohana Adnan dan Mohd. Tahir Ismail(2008). Application of Wavelet Transform in Chemistry. Seminar on Science and Technology 2008.

20. Husna Hasan, Mohd. Tahir Ismail, Ahmad Abd. Majid dan Jamaludin Md. Ali (2008). Penghayatan Matematik Di Luar Bilik Darjah. Prosiding Simposium Kebangsaan Sains Matematik ke-16, 2-6 Jun 2008

21. Samsul Ariffin bin Abdul Karim, Mohd Tahir Ismail, Rohana Adnan (2008). Denoising Chemical Signals Using Wavelet Transform. Seminar Kebangsaan Aplikasi Sains dan Matematik 2008 (SKASM2008) Batu Pahat, Johor, 24-25 November 2008.

22. Samsul Ariffin Abdul Karim, Mohd Tahir Ismail (2008). Denoising Time Series Data Using Daubechies Wavelet Packet Transformation. The 3rd International Conference on Mathematics and Statistics (ICoMS-3) Institut Pertanian Bogor, Indonesia 5-6 August 2008.

23. Mohd Tahir Ismail, Samsul Ariffin Abdul Karim (2008). Wavelet Method In Statistics. Prosiding Simposium Kebangsaan Sains Matematik ke-16 2-5 Jun 2008.

24. Mohd Tahir Ismail (2008). Detecting And Modelling Nonlinear Behaviour In Commodity Price Time Series. Prosiding Simposium Kebangsaan Sains Matematik ke-16 2-5 Jun 2008.

Chapter in book

1. Mohd Tahir Ismail., S. Al Wadi and Samsul Ariffin Abdul Karim (2010). Forecasting Malaysia Stock Market Based on Wavelet Transformation Using Box-jenkins Model in M. T. Ismail and A. Mustafa (Eds.): Research in Mathematics and Economics, pp. 3-9, ISBN: 978-967-394-007-3. 

Books / Proceedings

1. Ahmad Izani Md. Ismail,Yahya Abu Hasan, Adli Mustafa, Zarita Zainuddin Hailiza Kamarul Hail, Norhashidah Awang, Mohd Tahir Ismail (eds.), Proceedings of the 3rd IMT-GT 2007 Regional Conference on Mathematics, Statistics and Applications Penang (2008), p1085.

2. Mohd Tahir Ismail and Adli Mustafa (eds) 5th Asian Mathematical Conference Proceedings (Volume III), June 2009, ISBN: 978-967-5417-55-9

3. Mohd Tahir Ismail and Adli Mustafa (eds) (2010) Research in Mathematics and Economics, , ISBN: 978-967-394-007-3.

Other Relevant Information

1. Editors-in-chief- Journal of Theoretical & Applied Statistics

2. Member of Editors- International Research Journal of Applied Finance

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