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Dr. Mohammed Alhagyan
Dr. Mohammed Alhagyan
Prince Sattam bin Abduaziz University
Verified email at psau.edu.sa
Title
Cited by
Cited by
Year
Computational assessment of MHD Carreau tri-hybrid nano-liquid flow along an elongating surface with entropy generation: A comparative study
S Nandi, Z Iqbal, M Alhagyan, NA Ahammad, NAM Albasheir, A Gargouri, ...
Case Studies in Thermal Engineering 50, 103420, 2023
172023
Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model
M Alhagyan, M Misiran, Z Omar
Far East Journal of Mathematical Sciences 99 (2), 221, 2016
132016
Bioconvection study of MHD hybrid nanofluid flow along a linear stretching sheet with Buoyancy effects: Local Non-Similarity Method
U Farooq, A Jan, SO Hilali, M Alhagyan, A Gargouri
International Journal of Heat and Fluid Flow 107, 109350, 2024
122024
The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro
M Alhagyan
Alexandria Engineering Journal 61 (12), 9601-9608, 2022
122022
Forecasting the performance of Tadawul all share index (TASI) using geometric Brownian motion and geometric fractional Brownian motion
M Alhagyan, F Alduais
Adv. Appl. Stat 62 (1), 55-65, 2020
122020
Geometric fractional Brownian motion perturbed by fractional Ornstein-Uhlenbeck process and application on KLCI option pricing
M Alhagyan, A Kharj
Open Access Library Journal 3 (08), 1, 2016
112016
Design of intelligent hybrid NAR-GRNN paradigm for fractional order VDP chaotic system in cardiac pacemaker with relaxation oscillator
AH Bukhari, MAZ Raja, H Alquhayz, MZM Abdalla, M Alhagyan, ...
Chaos, Solitons & Fractals 175, 114047, 2023
92023
On effects of stochastic volatility and long memory towards mortgage insurance models: an empirical study
M Alhagyan, M Misiran, Z Omar
Advances and Applications in Statistics 66 (2), 165-174, 2021
72021
Bayesian estimates based on record values under weighted LINEX loss function
F Al-Duais, M Alhagyan
Pakistan Journal of Statistics and Operation Research, 11-19, 2020
72020
Discussions on continuous stochastic volatility models
M Alhagyan, M Misiran, Z Omar
Global and Stochastic Analysis 7 (1), 55-64, 2020
72020
Modeling financial environments using geometric fractional Brownian motion model with long memory stochastic volatility
MKM Alhagyan
Universiti Utara Malaysia, 2018
72018
Incorporating stochastic volatility and long memory into geometric Brownian motion model to forecast performance of Standard and Poor’s 500 index
M Alhagyan, MF Yassen
AIMS Math 8, 18581-18595, 2023
52023
The effect of incorporating memory and stochastic volatility into geometric brownian motion in forecasting the performance of Tadawul All Share Index (TASI)
A Abbas, M Alhagyan
Advances and Applications in Statistics 74, 47-62, 2022
52022
Content analysis of stochastic volatility model in discrete and continuous time setting
M al-Hagyan, M Misiran, Z Omar
Research Journal of Applied Sciences, Engineering and Technology 10 (10 …, 2015
52015
Optimizing control efficiency in discrete-time multi-agent systems via event-triggered containment techniques combining disturbance handling and input delay management
H Louati, AUK Niazi, MEE Dalam, WU Hassan, KH Khan, M Alhagyan
Heliyon 10 (14), 2024
32024
Resolvability in Subdivision Graph of Circulant Graphs
SAUH Bokhary, K Wahid, U Ali, SO Hilali, M Alhagyan, A Gargouri
Symmetry 15 (4), 867, 2023
32023
Forecasting exchange rate of SAR/CNY by incorporating memory and stochastic volatility into GBM model
A Abbas, M Alhagyan
Advances and Applications in Statistics 86 (1), 65-78, 2023
32023
Nonlinear programming to determine best weighted coefficient of balanced LINEX loss function based on lower record values
FS Al-Duais, M Alhagyan
Complexity 2021 (1), 5273191, 2021
32021
Forecasting the Performance of the Energy Sector at the Saudi Stock Exchange Market by Using GBM and GFBM Models
M Alhagyan
Journal of Risk and Financial Management 17 (5), 182, 2024
22024
A theoretical investigation of Caputo variable order fractional differential equations: existence, uniqueness, and stability analysis
NA Albasheir, A Alsinai, AUK Niazi, R Shafqat, Romana, M Alhagyan, ...
Computational and Applied Mathematics 42 (8), 367, 2023
22023
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Articles 1–20