Research & Projects

My PhD research is on learning and interactions in financial stochastic games, supervised by Leandro Sánchez-Betancourt and Álvaro Cartea. I'm particularly interested in the interplay between stochastic filtering and games in partial information settings.

Research experience

• Future Research Talent (Jun-Aug 2022)
  The Mathematical Sciences Institute - the Australian National University
  Topics: stochastic differential equations, Doss-Sussman method and Wong-Zakai approximations
  Supervisor: Dr Pierre Portal
  Report: click here

• Research assistant to Novriana Sumarti (Jan 2022-Present)
  Topic: banking dynamics, financial mathematics

• Research assistant to Wono Setya Budhi and Denny Ivanal Hakim (Feb-Jun 2021)
  Topics: Fourier and wavelets analysis, Morrey spaces

Preprints

• N. Sumarti, M. A. Aqsha, and M. F. Ansori. “Dynamic models of banking using a system of deterministic differential equations”. (2022). DOI

• I. Magdalena, A. H. R, Dewabrata, A. M. A. Matin, A. Clarissa, and M. A. Aqsha. “A mathematical formulation for estimating maximum run-up height of 2018 Palu tsunami”. DOI

Theses

• Master's thesis (2022)
  Title: A model of banking's dynamics using a system of deterministic differential equations with sensitivity and stability analysis
  Supervisor: Novriana Sumarti
  Abstract: click here

• Bachelor's thesis (2021)
  Title: The boundedness of band-limited wavelet decomposition operator in Morrey spaces
  Supervisor: Wono Setya Budhi & Denny Ivanal Hakim
  Abstract: click here

Others

• Cryptocurrency modelling (2020)
  For MA3271 Mathematical Modelling final project
  Supervisor: Fajar Yuliawan
  Repository: click here

• Plastic waste management: a regional income approach (2020)
  For 2020 MCM/ICM Problem E
  Supervisor: Edy Soewono, Nuning Nuraini, Rudy Kusdiantara
  Paper: click here
  Award: Honorable Mention