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Penerapan Program Software Matlab Dalam Memecahkan Permasalahan Rangkaian Listrik: Dinamika Sistem Kapasitor Dan Induktor (Prinsip Nilai Dan Vektor Eigen) Muthoharoh, Luluk; Pamungkas, Muhammad Putra; Sari, Reni Permata
Jurnal Fisika Unand Vol 10 No 3 (2021)
Publisher : Universitas Andalas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jfu.10.3.303-309.2021

Abstract

Matlab software was applied in solving physics cases in electronics using value calculation programs and Eigenvectors. The physics case solved is an moving oscillator circuit consisting of five capacitors and four inductors. The purpose of this program is to determine the value and the Eigenvectors that can be obtained. The method used is to utilize the problem of values and Eigenvectors in the Matlab program. In the case of oscillator motion, each capacitor's size and inductor system have been determined according to the system.. The equation of motion for the capacitor and inductor system is reviewed at each point of the inductor and the function used is  called the ansatz function, then differentiated twice concerning time. By using the Matlab program application, the results obtained show that by using eig (Eigen) command the Matlab program can accurately show the results of running (execution) values and Eigenvector.
ARCH MODEL FOR FORECASTING BCA BANK STOCK PRICE VOLATILITY Surya, Annisa Cahyani; Ariyanto, Adisty Syawalda; Napitupulu, Leonard Andreas; Sihaloho, Ryantoni; S, Mika Alvionita; Muthoharoh, Luluk
VARIANCE: Journal of Statistics and Its Applications Vol 7 No 2 (2025): VARIANCE: Journal of Statistics and Its Applications
Publisher : Statistics Study Programme, Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Pattimura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/variancevol7iss2page147-154

Abstract

This research analyzes the Autoregressive Conditional Heteroskedasticity (ARCH(p) model to predict the BCA Bank share price in the range of January 2013 to November 2023. BCA Bank's share price, as one of the shares traded on the Indonesian Stock Exchange, requires accurate volatility modeling. Researchers use the ARIMA(0,1,2) model as the initial approach, but because of heteroscedasticity, they apply the ARCH(8) model to overcome it. The results show that the ARCH(8) model performs best, with the lowest AIC values for volatility. BCA Bank's daily stock price as of December 1, 2023, showed high volatility, signaling significant risk to investors.