Curriculum Vitae
ACADEMIC QUALIFICATION
- PHD, (Statistics)University of Bristol, UK
- MSC, (Statistics)Leeds University, Leeds, UK
- DIPED, (Education)Universiti Kebangsaan Malaysia (UKM)
- BSC (HONS), (MATEMATIK)Southampton University, UK
ADMINISTRATIVE DUTIES
- Undergraduate Statistics Program Coordinator16 Feb 2011 - present (Institute of Mathematical Sciences, Faculty of Science)
- Committee Member of JK Ijazah Tinggi Fakulti Sains01 Sep 2011 - present (Institute of Mathematical Sciences, Faculty of Science)
- Committee member of JK Pemeriksa Program Ijazah Dasar09 Dec 2011 - present (Institute of Mathematical Sciences, Faculty of Science)
- Committee member of JK Pemilihan Kemasukan sesi 2012/201307 Mar 2011 - present (Institute of Mathematical Sciences, Faculty of Science)
- Committee Member for JK Kerja Audit Program Ijazah Tinggi (JKAPIT), UM06 Aug 2012 - present (University Malaya)
- Director01 Jan 2018 - 31 Dec 2020 (Corporate Strategy Centre, Vice-Chancellor)
- Deputy Director01 Feb 2016 - 31 Jan 2018 (Corporate Strategy Centre, Vice-Chancellor)
- Acting Director02 Oct 2017 - 11 Dec 2017 (Corporate Strategy Centre, Vice-Chancellor)
- Deputy Director01 Feb 2013 - 31 Jan 2016 (Corporate Strategy Centre, Vice-Chancellor)
- University Malaya Senate Member17 Dec 2012 - 16 Dec 2015 (University Malaya)
- Deputy Dean01 Sep 2009 - 30 Nov 2009 (Dean Office, Faculty of Science)
- Acting Dean01 Jan 2009 - 31 Mar 2009 (Dean Office, Faculty of Science)
- Deputy Dean01 Sep 2006 - 31 Aug 2007 (Dean Office, Faculty of Science)
- Deputy Dean01 Jun 2006 - 31 Aug 2006 (Dean Office, Faculty of Science)
- Deputy Dean01 Apr 2006 - 31 May 2006 (Dean Office, Faculty of Science)
MEMBERSHIPS
- CHARTERED STATISTICIAN, MEMBER2013 to 2023 (International)
AWARD AND STEWARDSHIP
- ASIAN UNIVERSITIES ALLIANCES SCHOLARS AWARD 2019ASIAN UNIVERSITIES ALLIANCES, 2019 (International)
- PAMERAN REKACIPTA, PENYELIDIKAN DAN INOVASI (PRPI) 2014UNIVERSITI PUTRA MALAYSIA, 2014 (University)
- EXCELLENCE SERVICE AWARDUniversity of Malaya, 2012 (University)
- CERTIFICATE OF EXCELLENT SERVICEUniversity of Malaya, 2009 (University)
- EXCELLENCE SERVICE AWARDUniversity of Malaya, 2008 (University)
- CERTIFICATE OF EXCELLENT SERVICEUniversity of Malaya, 2007 (University)
- CERTIFICATE OF EXCELLENT SERVICEUniversity of Malaya, 2006 (University)
- KHIDMAT SETIA 20 AWARDUniversity of Malaya, 2006 (University)
- EXCELLENCE SERVICE AWARDUniversity of Malaya, 2005 (University)
- CERTIFICATE OF EXCELLENT SERVICEUniversity of Malaya, 2004 (University)
- EXCELLENCE SERVICE AWARDUniversity of Malaya, 2003 (University)
PUBLICATIONS
Article in Journal
WoS
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Arashi, M., Roozbeh, M., Hamzah, N. A., & Gasparini, M. (2021). Ridge regression and its applications in genetic studies. Plos One, 16(4), 17. doi: 10.1371/journal.pone.0245376
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Roozbeh, M., & Hamzah, N. A. (2020). Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors. Statistics, 54(3), 494-523. doi: 10.1080/02331888.2020.1764558
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Roozbeh, M., Arashi, M., Hamzah, N. A. (2020). Generalized Cross-Validation for Simultaneous Optimization of Tuning Parameters in Ridge Regression. Iranian Journal of Science and Technology Transaction a-Science, 44(2), 473-485. doi: 10.1007/s40995-020-00851-1
Others
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Kian Boon Law, Kian Meng Chang, Nor Aishah Hamzah, Kok Haur Ng & Tee Chuan Ong (2017). Fludarabine, High Dose Cytarabine and Granulocyte Colony-Stimulating Factor (FLAG) as Consolidation Chemotherapy in Older Patients with Acute Myeloid Leukemia: A Retrospective Cohort Study. Indian Journal of Hematology and Blood Transfusion (ISI-cited). ISSN:0971-4502 (Print version). ISSN: 0974-0449 (Electronic version). Doi:10.1007/212288-017-0790-3
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Mahdi Roozbeh and Nor Aishah Hamzah. (2016). Feasible robust estimator in restricted semiparametric regression models based on the LTS approach. Communications in Statistics - Simulation and Computation - in press.
