Mohd Tahir Ismail

 Tahir1

Assoc. Prof. Dr. Mohd Tahir Ismail
PhD Statistics, Universiti Kebangsaan Malaysia.
MSc Statistics, Universiti Sains Malaysia.
B. App. Sc Applied Statistics, Universiti Sains Malaysia.

Email: m.tahir@usm.my | Room No.: 131 | Phone: 04-6532071

ORCID: https://orcid.org/0000-0003-2747-054X

Overview

Overview:

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 and forecasting 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).

Selected publications:

  1. Mohd Tahir Ismail, Ahmad M. Awajan (2017), A new hybrid approach EMD-EXP for hort-term forecasting of daily stock market time series data. Electronic Journal of Applied Statistical Analysis, 10, 307-327.
  2. Mohd Tahir Ismail, Buba Audu, Mohammed Musa Tumala (2016), Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets.The Journal of Finance and Data Science,2, 254-264.
  3. Noor Wahida Md Junus, Mohd Tahir Ismail, Zainudin Arsad (2015). Climate and festival effects on Penang road accidents, Jurnal Teknologi, 78, 135-144.
  4. Phoong Seuk Wai, Mohd Tahir Ismail, Sek Siok Kun (2014) Linear Vector Error Correction Model Versus Markov Switching Vector Error Correction Model to Investigate Stock Market Behaviour, Asian Academy of Management Journal of Accounting and Finance, 33-149

Research Interest:

1.Financial Time Series

2.Econometrics

3.Applied Statistics

Tahir2

 

Teaching and Supervision

 

Teaching

No. Course Code Course Name
1. MST567 Categorical Data Analysis
2. MST565 Linear Models
3. MAA161 Statistics for Science Students

Supervision

Level Name Title
Doctorate
  1. Noor Wahida Md Junus


  2. Buba Audu


  3. Lalitha Dhamotharan


  4. Amel Abdoullah Ahmed Dghais

  5. Abobaker Mohamed Jaber

  6. Nor Azuana Binti Ramli


  7. Phoong Seuk Wai


  8. Phoong Seuk Yen


  9. Alsaidi Almahdi Mohamed Altaher

  10. Sadam Mahmoud Issa Alwadi

Modeling Malaysian Road Accidents: The Structural Time Series Approach

Forecasting Stock Market Volatility using Wavelet Transformation Algorithm of GARCH Model


A Wavelet Approach for Analysing the Relationship between Exchange Rate and Interest Rate Differential

The Causal Relationship between Stock Markets A wavelet Transform-Based Approach

On Automatic Boundary Corrections Using Empirical Mode Decomposition

Modeling Early Warning System Using Combination Of Logit Model And Nearest Neighbour Tree For Predicting Currency Crisis

A Study Of Relationship Between Commodity Price And Stock Price Using Ms-VAR And Ms-VECM Models

Modeling The Relationship Between Rubber Price, Exchange Rate And Stock Price: A Finite Mixture Model

Robust Wavelet Regression with Automatic Boundary Correction

Wavelet Methods For Modelling Amman Stock Market Index

Masters

(Research)

  1. Muhammad Zulhafiz Zulkurnain

  2. Nur Wahyu Izzati Abdul Aziz

Early Warning System using Markov Switching Regime on Selected Banks in Malaysia

Exchange Rate and its Determinants: A Finite Mixture Analysis

Bachelors
  1. Tan Lea Lui, Chu Mei Wei

  2. Lim Ying Ming,Lee Siew Yong

  3. Hazel Lim Siew Mae, Low Rue Ning

  4. Nurul Nasuha Shaharuddin

Modelling the relationship between us dollar and Asia currencies

Modelling the relationship between Malaysia exchange rate and sectorial stock market indices

Carbon dioxide emission, primary energy consumption and macroeconomic variables

Time series modelling on Malaysia agriculture import and export

 

Research

Research Grants
  1. The extension of indicator saturation approach in GARCH Model to detect structural break and outliers: Empirical evidence in Malaysia Shariah-compliant Indices, FRGS, 2017-2019.
Possible Research Titles
  1. Forecasting time series data using decomposition methods
  2. Panel data analysis/Spatial panel data analysis
  3. Structural Breaks, long memory and heteroscedasticity of time series data
  4. Statistical time series modelling

List of publications:

Published papers:

  1. Mohd Tahir Bin Ismail, 2017, The spatial impact of neighbouring on the exports activities of COMESA countries by using spatial panel models, Journal of Physics: Conference Series.
  2. Mohd Tahir Bin Ismail, 2017, A hybrid emd-ma for forecasting stock market index, Italian Journal of Pure and Applied Mathematics.
  3. Mohd Tahir Bin Ismail, 2017, A Hybrid Approach EMD-HW for Short-term Forecasting of Daily Stock Market Time Series Data, AIP Conference Proceedings, 1870.
  4. Mohd Tahir Bin Ismail, 2017, The Dynamic Relationship between Bursa Malaysia Composite Index and Macroeconomic Variables, AIP Conference Proceedings, 1870.
  5. Mohd Tahir Bin Ismail, 2017, Forecasting Time Series Using EMD-HW Bagging, International Journal of Statistics and Economics.
  6. Mohd Tahir Bin Ismail, 2017, Malaysia Road Accidents Influences Based on Structural Time Series Analysis, Applied Mathematics & Information Sciences.
  7. Mohd Tahir Bin Ismail, 2017, Modeling the relationship between Malaysia exchange rate and sectoral stock market indices, Journal of Engineering and Applied Sciences.
  8. Mohd Tahir Bin Ismail, 2017, Stationarity and Cointegration between Health Care Expenditure and GDP for Jordan, American Journal of Applied Sciences.
  9. Mohd Tahir Bin Ismail, 2017, The determinants of electricity consumption for ASEAN countries, Malaysian Journal of Fundamental and Applied Sciences.
  10. Mohd Tahir Bin Ismail, 2017, Multiresolution analysis of Bursa Malaysia KLCI time series, AIP Conference Proceedings 1847.
  11. Mohd Tahir Bin Ismail, 2017, A Hybrid Approach EMD-MA for Short-Term Forecasting of Daily Stock Market Time Series Data, Journal of Internet Banking and Commerce.
  12. Mohd Tahir Bin Ismail, 2017, A new hybrid approach EMD-EXP for short-term forecasting of daily stock market time series data, Electronic Journal of Applied Statistical Analysis (EJASA).
  13. Mohd Tahir Bin Ismail, 2017, The dynamic relationship between selected asean stock markets and their macroeconomic variables, Journal of Fundamental and Applied Sciences.
  14. Mohd Tahir Bin Ismail, 2017, Modeling Relationship Between Stock Market of UK and MENA Countries: A Wavelet Transform and Markov Switching Vector Error Correction Model Approach, Proceedings of the International Conference on Computing, Mathematics and Statistics (iCMS 2015).

Other

Training & Conferences

  1. International Seminar on Mathematics in Industry (ISMI2017)
  2. Simposium Kebangsaan Sains Matematik ke 25
  3. ICGPA International Conference 2017 and Workshop
  4. Data Mining: Practical Machine Learning Tools and Techniques using WEKA
  5. International Conference on Forecasting Economic and Financial Systems

Bodies & Professional

  1. Malaysian Mathematical Sciences Society (PERSAMA)
  2. Malaysia Institute of Statistics (ISM)

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