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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%.
Strategi Belajar Efektif untuk Meningkatkan Prestasi Siswa SMK Miftahul Huda Diana, Arista; Ikhtiyar, Zakaria; Aulia, Lathifatul; Muhammad Ibnu Hajar
Jurnal Atma Inovasia Vol. 5 No. 3 (2025)
Publisher : Lembaga Penelitian dan Pengabdian pada Masyarakat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/jai.v5i3.10924

Abstract

Proses pembelajaran yang efektif menjadi faktor utama dalam meningkatkan prestasi akademik siswa. Artikel ini membahas strategi belajar efektif yang dapat diterapkan di SMK Muftahul Huda untuk membantu siswa mencapai hasil belajar yang optimal. Penelitian ini menggunakan pendekatan pengabdian masyarakat, dimana dilakukan pendampingan dan pelatihan kepada siswa dalam mengelola waktu belajar, menerapkan metode belajar aktif, serta memanfaatkan telknologi sebagai alat bantu pembelajaran. Hasil kegiatan menunjukkan bahwa penerapan strategi seperti mind mapping, teknik pomodoro, diskusi kelompok, dan pembelajaran berbasis proyek mampu meningkatkan motivasi, pemahaman materi, dan hasil akademik siswa. Selain itu, dukungan dari guru dan orang tua juga berperan penting dalam menciptakan lingkungan beljaar yang kondusif. Dengan adanya program ini, diharapkan siswa SMK Miftahul Huda dapat memiliki pola belajar yang lebih efektif, meningkatkan prestasi akademik, serta siap menghadapi tantangan dunia kerja maupun pendidikan lanjutan.
Penerapan Model Regresi Poisson untuk Prediksi Frekuensi Klaim Asuransi pada Perusahaan Asuransi Jiwa Lathifatul Aulia; Arista Fitri Diana; Agung Ginanjar
JURNAL RISET RUMPUN MATEMATIKA DAN ILMU PENGETAHUAN ALAM Vol. 4 No. 1 (2025): April : Jurnal Riset Rumpun Matematika dan Ilmu Pengetahuan Alam
Publisher : Pusat riset dan Inovasi Nasional

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55606/jurrimipa.v4i1.5204

Abstract

The life insurance industry plays a strategic role in the national financial system, not only as a provider of protection against life risks such as premature death or critical illness, but also as an instrument of long-term fund accumulation. Increased public awareness of the importance of risk protection has driven significant growth in the number of active policies. This condition has a direct impact on the risk exposure of claims that must be carefully managed by insurance companies. One of the main challenges in risk management is to accurately estimate the number of claims in a certain period, to support premium setting, technical reserve planning, and maintain the company's financial stability. This study aims to examine the use of Poisson regression model in estimating the frequency of life insurance claims based on the number of active policies in life insurance company. The data used is simulative and represents an exponential relationship between the number of policies and claims. The model is analyzed using the Maximum Likelihood Estimation (MLE) approach and evaluated through goodness-of-fit indicators such as deviance, Pearson chi-square, log-likelihood, and Mean Squared Error (MSE). The results of the analysis show that the Poisson regression model can capture the significant relationship pattern between the number of active policies and claims, and provide accurate prediction results. Thus, Poisson regression is proven to be a relevant and applicable statistical method in supporting strategic decision-making in insurance companies, especially in the context of data-driven risk management.
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.
From Complaints to Loyalty: Service Factors Influencing Passenger Satisfaction at Poncol Station Alfin Muslikhun; Rowiyani Rowiyani; Lathifatul Aulia; Mukhlidin Mukhlidin
Proceeding of the International Conference on Management, Entrepreneurship, and Business Vol. 2 No. 1 (2025): June : Proceeding of the International Conference on Management, Entrepreneursh
Publisher : Asosiasi Riset Ilmu Manajemen Kewirausahaan dan Bisnis Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61132/icmeb.v2i1.171