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Alireza Bahiraie, Behzad Abbasi, Farahnaz Omidi, Nor Aishah Hamzah, Abdul Hadi Yaakub. 2015. Continuous time portfolio optimization. Int. J.Nonlinear Anal. Appl. 6(2): 103-112
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Nurul Sima Mohamad Shariff and Nor Aishah Hamzah (2015). A robust panel unit root test in the presence of cross sectional dependence. Journal of Modern Applied Statistical Methods, 14(2), 159-171.
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S.A.Abu Bakar, N.A.Hamzah, M.Maghsoudi & S.Nadarajah. Modelling loss data using composite models. Insurance, Mathematics and Economics.
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Ahmad Zubaidi Baharumshah, Siew-Voon Soon, Nor Aishah Hamzah (2013). Parity reversion in real interest rate in the Asian countries: Further evidence based on local- persistent model. Economic Modelling 35:634-642.
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Ahmad Zubaidi Baharumshah, Nor Aishah Hamzah and Shamsul Rijal Muhammad Sabri. 2011. Inflation Uncertainty and Economic Growth: Evidence from the LAD ARCH Model. Journal of Applied Statistics. 38(1):195-206
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Farhad Pourkalbassi, Alireza Bahiraie, Aishah Hamzah and Lee Chin. 2011. On the exchange rate behavior by PPP: A test on Malaysian Ringgit and US Dollar. African Journal of Business Management 5(17):7350-7356
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Anorshirvan Kazemnejad, Farid Zayeri, Nor Aishah Hamzah, Rasool Gharaaghaji & Masoud Salehi. 2010. A Bayesian analysis of bivariate ordered categorical responses using a latent variable regression model: Application to diabetic retinopathy data. Scientific Research and Essays Vol. 5(11), pp.1264 - 1273
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Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew and Nor Aishah Hamzah.2008. Real Interest Rate Parity in the ASEAN-5 Countries: A Non-linear Perspective. Applied Economic Letters 15(12):955-958
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C.H.Sim and N.A. Hamzah. 2008. Control Charts With Probability Limits, Malaysian Journal of Science 27(1):129-142.
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R.M. Yunus, Y.Z.Zubairi and N.A. Hamzah (2004), A robust approach to survival data. Jurnal Sains 11 (1). 38-46
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Nasir Ganikhodjaev, Noor Hasnah Moin, Wan Ainun Mior Othman, and Nor Aishah Hamzah. 2003. Trajectories of Random Quadratic Operators of the Random Mandelian Model of Heredity. Pertanika UPM 12(1):69-80
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Hamzah, N.A., and Yahaya, D. 2001. Bulletin of the Malaysian Mathematical Sciences Society 11(1). 93-102
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Qvist, R., Kshatriya, B.M., Hamzah, N.A, Mitin, A. and Zaini, A. 2000. Relationship between obesity and plasma lipoproteins in adolescents with different apolipoprotein E phenotypes. Biomed Res 11(1):93-102
Chapter in Books
- Aishah Hamzah and Mohammad Nasser. 2011. Robust regression estimation in Generalized Linear Models. Dlm Miodrag Lovric (pnyt). International Encyclopedia of Statistical Science, hlm. 1242-1244. Springer.
Article in Proceeding
- Md. Sabiruzzaman, Nor Aishah Hamzah and Ahmad Zubaidi Baharumshah. 2013. Locating Shifts in the Unconditional Variance of Time-Dependent Processes Using Multiscale Wavelet Periodogram, Proceeding of the National Symposium of Mathematical Sciences [ published by American Institute of Physics (AIP) (ISI)].
