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All Journal Journal of Mathematics, Computation and Statistics (JMATHCOS) Jurnal Pendidikan dan Sosial Humaniora
Putri Amalia
Institut Teknologi Kalimantan
Humanities Education Mathematics

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Forecasting Sharia Stock Prices Using Hybrid STL Decomposition–LSTM and SARIMA Models: A Case Study of PT Semen Indonesia (Persero) Tbk Indrawan Indrawan; Muhammad Azka; Putri Amalia
Journal of Mathematics, Computations and Statistics Vol. 9 No. 2 (2026): Volume 09 Issue 02 (June 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/Jmathcos11934

Abstract

Stock price forecasting is a challenging task due to the complex, nonlinear, and dynamic nature of financial time series data. This study aims to develop a hybrid forecasting model by integrating Seasonal and Trend Decomposition using Loess (STL) with Long Short-Term Memory (LSTM) and to compare its performance with the Seasonal Autoregressive Integrated Moving Average (SARIMA) model as a linear benchmark. The empirical analysis is conducted using daily closing price data of PT Semen Indonesia (Persero) Tbk (SMGR) over the period from March 2018 to March 2026. The proposed approach applies STL decomposition to separate the time series into trend, seasonal, and residual components, enabling the LSTM model to capture nonlinear patterns more effectively. Forecasting performance is evaluated using the Mean Absolute Scaled Error (MASE) on an out-of-sample testing dataset. The results show that the hybrid STL–LSTM model achieves superior accuracy, with a MASE value of 0.4738, significantly outperforming the SARIMA model, which yields a MASE value of 2.7073. In contrast, the SARIMA model produces overly smooth forecasts and fails to capture short-term fluctuations and nonlinear dynamics present in the data. These findings indicate that the integration of STL decomposition and LSTM provides a more effective and flexible framework for modeling complex financial time series. The proposed model not only improves forecasting accuracy but also produces stable and reliable predictions, making it suitable for practical applications in stock price forecasting.
Analisis Determinan Fiskal dan Transformasi Struktural Ekonomi Pedesaan: (Studi Empiris Pengelolaan Dana Desa di Kabupaten Minahasa Tenggara (2016-2020)) Alvianus Kristian Sumual; Jacline Indriany Sumual; Lili Hernawati; Eli Zulkatri; Putri Amalia
Khatulistiwa: Jurnal Pendidikan dan Sosial Humaniora Vol. 6 No. 2 (2026): Juni: Khatulistiwa: Jurnal Pendidikan dan Sosial Humaniora
Publisher : AMIK Veteran Purwokerto

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55606/khatulistiwa.v6i2.11248

Abstract

The national development paradigm of Indonesia following the enactment of Law Number 6 of 2014 has undergone a fundamental shift from centralization to asymmetric decentralization, positioning villages as the primary subjects of development. This study aims to comprehensively analyze the impact of Village Fund management on improving community economic conditions in Southeast Minahasa Regency, North Sulawesi Province, during the period 2016 to 2020. The main focus of this study is to evaluate the effectiveness of budget allocation across three key pillars: human capital intervention (education and health), physical capital formation (infrastructure), and productive economic stimulus (local economic development). Using a quantitative research design with panel data covering 32 sample villages across 12 sub-districts, this study employs regression analysis with a Fixed Effect Model (FEM) approach, selected through rigorous model specification tests. The empirical findings indicate that, simultaneously, the three independent variables account for 67.83% of the variation in community economic improvement. Partially, the allocation of funds for local economic development shows the highest elasticity coefficient, followed by education and health, and infrastructure. This study confirms that the transformation of village status in Southeast Minahasa from underdeveloped to self-reliant is strongly influenced by the accuracy of fiscal allocation. The article recommends a policy reorientation from massive physical development toward commodity-based economic empowerment and the strengthening of social safety nets to ensure the sustainability of rural economic growth.
Stability and Fairness of Premiums in Bonus–Malus Systems Based on a Premium Change Index Lili Hernawati; Zainul Muttaqin; Eli Zulkatri; Putri Amalia; Alvianus Kristian Sumual
Khatulistiwa: Jurnal Pendidikan dan Sosial Humaniora Vol. 6 No. 2 (2026): Juni: Khatulistiwa: Jurnal Pendidikan dan Sosial Humaniora
Publisher : AMIK Veteran Purwokerto

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55606/khatulistiwa.v6i2.11249

Abstract

The bonus–malus system is a premium adjustment mechanism in insurance that links the level of premiums to the claim history of policyholders. In practice, such a system is expected to reflect risk in a fair manner while maintaining premium stability over time. However, studies addressing premium stability and fairness often remain implicit and lack clear quantitative indicators. This study aims to analyze premium stability and fairness in a bonus–malus system using a premium change index as an evaluation tool. The research adopts an evaluative and descriptive approach based on a table of relative bonus–malus premiums defined by the total number of claims, the number of large claims, and the bonus–malus period. Premium stability is assessed through inter-period premium changes, which are formalized into the Stability–Fairness Premium Index (SFPI) defined as the average absolute change in premiums over time. The results show that the index increases with the total number of claims, indicating a higher sensitivity of premiums to risk exposure. Nevertheless, for a fixed total number of claims, the index is not affected by the number of large claims, suggesting that penalties are applied proportionally without increasing premium volatility. These findings indicate that the analyzed bonus–malus system achieves a balance between premium stability and fairness. The proposed index provides a simple and transparent quantitative framework for evaluating bonus–malus systems and may support the development of fairer and more stable premium-setting policies in insurance.
Co-Authors Alvianus Kristian Sumual Eli Zulkatri Indrawan Jacline Indriany Sumual Lili Hernawati Muhammad Azka Zainul Muttaqin