Abstract

This research investigates the impact of several key factors on customer satisfaction at the KAI Company, specifically for train services operating at Poncol Station in Semarang. Classified as causal research, the study focuses on identifying how variables such as electronic service quality (e-quality), complaint handling, station facilities, and punctuality contribute to improved satisfaction among passengers. The research population consists of all train users at the station, without a fixed number, while a sample of 100 respondents was selected using the Lemeshow formula. Data collection methods involved the use of structured questionnaires and interviews with passengers to gain both quantitative and qualitative insights. The data analysis revealed that 85% of customer satisfaction levels can be attributed to the four main factors mentioned: the quality of digital services, the effectiveness of complaint resolution, the availability and quality of facilities, and adherence to schedules. The remaining 15% of satisfaction is influenced by other, unexamined variables. Each of the four tested variables was found to have a statistically significant individual (partial) impact on customer satisfaction. Furthermore, the simultaneous (overall) testing confirmed that these factors collectively have a strong and meaningful effect on how passengers perceive the quality of the rail service. The findings emphasize the importance of consistently improving these specific operational areas to enhance customer experiences. In particular, maintaining service reliability, responding to customer complaints efficiently, improving digital interfaces, and upgrading station facilities can lead to greater satisfaction and potentially increase customer loyalty. The study suggests that service providers like KAI must adopt a customer-centered approach that focuses on both digital and physical aspects of the travel experience to remain competitive in the transportation industry.
Peningkatan Produktivitas Karyawan PT. NBI melalui Pelatihan Microsoft Excel sebagai Strategi dalam Pengelolaan Data Perusahaan Aulia, Lathifatul; Zakaria Bani Ikhtiyar; Agung Ginanjar; Arista Fitri Diana
Jurnal Atma Inovasia Vol. 4 No. 5 (2024)
Publisher : Lembaga Penelitian dan Pengabdian pada Masyarakat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/jai.v4i5.9436

Abstract

PT Nusantara Building Industries (NBI) is one of the national private companies located in Central Java Province which is engaged in the building materials industry in the form of symmetrical corrugated cement chrysotile fiber sheets. PT NBI tries to meet the needs of consumers according to demand and make various innovations in producing its products. Therefore, it is necessary to carry out a training to improve the soft skills of PT NBI employees in the form of Microsoft Excel training. Microsoft Excel is a software application used to carry out various activities, including data analysis, graph making, complex calculations, and various other tasks. Based on the purpose of implementing community service activities, namely increasing employee productivity. So that the implementation of this training is in accordance with the objectives, namely being able to assist PT NBI employees in finding effective ways to manage and analyze company data. In addition, it can increase understanding in the use of Microsoft Excel. The focus of Microsoft Excel training on the AND/OR function is used to perform logical evaluation of several conditions or criteria. This training is designed to introduce the use of AND/OR functions in the company. This method aims to increase the effectiveness and efficiency of work when encountering cases in several conditions or criteria. The evaluation results of the training implementation showed a good level of acceptance from PT NBI employees towards understanding and using the AND/OR formula. Keywords — Enterprise, Microsoft Excel, AND/OR Function, Data Analysis.
Strategi Belajar Efektif untuk Meningkatkan Prestasi Siswa SMK Miftahul Huda Diana, Arista; Ikhtiyar, Zakaria; Aulia, Lathifatul; Muhammad Ibnu Hajar
Jurnal Atma Inovasia Vol. 5 No. 3 (2025)
Publisher : Lembaga Penelitian dan Pengabdian pada Masyarakat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/jai.v5i3.10924

Abstract

Proses pembelajaran yang efektif menjadi faktor utama dalam meningkatkan prestasi akademik siswa. Artikel ini membahas strategi belajar efektif yang dapat diterapkan di SMK Muftahul Huda untuk membantu siswa mencapai hasil belajar yang optimal. Penelitian ini menggunakan pendekatan pengabdian masyarakat, dimana dilakukan pendampingan dan pelatihan kepada siswa dalam mengelola waktu belajar, menerapkan metode belajar aktif, serta memanfaatkan telknologi sebagai alat bantu pembelajaran. Hasil kegiatan menunjukkan bahwa penerapan strategi seperti mind mapping, teknik pomodoro, diskusi kelompok, dan pembelajaran berbasis proyek mampu meningkatkan motivasi, pemahaman materi, dan hasil akademik siswa. Selain itu, dukungan dari guru dan orang tua juga berperan penting dalam menciptakan lingkungan beljaar yang kondusif. Dengan adanya program ini, diharapkan siswa SMK Miftahul Huda dapat memiliki pola belajar yang lebih efektif, meningkatkan prestasi akademik, serta siap menghadapi tantangan dunia kerja maupun pendidikan lanjutan.
Analisis Kestabilan Lokal Model Transmisi Demam Berdarah Dengue Diana, Arista Fitri; Hajar, Muhammad Ibnu; Ikhtiyar, Zakaria Bani; Aulia, Lathifatul
Square : Journal of Mathematics and Mathematics Education Vol. 6 No. 1 (2024)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2024.6.1.21018