RESEARCH INTEREST
- Computer Simulation and Data Analysis
- Regression Diagnostics
- Applications of robust statistics in time series analysis
RESEARCH PROJECT
National
- 2020 - 2023, Others MOHE - Top 100 (IIRG)-FNWTop Down: Gene Expression Data Analysis: Towards Understanding Dna Damage And Repair Mechanisms In Crop Plants ( Principal Investigator(PI))
- 2020 - 2023, Others MOHE - Top 100 (IIRG)-FNWTop Down: Pursuing A Global Opportunity In Food And Agribusiness In Malaysia ( Co-Researcher)
- 2020 - 2022, FRGSModelling learners' growth for reducing math anxiety and building mathematical resilience, Multimedia University, Malaysia (MMU) ( Co-Researcher)
- 2020 - 2022, FRGSModelling learners' growth for reducing math anxiety and building mathematical resilience ( Co-Researcher)
- 2018 - 2020, Geran Penyelidikan Universiti Malaya (UMRG)Data Analytics In Demand-driven Decision Making: The Impact On Stem Education ( Principal Investigator(PI))
- 2012 - 2015, Fundamental Research Grant Scheme (FRGS)New Class of Statistical Models and Inference Techniques for Modelling and Data Analysis ( Consultant)
- 2013 - 2015, Fundamental Research Grant Scheme (FRGS)Monitoring Process Shifts using Robust Control Charts with Augmented Diagnostic Tools in the Presence of Contamination ( Consultant)
- 2013 - 2015, Geran Penyelidikan Universiti Malaya (UMRG)ACTUARIAL MODELLING FOR SKEWED LOSS DATA ( Principal Investigator(PI))
- 2010 - 2013, Geran Penyelidikan Universiti Malaya (UMRG)Outlier Detection in Time Series ( Principal Investigator(PI))
- 2011 - 2012, Geran Penyelidikan Universiti Malaya (UMRG)New genetic programming entropy algorithm for portfolio selection and option pricing measurements: new approach and software ( Principal Investigator(PI))
- 2008 - 2011, Geran Penyelidikan Universiti Malaya (UMRG)PANEL DATA ANALYSIS: PARAMETER ESTIMATION AND INFERENCE ( Principal Investigator(PI))
- 2008Statistical Modelling of Uncertainty in Time Series Data
CONSULTANCY PROJECT
- Kajian Laporan Petunjuk Sains, Teknologi dan Inovasi (Sti) Malaysia 2020, MASTIC20 Jul 2020 - 19 Mar 2021 (National)
- Science and Technology Knowledge Productivity in Malaysia - Bibliometric Study 2015, MASTIC, MINISTRY OF SCIENCE, TECHNOLOGY & INNOVATION (MOSTI) MALAYSIA01 Apr 2015 - 01 Apr 2015 (National)
- Invitation as An Expert and Lecturer in Design of Experiment: Statistician Point of View On Ndt & Experiments Course, AGENSI NUKLEAR MALAYSIA, MOSTI01 Jan 2014 - 01 Jan 2014 (National)
- Performance and Impact Assessment Study of R,D&C Programs, Mosti, Under The Ninth Malaysia Plan., MINISTRY OF SCIENCE, TECHNOLOGY & INNOVATION (MOSTI), MALAYSIA01 Jan 2012 - 01 Jan 2013 (National)
PAPER PRESENTED
INVITED SPEAKER
- STATISTICAL NETWORK & SPECIALIST COMMUNITIES IN DEVELOPING COUNTRIES, 62ND ISI WORLD STATISTICS CONGRESS 2019, ISI WORLD STATISTICS CONGRESS (International) (18 Aug 2019 - 23 Aug 2019)
- Test For Structural Changes In Unconditional Volatility Of A Time Series: An Outlier Treatment Approach, International Conference on Statistical Data Mining for Bioinformatics, Agriculture and Environment., Department of Statistics, Rajshahi University, Bangladesh (International) (22 Dec 2012 - 24 Jan 2013)
- Detecting Changes In Variance: The Relevance Of CUSUM Type Tests, 1st ISM International Statistical Conference (ISM-1 2012), Universiti Teknologi Malaysia (UTM) & Institut Statistik Malaysia (International) (04 Sep 2012 - 06 Sep 2012)
- Stylized fact, structural breaks and modeling volatility of financial time series, STATISTICAL CONCEPTS AND METHODS FOR THE MODERN WORLD, INSTITUTE OF APPLIED STATISTICS, SRI LANKA (International) (28 Dec 2011 - 30 Dec 2011)
PRESENTER
- Locating Shifts In The Unconditional Variance Of Time-Dependent Processes Using Multiscale Wavelet Periodogram, Simposium Kebangsaan Sains Matematik ke-21, Universiti Sains Malaysia & Persatuan Matematik Malaysia (PERSAMA) (National) (06 Nov 2013 - 08 Nov 2013)
OTHERS
- Dialogue classifiers to improve access to mental health, 138th European Study Group with industry (ESGI 138), Institute for Mathematical Innovation, University of Bath, United Kingdom (International) (16 Jul 2018 - 20 Jul 2018)
ACADEMIC/PROF. SERVICES
Evaluation
- (2019) to evaluate the new postgraduate programme in Statistics , (External Examiner)
- (2014) PhD: New procedure for fitting response surface model to experiments of type 4^q, 2^p*4^q and 3^p *4^q, (External Examiner)
- (2013) USM PhD thesis: New Test Statistics to assess the Goodness-of-fit of Logistic Regression Models, (External Examiner)
