Biography

Dr. Dedi Rosadi received a Ph.D. degree from Vienna University of Technology, Vienna, Austria. His research interests are on the broad range of Statistics, Probability & Computational Statistics studies, He has published in top venues such as Statistical Papers, Computational Statistics, Computational Statistics and Data Analysis, Operations Research Perspectives, Neural Computing and Applications and Information Sciences.

Research Interest

His research interests are on the broad range of Statistics, Probability & Computational Statistics studies, including the various topics of Time Series and Econometrics with application on Finance, Data Science & Machine Learning and Biostatistics.

Educational Background

• PhD (Statistics/Econometrics), Vienna University of Technology, Austria (2004)
• MSc (Statistics/Applied Probability), University of Twente, The Netherlands (1999)
• BSc (Statistics), Universitas Gadjah Mada, Indonesia (1996

Working Experience

• Lecturer, Department of Mathematics, Universitas Gadjah Mada, Indonesia (1996-2025)
• Lecturer (part time), the Department of Statistics, Universitas Islam Indonesia, Yogyakarta. (August 1996 – December 2024)
• Lecturer (part time), Faculty of Economics and Business, Gadjah Mada University (August 2005 – September 2025
• Internship, KPN Research, Leidschendam, The Netherlands (December 1998 - June 1999)

Research Experience

During my previous career as a researcher, I received various competitive grants to do research projects in Statistics, Probability, and Financial Mathematics. My collaborator for research from Industry including some important national finance companies in Indonesia, such as. PT. Indonesia Bond Pricing Agency (https://www.phei.co.id/en-us/), PT Astra Digital (https://astradigital.id/), etc., and also the government institution, such as the Ministry of Finance of Indonesia (Directorate of Government Debt Management (DGDM) and also Fiscal Policy Agency), and also international agency, such as World-Wide Fund for Nature (WWF)- Indonesia. The research grant i receive in either the competitive grant from national level of Indonesia, or from international level such as the prestigious ASIA-UNINET Austria Short Term Research Visit (2014), prestigious Bern Rode Award from ASIA-UNINET Austria (2017) for research achievement, see https://asea-uninet.org/scholarships-grants/bra-laureates-2017/ and the prestigious Ernst Mach Grant, Nachbetreuungsstpendium/ EZA funding from Austrian Government (2023).

Representative Publications

Only selected peer reviewed publications. Complete list of publications can always be seen in the following links:
https://www.scopus.com/authid/detail.uri?authorId=14010043700
https://scholar.google.com/citations?hl=id&user=kys4nF0AAAAJ&view_op=list_works&sortby=pubdate

• Noviana Pratiwi, Dedi Rosadi, Abdurakhman, “Robust scaling strategies for outlier handling in orthogonal projection to latent structures discriminant analysis (OPLS-DA)”, Communications in Statistics-Simulation and Computation, Vol 54, no 5, pp 1542-1555. 2025.
• Evi Sulistianingsih, Dedi Rosadi, Maharani, “Credible Delta Gamma (Theta) Normal Value at Risk for Assessing European Call Option Risk’’, Sains Malaysiana, vol 53, no 9, pp. 3197-3213, 2024
• Raden Aurelius Andhika Viadinugroho and Dedi Rosadi, “A Weighted Metric Scalarization Approach for Multiobjective BOHB Hyperparameter Optimization in LSTM Model for Sentiment Analysis”, Information Sciences, vol. 644, pp. 119282. 2023
• Faihatuz Zuhairoh, F. and Dedi Rosadi, “Data-driven analysis and prediction of COVID-19 infection in Southeast Asia by using a phenomenological model”, Pakistan Journal of Statistics and Operation Research, 18 (1), pp 59-69, 2022  
• La Gubu, Dedi Rosadi and Abdurakhman, “A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering”, Industrial Engineering & Management Systems, 20 (4), pp. 782-794, 2021
• Dedi Rosadi, Ezra Putranda Setiawan, Mathias Templ and Peter Filzmoser, “Robust covariance estimators for mean-variance portfolio optimization with transaction lots”, Operations Research Perspectives, vol. 7, pp.100154. 2020
• Fatia Fatimah, Dedi Rosadi, Raden Bagus Fajriya Hakim and Jose Carlos R. Alcantud, “Probabilistic soft sets and dual probabilistic soft sets in decision-making”, Neural Computing and Applications, vol. 31, pp. 397-407, 2019
• Dedi Rosadi, D. and Peter Filzmoser, P., “Robust second-order least-squares estimation for regression models with autoregressive errors”, Statistical Papers, vol. 60, issue 1,pp. 105-122. 2019
• Fatia Fatimah, Dedi Rosadi, Raden Bagus Fajriya Hakim and Jose Carlos R. Alcantud, “N-soft sets and their decision-making algorithms”, Soft Computing, , Vol. 22, Issue 12, pp 3829–3842. June 2018
• Rukun Santoso, Subanar, Dedi Rosadi, and Suhartono, “The development of an optimization procedure in WRBNN for time series forecasting”, Electronic Journal of Applied Statistical Analysis, 9 (1), pp. 198-212. 2016
• Muslim, Dedi Rosadi, Gunardi, and Abdurakhman, “Calibrating the Nelson-Siegel Class models and Their Estimation Using Hybrid-Genetic Algorithm Approach: A Case Study of Indonesian Government Bond”, European Journal of Scientific Research, Vol 133, pp. 300-3102015
• Dedi Rosadi and Shelton Peiris, “Second-order least-squares estimation for regression with autocorrelated error”, Computational Statistics, 29, 931-943, 2014
• Dedi Rosadi, and Manfred Deistler, “Estimating the Codifference Function of Linear Time Series Models with Infinite Variance”, Metrika. Volume 73, Issue 3 , p. 395-429. 2011.  
• Dedi Rosadi, “Testing for independence in heavy-tailed time series using the codifference function”, Computational Statistics and Data Analysis, vol. 53, pp. 4516-4529. 2009
• Dedi Rosadi , “Identification of Moving Average Process with Infinite Variance”, Statistics and Probability Letters, Vol. 77, Issue 14, pp. 1490-1496, August 2007.  
• Dedi Rosadi, “Order Identification for Gaussian Moving Averages using the codifference function”, Journal of Statistical Computation and Simulation, Vol. 76. Issue 6, pp. 553-559.  

Honors / Awards

Awards:

• Receive a prestigious Bern Rode Award from ASIA-UNINET Austria (2017) for research achievement. See https://asea-uninet.org/scholarships-grants/bra-laureates-2017/