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All Journal Media Statistika E-Dimas: Jurnal Pengabdian kepada Masyarakat Unisda Journal of Mathematics and Computer Science (UJMC) Jurnal Varian Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) International Journal of Research in Community Services Journal of Sustainable Community Development Joong-Ki
Felinda Arumningtyas
Universitas Jenderal Soedirman
Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Mathematics Social Sciences Other

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Value-At-Risk Analysis Using ARIMAX-GARCHX Approach For Estimating Risk Of Bank Central Asia Stock Returns Felinda Arumningtyas; Alan Prahutama; Puspita Kartikasari
Jurnal Varian Vol 5 No 1 (2021)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v5i1.1474

Abstract

Before buying a stock, an investor must estimate the risk which will be received. VaR is one of the methods that can be used to measure the level of risk. Most stock returns have a high fluctuation, so the variant is heteroscedastic, which is thought to be caused by exogenous variables. The time series model used to model data that is not only influenced by the previous period but is also influenced by exogenous variables is ARIMAX. In contrast, the GARCHX model is used to obtain a more optimal stock return data model with heteroscedasticity cases and is influenced by exogenous variables. This study uses the ARIMAX-GARCHX model to calculate the VaR of the stock returns of PT Bank Central Asia Tbk. The exogenous variables used are the exchange rate return of IDR/USD and the return of the JCI in the period January 3, 2017, to March 31, 2021. The best model chosen is the ARIMAX(2,0,1,1)-GARCHX(1,1,1). VaR calculation is carried out with the concept of moving windows with time intervals of 250, 375, and 500 transaction days. The results obtained at the 95% confidence level, the maximum loss obtained by an investor is 1,4%.
Peningkatan Kompetensi Literasi Digital untuk Siswa SMK Citra Bangsa Mandiri Berbasis Sains Data Chandra, Novita Eka; Arumningtyas, Felinda; Juliza, Melda
Journal of Sustainable Community Development Vol. 3 No. 3 (2025): Journal of Sustainable Community Development
Publisher : MID Publisher International

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.60036/4bnw2x26

Abstract

Literasi digital merupakan keterampilan penting di era Revolusi Industri 4.0, khususnya bagi lulusan SMK yang disiapkan untuk segera berkarier di dunia industri. Kegiatan pengabdian ini bertujuan untuk meningkatkan kompetensi literasi digital siswa SMK Citra Bangsa Mandiri melalui pendekatan sains data. Metode pelatihan dirancang dalam enam sesi interaktif yang mengintegrasikan praktik pengolahan data, visualisasi, serta pengenalan etika digital. Hasil evaluasi berbasis pre-test dan post-test menunjukkan kenaikan skor rata-rata dari 52,5 ke 80,6, dengan nilai gain 0,591 yang tergolong kategori sedang. Hasil angket kepuasan menunjukkan keterlibatan dan pemahaman yang meningkat secara signifikan. Kesimpulan menunjukkan bahwa pelatihan berbasis sains data mampu memperkuat dimensi teknis dan etis dari literasi digital serta mendorong siswa untuk berpikir kritis dan berbasis data. Program ini direkomendasikan untuk diintegrasikan ke dalam pembelajaran reguler SMK.
Science Research Olympiad Preparation Assistance: Application of Differential and Integral in Radioactive Decay Prabowo, Agung; Chandra, Novita Eka; Juliza, Melda; Arumningtyas, Felinda
International Journal of Research in Community Services Vol. 6 No. 3 (2025): International Journal of Research in Community Service (IJRCS)
Publisher : Research Collaboration Community (Rescollacom)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijrcs.v6i3.1044

Abstract

Performance not only a source of pride for students, but also for schools. The Indonesian Student Research Olympiad (OPSI) is a national-level activity recognized by the National Achievement Center (PUSPRESNAS). Schools need to provide guidance to support their students in participating in OPSI competitions, one of which is in mathematics. The purpose of this community service is to provide new learning experiences to students at SMA Negeri 1 Mirit, Kebumen Regency, in managing real-world problems and using mathematics to find solutions. Examples given are the problem of medication timing and radioactive decay. The community service method consists of material presentation, class discussions, and providing examples of problems that can be solved using similar methods. The community service is carried out once for 2 hours, the results of the community service are measured by a questionnaire, and of the 20 students who participated in the activity, all agreed that this community service provided a new learning experience that was different from the learning experience during the lessons.
RANDOM EFFECTS META-REGRESSION USING WEIGHTED LEAST SQUARES (CASE STUDY: EFFECTIVENESS OF ACCEPTANCE AND COMMITMENT THERAPY IN REDUCING DEPRESSION) Arumningtyas, Felinda; Otok, Bambang Widjanarko; Purnami, Santi Wulan
MEDIA STATISTIKA Vol 18, No 1 (2025): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.18.1.49-60