Abstract

Dengue fever transmission in Indonesia has an advanced amount. In this article, dynamic model of interaction between human and Aedes aegypti mosquitos is learned. The SEIRRD (Susceptible, Exposed, Infected, Recovered, Deceased) model is used in this article. The prurpose in this model is to describe the stability of dengue transmission, so that we can analyze the developed of epidemic model in mathemtic field. Using NGM method to analyze basic reproduction number and applying Routh-Hurwitz criteria method to show the local stability of model. Then, two equilibrium points, called endemic and non-endemic equilibrium points, are obtained. The result of basic reproduction number is described the stability analysis. If basic reproduction number less then one, the endemic equilibrium point is locally asymptotically stable and otherwise. Local stability analysis at the equilibrium point is determined through parameter analysis. Furthermore, numerical simulations are carried out by fitting the data to obtaine the result of the parameters. The results of numerical simulations explaine the spread of dengue transmission Keywords: Dynamic Model, Epidemic Model, Equilibrium Point, Local Stability, Routh Hurwitz
Model Kontrol Pada Ekosistem Perkebunan Teh Diana, Arista Fitri; Romadan, Gilang; Khumaeroh, Mia Siti; Aulia, Lathifatul; Iktiyar, Zakaria Bani
Square : Journal of Mathematics and Mathematics Education Vol. 6 No. 2 (2024)
Publisher : UIN Walisongo Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21580/square.2024.6.2.23274

Abstract

Tea plants are one of the commodities in Indonesia. In their development, the plantation ecosystem is heavily influenced by several factors, both internal and external factors. In the field of applied mathematics, mathematical modelling can be used to analyze the development of tea plant growth and their interaction each othe in their ecosystem. The mathematical model in this research is combining three main models, there are logistic model, epidemiological model, and predator prey model by adding fungicide and insecticide controls. Furthermore, local stability analysis is carried out and the optimal control problem is solved by Pontryagin maximum principle. The results of the analysis obtained five equilibrium points. Local stability analysis was carried out using the Routh Hurwitz criteria which showed the fifth equilibrium point is locally asymptotically stable. The basic reproduction number in the model is 0,99. Because  it can be concludeed that there is no spread of disease in the tea plantation ecosystem after a period of 5 years. The control provided can reduce pest and disease attacks. After being given control, the population of infected tea plants decreased by 93,21%, Empoasca pests decreased by 99,47%, and leaf roller caterpillars decreased by 99,31% compared to the model that was not given control.Keywords: Tea Plantation, Dynamical Model, Fungicide, Insecticide, Optimal Control.
OPTIMALISASI PEMBELAJARAN DI SMAN 13 SEMARANG MELALUI PELATIHAN KARAKTER PESERTA DIDIK DAN PEMBELAJARAN KREATIF BAGI GURU: STRATEGI UNTUK MENINGKATKAN EFEKTIVITAS PEMBELAJARAN Aulia, Lathifatul; Mardiyah, Aini Mawar; Romadan, Gilang; Soraya, Tarita Intan
Perwira Journal of Community Development Vol 2 No 1 (2022)
Publisher : Unperba Press

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.54199/pjcd.v2i1.305

Abstract

Pengabdian kepada masyarakat merupakan proses implementasi ilmu pengetahuan, teknologi, dan seni sosial budaya secara langsung kepada masyarakat dengan menggunakan metode ilmiah. Pengamatan dan realita nyata dalam kehidupan di masyarakat saat ini sedang mengalami kemunduran (paska pandemic covid-19). Datangnya pandemi memiliki dampak yang besar di kehidupan manusia di dunia, utamanya di bidang pendidikan. Kegiatan pembelajaran tatap muka terpaksa ditiadakan demi menyelamatkan jiwa dari serangan virus corona. Kebiasaan belajar secara online mengakibatkan turunnya minat belajar siswa yang terjadi dalam pembelajaran offline. Kegiatan pengabdian kepada masyarakat ini bertujuan memberikan pelatihan kepada guru SMAN 13 Semarang tentang karakter peserta didik, pembelajaran kreatif dan mengenal ilmu Aktuaria. Pelatihan ini perlu dilakukan karena kegiatan pembelajaran di kelas masih dirasa kurang efektif bagi peserta didik. Oleh karenanya kegiatan pengabdian kepada masyarakat untuk memberikan pelatihan pembelajaran kreatif kepada guru diperlukan. Pelatihan yang dilaksanakan pada hari Rabu 28 Desember 2022 diikuti oleh 28 peserta dari 45 guru di SMAN 13 Semarang, hal ini dikarenakan sebagian guru mengajukan cuti di saat tidak ada kegiatan belajar mengajar. Target dari kegiatan ini adalah meningkatkan pemahaman guru mengenai karakter peserta didik dan kemampuan menerapkan pembelajaran kreatif di kelas.