Novriana Sumarti

About Novriana Sumarti

Novriana Sumarti, With an exceptional h-index of 10 and a recent h-index of 8 (since 2020), a distinguished researcher at Institut Teknologi Bandung, specializes in the field of Numerical Analysis, Mathematical Finance, Optimization, Education.

His recent articles reflect a diverse array of research interests and contributions to the field:

A method for finding numerical solutions to Diophantine equations using Spiral Optimization Algorithm with Clustering (SOAC)

The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic

Dynamic Models of Banking Using a System of Deterministic Differential Equations

Stock and Structured Warrant Portfolio Optimization Using Black-Litterman Model and Binomial Method

Solving Constrained Mean-Variance Portfolio Optimization Problems Using Spiral Optimization Algorithm

Approximate solution for barrier option pricing using adaptive differential evolution with learning parameter

An Approximate Optimization Method for Solving Stiff Ordinary Differential Equations With Combinational Mutation Strategy of Differential Evolution Algorithm

A Simulation of Optimal Model on Fractional Aircraft Ownership (FAO) Management

Novriana Sumarti Information

University

Position

Associate Professor of Mathematics

Citations(all)

296

Citations(since 2020)

183

Cited By

152

hIndex(all)

10

hIndex(since 2020)

8

i10Index(all)

10

i10Index(since 2020)

5

Email

University Profile Page

Google Scholar

Novriana Sumarti Skills & Research Interests

Numerical Analysis

Mathematical Finance

Optimization

Education

Top articles of Novriana Sumarti

A method for finding numerical solutions to Diophantine equations using Spiral Optimization Algorithm with Clustering (SOAC)

Applied Soft Computing

2023/9/1

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Adhe Kania
Adhe Kania

H-Index: 3

The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic

arXiv preprint arXiv:2301.09261

2023/1/23

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Dynamic Models of Banking Using a System of Deterministic Differential Equations

Available at SSRN 4213241

2023

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Stock and Structured Warrant Portfolio Optimization Using Black-Litterman Model and Binomial Method

MENDEL

2023/12/20

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Solving Constrained Mean-Variance Portfolio Optimization Problems Using Spiral Optimization Algorithm

International Journal of Financial Studies

2022/12/20

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Approximate solution for barrier option pricing using adaptive differential evolution with learning parameter

Mendel

2022/12/20

Novriana Sumarti
Novriana Sumarti

H-Index: 4

An Approximate Optimization Method for Solving Stiff Ordinary Differential Equations With Combinational Mutation Strategy of Differential Evolution Algorithm

MENDEL

2022/12/20

Novriana Sumarti
Novriana Sumarti

H-Index: 4

A Simulation of Optimal Model on Fractional Aircraft Ownership (FAO) Management

MENDEL

2022/12/20

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Mathematical model in Islamic mortgage financing with murabahah and musharakah mutanaqisah contracts

AIP Conference Proceedings

2022/12/19

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Implementation of real options with learning process on Bitcoin mining project

AIP Conference Proceedings

2021/11/18

Novriana Sumarti
Novriana Sumarti

H-Index: 4

The application of simulated annealing method in optimizing Profit-Loss Sharing ratio with Vasicek model

AIP Conference Proceedings

2021/11/18

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Literature study on sharia mathematical finance

2021/11/18

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Solving systems of ordinary differential equations using differential evolution algorithm with the best base vector of mutation scheme

Journal of Abstract and Computational Mathematics

2016/6

Solving some ordinary differential equations numerically using differential evolution algorithm with a simple adaptive mutation scheme

AIP Conference Proceedings

2021/2/26

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Computer Research and Modeling

COMPUTER

2022

Analyzing a macroprudential instrument during the COVID-19 pandemic using border collision bifurcation

Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

2021

Novriana Sumarti
Novriana Sumarti

H-Index: 4

An algorithm for simulating the banking network system and its application for analyzing macroprudential policy

Компьютерные исследования и моделирование

2021

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Dynamics of bank’s balance sheet: A system of deterministic and stochastic differential equations approach

International Journal of Mathematics and Computer Science

2021

Novriana Sumarti
Novriana Sumarti

H-Index: 4

Mathematical models for assessing vaccination scenarios in several provinces in Indonesia

Infectious Disease Modelling

2021/1/1

Analysis of premium for BPJS health insurance on Dengue Homorrhagic Fever casualties in four cities in Indonesia

AIP Conference Proceedings

2020/9/22

Novriana Sumarti
Novriana Sumarti

H-Index: 4

See List of Professors in Novriana Sumarti University(Institut Teknologi Bandung)

Co-Authors

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