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All Journal International Journal of Research in Community Services Operations Research: International Conference Series International Journal of Global Operations Research International Journal of Quantitative Research and Modeling International Journal of Ethno-Sciences and Education Research International Journal of Mathematics, Statistics, and Computing
Halim, Nurfadhlina Abdul
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Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Languange, Linguistic, Communication & Media Mathematics Physics Social Sciences Transportation Other

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Journal : International Journal of Mathematics, Statistics, and Computing

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Optimizing the LQ45 Stock portfolio using Piecewise Linear Function: A Case Study from an Investor's Point of View Azis, Chusnul Chatimah; Halim, Nurfadhlina Abdul; Suhaimi, Nurnisaa binti Abdullah
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 1 (2024): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v2i1.61

Abstract

In optimization problem solving, both linear and nonlinear approaches can be used, with nonlinear programming considering constraints or not. One effective method of nonlinear programming is the Piecewise Linear approach, which breaks down complex nonlinear functions into straight-line segments to make their solution easier. This method can be applied in the financial sphere, such as in stock investment. This study discusses the application of piecewise linear function in optimizing investment portfolios in Bank Jago Tbk. (ARTO), Barito Pacific Tbk. (BRPT), and Go To Gojek Tokopedia Tbk. (GOTO) stocks. The purpose of this study is to provide insight that Piecewise Linear can provide optimal solutions in managing investment portfolios by calculating the risks and returns of selected stocks. The results showed a risk with a level ???? as big as 0.01, the expected profit from the investment of the three stocks in the calculation period reached IDR 1,803,109. On the other hand, for investors who are more cautious and have a Level ???? as big as 1, the anticipated profit in the same investment is around IDR 1,275,052.
Co-Authors Azis, Chusnul Chatimah Daulay, Syifa Nur Rasikhah Hidayana, Rizki Apriva kalfin Kalfin Maryani, Sri Mugi Lestari, Mugi Oktaviani, Devani Sidiq, Fahmi Suhaimi, Nurnisaa binti Abdullah Vaidyanatahan, Sundarapandian Yuningsih, Siti Hadiaty Zahra, Nabila