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All Journal MATEMATIKA Square : Journal of Mathematics and Mathematics Education Journal of Intelligent Computing and Health Informatics (JICHI) EKONOMIKA45 Journal of Fundamental Mathematics and Applications (JFMA) Jurnal Pengabdian Masyarakat Intimas (Jurnal INTIMAS): Inovasi Teknologi Informasi Dan Komputer Untuk Masyarakat Jurnal Atma Inovasia Jurnal Riset Rumpun Matematika dan Ilmu Pengetahuan Alam (JURRIMIPA) Prosiding Konferensi Nasional Penelitian Matematika dan Pembelajarannya Prosiding Seminar Nasional Official Statistics Perwira Journal of Community Development (PJCD) Journal of applied statistics and data mining Islamic Education Journal (ISEDU) Proceeding of The International Conference on Management, Entrepreneurship, and Business
Aulia, Lathifatul
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Agriculture, Biological Sciences & Forestry Humanities Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Dentistry Economics, Econometrics & Finance Education Electrical & Electronics Engineering Environmental Science Mathematics Medicine & Pharmacology Public Health Social Sciences Other

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Journal : Journal of applied statistics and data mining

 1 
Analisis Volatilitas Return Saham PT. Bumi Serpong Damai Tbk. Menggunakan Metode ARCH/GARCH Aulia, Lathifatul; Salsabilla, Salwa; Sulistijanti, Wellie; Mardiyah, Aini Mawar
Journal of Applied Statistics and Data Mining Vol. 2 No. 2 (2021): Journal Applied Statistics and Data Mining
Publisher : Institut Teknologi Statistika dan Bisnis Muhammadiyah Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.63229/jasdm.v2i2.25

Abstract

Sektor keuangan memegang peran penting dalam perekonomian Indonesia, karena dana diperlukan untuk mendukung pertumbuhan ekonomi yang berkelanjutan. Pasar modal, sebagai bagian dari sektor ini, memiliki peran signifikan dengan menyediakan produk investasi jangka panjang. Saham adalah instrumen keuangan yang mencerminkan kepemilikan atas suatu perusahaan. Return atau imbal hasil merupakan keuntungan yang diperoleh investor dari investasinya. Semakin besar perbedaan antara harga jual dan beli saham, semakin tinggi return yang diterima investor. Salah satu perusahaan saham di Indonesia adalah PT. Bumi Serpong Damai Tbk yang didirikan pada 16 Januari 1984 dan bergerak di sektor properti, dengan fokus pada pembangunan rumah, hotel, serta fasilitas lingkungan dan taman. Dalam penelitian, metode peramalan ARIMA sering digunakan, namun metode ini mengasumsikan bahwa data bersifat stasioner dengan variansi yang konstan (homokedastisitas). Model ARIMA kurang tepat untuk data dengan variansi yang tidak konstan (heteroskedastisitas). Sebagai alternatif, model ARCH/GARCH dapat digunakan untuk menangani data dengan heteroskedastisitas. Penelitian ini menggunakan data dari PT. Bumi Serpong Damai Tbk. selama periode 2 Januari 2015 hingga 30 Desember 2019, dengan return tertinggi sebesar 0,1170 pada 27 Agustus 2015. Hasil analisis menunjukkan bahwa model ARCH (3) menghasilkan ramalan return tertinggi sebesar 0,000942 pada 7 Januari 2020, dengan nilai MAPE sebesar 102%.
Sharia Insurance: An Islamic-Based Financial Protection Solution Muhamad Ibnu Hajar; Arista Fitri Diana; Lathifatul Aulia
Journal of Applied Statistics and Data Mining Vol. 6 No. 1 (2025): Journal Applied Statistics and Data Mining
Publisher : Institut Teknologi Statistika dan Bisnis Muhammadiyah Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.63229/jasdm.v6i1.93

Abstract

Background: In Indonesia, Sharia Financial Institutions continue to develop, including in addition to banking companies, such as Sharia Insurance Institutions, Sharia Capital Markets, Sharia Pawnshops, Sharia Financial Institution Pension Fund (DPLK), Sharia Cooperatives, Waqf Agencies, Amil Zakat Agencies, BMT (Baitu al-Mâl wa at-Tamwil) and others. Although sharia insurance continues to develop, public interest is still lacking. This is based on a lack of literacy and socialization related to sharia insurance. Objective: This article aims to review more deeply matters related to sharia insurance, such as its definition, law, history, development, types of contracts, principles, differences between sharia and conventional insurance, premiums, and sharia insurance claims. The goal is to improve public understanding and confidence in sharia insurance. Methods: The method used in this study is a literature review. Results: This study provides a comprehensive synthesis of existing literature related to sharia insurance. Although no new empirical data is presented, the discussion highlights key aspects to address the public's lack of understanding and interest in sharia insurance. Conclusion: The study is expected to help the public better understand sharia insurance so that they become more confident and willing to take out insurance. Further research could focus on evaluating the effectiveness of educational or socialization programs to increase public literacy and participation in sharia insurance.
Co-Authors Agung Ginanjar Aini Mawar Mardiyah Arista Fitri Diana Bambang Irawanto Bayu Surarso Diana, Arista Diana, Arista Fitri Eko Hari Rachmawanto Hajar, Muhammad Ibnu Ikhtiyar, Zakaria Ikhtiyar, Zakaria Bani Iktiyar, Zakaria Bani Khumaeroh, Mia Siti Mahiruna, Adiyah Mardiyah, Aini Mawar Moch. Ikhwanudin Moh. Mundzir Muhamad Ibnu Hajar Muhammad Afiq Saifuddin Muhammad Ibnu Hajar Muhammad Sulthan Madany Mukhlidin Mukhlidin Muslikhun, Alfin NGATIMIN, NGATIMIN Oleiwi, Ahmed Kareem Ratri Wulandari Redemtus Heru Tjahjana Romadan, Gilang Rowiyani Rowiyani Salsabilla, Salwa Soraya, Tarita Intan Sulistijanti, Wellie Sutrisno, Sutrisno Widowati, Widowati Zakaria Bani Ikhtiyar