Abstract

Meta-analysis is a statistical method for synthesizing quantitative data from multiple related studies, yet heterogeneity among studies often complicates interpretation. Meta-regression extends this approach by incorporating study-level covariates to explain variations in outcomes. With the global increase in depression, Acceptance and Commitment Therapy(ACT) has attracted attention as an effective psychological intervention. Therefore, a deeper understanding of the factors that influence its effectiveness across studies is needed. However, to date, only a few meta-analyses have quantitatively examined moderator variables that influence ACT outcomes using a random effects meta-regression approach. This study aims to fill this gap. This study estimated the model parameters using the Weighted Least Squares (WLS) method. Thirty-three published studies testing the effectiveness of ACT in reducing depression were collected from PubMed, Google Scholar, and Science Direct. The homogeneity test results showed significant heterogeneity, supporting the use of a random effects model. The combined effect size of -0.321 indicates that ACT significantly reduces depression levels compared to the control group. Meta-regression analysis revealed that variation in effect size was significantly influenced by differences in the average age of patients and duration of therapy. These findings provide new insights into the conditions and characteristics that make ACT therapy more effective.
Efektivitas Permainan Kartu sebagai Media Pembelajaran Matematika Wulandari, Isna; Hendrian, Jody; Sari, Indri Puspita; Arumningtyas, Felinda; Siahaan, Rina Br; Yasin, Hasbi
E-Dimas: Jurnal Pengabdian kepada Masyarakat Vol 11, No 2 (2020): E-DIMAS
Publisher : Universitas PGRI Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26877/e-dimas.v11i2.2513

Abstract

Belajar matematika menjadi momok tersendiri bagi siswa. Untuk itu diperlukan suatu metode supaya pembelajaran matematika menjadi sesuatu yang menyenangkan bagi siswa sehingga kedepannya kesan sulit pada pelajaran matematika dapat dihapus. Salah satu cara yang dapat dilakukan adalah dengan mengajak mereka belajar matematika sambil bermain. KARTIKA (Kartu Matematika) dirancang sebagai salah satu media pembelajaran matematika yang dikemas melalui permainan edukatif. Sasaran dari KARTIKA adalah siswa sekolah dasar kelas 4 dan 5. Permainan ini diterapkan pada siswa SD Islam Pangeran Diponegoro. KARTIKA adalah mainan kartu layaknya kartu bridge (kartu remi), perbedaan KARTIKA dengan kartu bridge adalah cara penomoran kartunya. Dalam KARTIKA setiap kartu berisikan operasi hitung yang disesuaikan dengan materi pembelajaran siswa sekolah dasar. Dimana jawaban dari operasi hitung itu adalah angka 1 sampai dengan 13. Sehingga untuk bisa bermain, siswa dituntut untuk bisa menyelesaikan operasi hitung yang ada di dalam kartu. Metode ini cukup efektif untuk mengajak anak belajar matematika. Karena pada pembelajaran matematika dengan media KARTIKA, anak menganggap dirinya sedang bermain, namun pikiran mereka tetap dijalankan untuk memecahkan operasi hitung yang ada pada kartu.
MODEL EXTENDED COX UNTUK MENGATASI NON-PROPORTIONAL HAZARD PADA DATA STUDI KANKER PARU-PARU Arumningtyas, Felinda; Juliza, Melda; Chandra, Novita Eka; Wulandari, Amelia
Jurnal Ilmiah Matematika dan Pendidikan Matematika Vol 17 No 2 (2025): Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Publisher : Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20884/1.jmp.2025.17.2.18061