- (2013) Sains Malaysiana: A Unit Root Test Based on the Modified Least Squares Estimator, (Reviewer)
- (2013) MATEMATIKA Journal (UTM): The Application of Ridge Regression Diagonastic Method with Robust Estimation as a Remedy for Multicollinearity Caused by High Leverage Points, (Reviewer)
- (2012) Several new models for count data with applications in insurance, (External Examiner)
- (2012) Review abstracts for 1st ISM International Statistical Conference (ISM-1 2012), (Reviewer)
- (2011) PhD thesis: A Distribution Arising From A Random Walk On The Plane. Sim Shin Zhu, UM , (Internal Examiner)
- (2011) Promotion exercise to DS54, UTHM., (External Examiner)
- (2011) PhD thesis: Penilaian Kecekapan Pasaran dan Kemeruapan Dengan Menggunakan Data Lampau: Kajian Empirik Bagi Pasaran Saham Malaysia. Chin Wen Chong, UKM., (External Examiner)
- (2010) Evaluate research work submitted for promotion to the rank of Associate Professor DS54, UiTM. , (Reviewer)
- (2010) PhD thesis: Climate change and its impact on wheat production in Dinagpur district: Modeling and Quantitative Analysis. Syeda Jahanara Afrose, University of Rajshahi, Bangladesh., (External Examiner)
- (2008) PhD thesis: Evaluating and Comparing Volatility Forecast Using GARCH Models.Ahmed Ali Hassan, UKM., (External Examiner)
Contribution to external organisation
- (2022) Modelling Learners' Growth for Reducing Math Anxiety and Building Mathematical Resilience, National, (Research Fellow/Associate)
- (2021) Sarawak Civil Service 2021 Innovation Month: Breaking Through Norm, National, (Expert Advisor)
- (2021) Member of The Board of Studies, Department of Actuarial Science and Applied Statistics, National, (Technical Advisor)
- (2020) UMCDA Study Group with Industry (USGI), Malaysian Palm Oil Board (MPOB) & CODON GENOMICS (M'SIA), University
- (2019) CHAIR OF SPECIAL TOPIC SESSIONS , ISI WORLD STATISTICS CONGRESS 2019, International
- (2019) SCIENTIFIC RESEARCH VISIT - KING SAUD UNIVERSITY, RIYADH, ASIAN UNIVERSITIES ALLIANCE SCHOLARS AWARD 2019, International
- (2019) HIGHER EDUCATION PLANNING FORUM IN ASIA CO-CHAIR, HIGHER EDUCATION PLANNING IN ASIA ASSOCIATION (HEPA), Others
- (2019) Chair of Special Topic Sessions, 62nd ISI World Statistics Congress 2019, ISI WORLD STATISTICS CONGRESS
SUPERVISION
Postgraduate Student
PhD/ Doctoral
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(2011) New Insurance Premium Model In The Presence Of Insurer S Loss Limit, MASTOUREH MAGHSOUDI
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(2011) Modified ANT Colony Optimization Algorithms for Deterministic and Stochastic Inventory Routing Problems, LILY WONG
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(2010) Stylized facts, structural breaks and modeling volatility in financial time series, Md. Sabiruzzaman
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(2010) ON SPARSE MODELS AND APPLICATIONS TO GLMs, Alshqaq Shokrya Saleh A
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(2010) On cross-entropy genetic programming (CE-GP) in finance, Yasaman Izadparast
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(2010) Copula-Based Models for Financial Time Series, Azam Pirmoradian
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(2008) Time series modelling in the presence of structural breaks, Tan Siu Ching
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(2007) Panel Data Model Under Cross Section Dependence: A Robust Approach, Nurul Sima Md. Shariff
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(2004) L1-GARCH Models: Parameter estimations, performance measure and its applications, Shamsul Rijal bin Muhammad Sabri
Master
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(2014) SURVIVAL ANALYSIS IN ACUTE MYELOID, LAW KIAN BOON
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(2013) The Development of Matheuristics for Production-Inventory-Distribution Routing Problem, Dicky Lim Teik Chye
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(2010) On the application of fractals in finance, Farhad Pourkalbassi Esfahani
TEACHING
Master
- (2011) SJGM6364 - Robust Statistics
- (2011) SJGS6467 - Robust Statistics
Bachelor
- (2021) SIX1004 - Statistics
- (2021) SIX1016 - Statistics
- (2018) SIT3012 - Design and Analysis of Experiments
- (2013) SJEM3460 - Design and Analysis of Experiments
- (2012) SJES3460 - Design and Analysis of Experiments
- (2011) SJEM2280 - Appreciation of Mathematics
SOCIAL RESPONSIBILITY ACTIVITIES
- National Kidney Foundation, (01 May 2015 - 31 Dec 2020)