Muhammad Jaffri Mohd Nasir

Curriculum Vitae

Updated: November 20, 2025

Personal Details

NationalityMalaysian AffiliationFaculty of Entrepreneurship and Business, Universiti Malaysia Kelantan Emailmjaf89@yahoo.com.my or jaffri.mn@umk.edu.my Websitehttp://jaffrinasir.netlify.app/ ResearchGateResearchGate profile G. ScholarGoogle Scholar profile ORCiD0000-0001-9423-0218

Education

PhD. in Mathematics and Statistics (2015–2020)
The University of Western Australia, Perth, Australia
Fully sponsored by the Ministry of Higher Education Malaysia.
Status: Passed after revisions from examiners.
MSc. in Applied Statistics (2012–2013)
Universiti Teknologi MARA, Malaysia
Partially sponsored by the People's Trust Council (MARA).
Coursework with thesis.
BSc. in Statistics (2008–2011)
Universiti Teknologi MARA, Malaysia
Fully sponsored by the Public Service Department Malaysia (JPA).

Research Areas and Interests

Research Area: Time series, Econometrics, Computational statistics, Statistical learning, Applied statistics for business, finance, social sciences and epidemiology.

Research Interest:
  • Efficient low and high-dimensional model selection.
  • Estimation of change-points, thresholds.
  • Markov chain and stochastic processes.
  • Statistical inference and optimizations.
  • Machine and Statistical learning.
  • Graphical, latent variables modeling and analysis.
  • Item response theory.

Work Experiences

Senior Lecturer (2024–Now)
Universiti Malaysia Kelantan, Malaysia
Lecturer (2021–2024)
Universiti Malaysia Kelantan, Malaysia
Part Time Lecturer (2019)
Universiti Malaysia Kelantan, Malaysia
Young Lecturer (2013–2021)
Universiti Malaysia Kelantan, Malaysia

Skills

Languages

Bahasa Malaysia (Mother tongue)
English (Fluent), IELTS (Academic): 7.0 (June 26, 2014)

Programming

R, Python, Julia, C++, Bash scripts, JAMstack.

Software

RStudio, SPSS, Github, LATEX, Anaconda & Jupyter Notebook.

Conferences and Workshops

(List of attended conferences and workshops)

  1. A brief introduction and application of RCpp package: Making R execution faster, Malaysia R confeRence 2024, HUSM, Kelantan, Malaysia (27 October 2024) — Speaker.
  2. Introduction to Machine Learning and Data Visualization using Orange Software, HUSM, Kelantan, Malaysia (15 August 2024) — Participant.
  3. Adaptive LASSO with Coordinate Gradient Descent Algorithm for M-BEKK-ARCH(q) Model, International Conference on Applied and Industrial Mathematics and Statistics 2023, Pahang, Malaysia (21–22 August 2023) — Presenter.
  4. Data Science with Visual Programming For Non-Coder with KNIME, Malaysia (22 June 2023) — Participant.
  5. confeRence 2020, Malaysia (21–22 November 2020) — Participant.
  6. Australian Statistical Conference 2016, Canberra, Australia (5–8 Dec, 2016) — Participant.
  7. Young Statistician Conference, 2015, Perth, Australia (29 Sep, 2015) — Participant.

Members

  1. Malaysia Board of Technologist (MBOT) — Graduate Technologist (GT25110465)
  2. Institute of Statistics Malaysia (ISMy), (2025–2026) — Regular member.
  3. Statistical Society of Australia (SSAI) — Lifetime Forum Member.

Publications

Journal Article

1. Nasir, M. J. M., Nair, G., Khan, R. N., Nur, D. (2025). Coordinate Gradient Descent Algorithm in Adaptive LASSO for pure ARCH and pure GARCH models, Computational Statistics, 40, 3527–3561.Link: https://doi.org/10.1007/s00180-025-01642-1
2. Damanhuri, N. H., Hairi, N.N., Ismail M., Jeganathan R., Karalasingam S. D., Nasir, M. J. M., Soelar S. A., Musa K. I. & Ismail T. A. T. (2024). Spontaneous Preterm Births in Malaysia: Are There Modifiable Antenatal Risk Factors?, Cureus: Journal of Medical Science, 16(4), e59152.Link: https://doi.org/10.7759/cureus.59152
3. Berahim M., Samsudin N. A., Mustapha A., Salleh R. M., Nasir M. J. M. (2024). Bag-Based Feature-Class Correlation Analysis for Multi-Instance Learning Application, COMPENDIUM by paperASIA, 40(1b), 51–61.Link: https://doi.org/10.59953/paperasia.v40i1b.57
4. Nasir, M. J. M., Nair, G., Khan, R. N., Nur, D. (2023). Active-Set Based Block Coordinate Descent Algorithm in Group LASSO for Self-Exciting Threshold Autoregressive Model, Statistical Papers 65, 2973–3006.Link: https://doi.org/10.1007/s00362-023-01472-7
5. Senin, M. H., Sopian, M. M., Shaharuddin, B., Nasir, M. J. M. (2024). Development and validation of informed consent for blood transfusion questionnaire, Asian Journal of Transfusion Science 18(1), 35–44.Link: https://doi.org/10.4103/ajts.ajts 176 21

Conference Proceedings

1. Nasir, M. J. M., Nair, G., Khan, R. N., Nur, D. (2024). Adaptive LASSO with Coordinate Gradient Descent Algorithm for M-BEKK-ARCH(q), for International Conference on Applied and Industrial Mathematics and Statistics 2023 (ICoAIMS 2023), AIP Conference Proceedings. 3128, 080001.Link: https://doi.org/10.1063/5.0213476

Book Chapters

1. Omar, R. N. J., Aziz, R. C., Hashim, N. A. A. N., Zain, E. N. M., Azmi, N. F., Daud, R. R. R., Mahshar, M., Nasir, M. J. M. (2021). E-Learning as a Tool for Teaching and Learning in Higher Education, In New Horizons in Education and Social Studies (Vol. 8), 156–166, Book Publisher International.Link: https://doi.org/10.9734/bpi/nhess/v8/1578C

Unpublished

1. Nasir, M. J. M. (2020), LASSO-type estimations for threshold autoregressive and heteroscedastic time series models, PhD. thesis, The University of Western Australia (Supervised by Dr. Gopalan Nair (UWA, Main), Dr. Nazim Khan (UWA, Co) and Dr. Darfiana Nur (Curtin Uni, External)).Link: https://doi.org/10.26182/jmte-2z55
2. Nasir, M. J. M. (2013), Comparison of ordinary and robust harmonic regression in fitting daily mean sea level of west and east peninsular Malaysia, Master's thesis, Universiti Teknologi MARA (Supervised by Assoc. Prof. Dr. Sayang Mohd Deni (UiTM)).
Link

References

1. Dr. Gopalan Nair

Senior Lecturer

Department of Mathematics and Statistics, School of Physics, Mathematics and Computing, The University of Western Australia.

Email: gopalan.nair@uwa.edu.au

2. Dr. R. Nazim Khan

Senior Lecturer

Department of Mathematics and Statistics, School of Physics, Mathematics and Computing, The University of Western Australia.

Email: nazim.khan@uwa.edu.au

3. Dr. Darfiana Nur

Adjunct Senior Lecturer

Department of Mathematics and Statistics, School of Physics, Mathematics and Computing, The University of Western Australia.

Email: darfiana.nur@uwa.edu.au

4. Dr. Ahmad Ridhuwan Abdullah

Senior Lecturer

Faculty of Entrepreneurship and Business, Universiti Malaysia Kelantan.

Email: ridhuwan.a@umk.edu.my