Abstract

Lung cancer is a major cause of cancer-related deaths in Indonesia, making it essential to identify factors influencing patient survival. This study aims to analyze lung cancer patient survival using the Extended Cox Model as an alternative when the Proportional Hazard (PH) assumption is not met. Secondary data from 137 lung cancer patients were analyzed using variables such as type of treatment, treatment history, cancer cell type, Karnofsky score, age, and time of diagnosis. The results showed that only the Karnofsky score was significant in Cox-PH, but the assumption test showed that the cell type and Karnofsky score variables violated PH. Therefore, the analysis was continued with the Extended Cox Model. The final results showed that cell type and Karnofsky score had a significant effect on survival. The Hazard Ratio showed that a certain cell type reduced the risk of death by 22.7%, and an increase of one unit in the Karnofsky score reduced the risk of death by 3.1%. Cancer cell type and Karnofsky score are important factors in the survival of lung cancer patients, and the Extended Cox model has been proven to provide more reliable estimates than Cox-PH when the PH assumption is not being followed.
Pengabdian Berbasis Hasil-Hasil Riset Etnomatematika kepada Guru Matematika SMA IT Al Irsyad Al Islamiyyah Purwokerto Prabowo, Agung; Novita Eka Chandra; Melda Juliza; Felinda Arumningtyas
Joong-Ki : Jurnal Pengabdian Masyarakat Vol. 5 No. 2: Februari 2026
Publisher : CV. Ulil Albab Corp

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56799/joongki.v5i2.14374

Abstract

Etnomatematika adalah matematika berbasis budaya yang menjadikan budaya sebagai landasan dalam melakukan riset. Hasil-hasil riset etnomatematika berguna sebagai materi pembelajaran di ruang kelas untuk siswa, termasuk juga mahasiswa. Pengabdian ini menyasar pada guru-guru sebagai mitra pengabdian untuk menyampaikan hasil-hasil riset pengusul/pengabdi yang telah diteliti sejak 2015. Materi yang diterima mitra guru akan diolah, dikembangkan dan disampaikan kepada siswa-siswanya. Pengabdian ini menjawab permasalahan kebutuhan mitra terhadap materi etnomatematika terbaru terkait dengan pengembangan diri mitra guru terhadap akses dan penguasaan etnomatematika. Solusi untuk mengatasi masalah tersebut adalah dengan mengenalkan materi etnomatematika terbaru tentang penyandian angka tahun, khususnya sengkala dihyang. Metode pengabdian berupa penyampaian materi kepada para guru (sosialisasi), telaah artikel dan bedah buku etnomatematika hasil karya pengabdi.
Analisis Survival Menggunakan Regresi Eksponensial, Cox Proporsional dan Frailty pada Penderita TBC Felinda Arumningtyas; Melda Juliza; Sherly Steffiyani Askarilia
UJMC (Unisda Journal of Mathematics and Computer Science) Vol 11 No 1 (2025): Unisda Journal of Mathematics and Computer Science
Publisher : Mathematics Department, Faculty of Sciences and Technology Unisda Lamongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52166/ujmc.v11i1.8912

Abstract

According to the WHO Global TB Report 2020, Indonesia is among the countries with the highest tuberculosis (TB) burden worldwide, with an estimated 845.000 people affected by TB and 98.000 deaths, which translates to 11 deaths per hour. However, only 67% of these cases have been identified and treated, leaving around 283.000 TB patients undiagnosed and untreated, putting them at risk of spreading the disease to others. This study aims to examine the factors that impact the recovery time of TB patients through Exponential regression and Cox Proportional Hazards (Cox-PH) regression. Additionally, unmeasured factors are incorporated into the model using the frailty model approach. The data used were medical records of 153 TB patients at Soehadi Prijonegoro Regional Public Hospital in Sragen. The study results show that the Cox-PH regression model yields a lower AIC value compared to the Exponential regression and frailty models, indicating that the survival analysis performance using the Cox-PH regression is superior to the other two models. Based on the Cox-PH regression modeling, the factors affecting the recovery duration of TB patients are comorbidities, previous cases, and diagnosis.
Co-Authors Agung Prabowo Alan Prahutama Amelia Wulandari Bambang Widjanarko Otok Hasbi Yasin Hendrian, Jody Melda Juliza Novita Eka Chandra Puspita Kartikasari Santi Wulan Purnami Sari, Indri Puspita Sherly Steffiyani Askarilia Siahaan, Rina Br Wulandari, Isna