About
Muhammad Jaffri Mohd Nasir is a senior lecturer at Universiti Malaysia Kelantan. His research interests include change-point and threshold estimation, probability theory, optimization in statistics, and applied statistical methods.
Education
PhD in Mathematics and Statistics
The University of Western Australia, Perth, Australia
MSc in Applied Statistics
Universiti Teknologi MARA, Malaysia
BSc in Statistics
Universiti Teknologi MARA, Malaysia
Research interests
Time series, econometric modelling and inference
Change-point and threshold estimation
Graphical modelling and analysis
Markov and stochastic processes
Mathematical optimization in statistics
Item response theory
Machine and statistical learning
Applied statistics for business, finance, social sciences and epidemiology
Experience
Senior Lecturer
Universiti Malaysia Kelantan
Teaching, research, and academic service in statistics and applied statistical methods.
Education
PhD in Mathematics and Statistics
The University of Western Australia, Perth, Australia
MSc in Applied Statistics
Universiti Teknologi MARA, Malaysia
BSc in Statistics
Universiti Teknologi MARA, Malaysia
Selected Publications
(2025).
Coordinate Gradient Descent Algorithm in adaptive LASSO for pure ARCH and pure GARCH Models.
Computational Statistics.
(2024).
Adaptive LASSO with Coordinate Gradient Descent Algorithm for M-BEKK-ARCH(q).
AIP Conference Proceedings, 3128, 080001.
(2024).
Spontaneous Preterm Births in Malaysia: Are There Modifiable Antenatal Risk Factors?.
Cureus: Journal of Medical Science.
(2024).
Bag-Based Feature-Class Correlation Analysis for Multi-Instance Learning Application.
COMPENDIUM by paperASIA.
(2023).
Active-Set Based Block Coordinate Descent Algorithm in Group LASSO for Self-Exciting Threshold Autoregressive Model.
Statistical Papers.
Contact
Universiti Malaysia Kelantan
Email: jaffri.mn@umk.edu.my
Email: jaffri.mn@umk.edu.my