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The Comparative Analysis of Integrated Moving Average and Autoregressive Integrated Moving Average Methods for Predicting Bitcoin Returns Brigita Tiara Elgityana Melantika; Kalfin; Siregar, Bakti; Wiwik Wiyanti
Journal of Mathematics, Computations and Statistics Vol. 7 No. 2 (2024): Volume 07 Nomor 02 (Oktober 2024)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v7i2.3788

Abstract

The rise in popularity of cryptocurrencies such as Bitcoin across various platforms has attracted the attention of young investors, making it easier for them to invest. However, due to the volatile nature of Bitcoin, this type of investment carries a high risk. Therefore, this research conducts an analysis of stock return prices to minimize losses and help investors make effective investment decisions through stock price prediction. The focus of this study is on predicting Bitcoin stock returns by analyzing closing price data over the past five years (2019-2024).  The methods used are a comparison between Integrated Moving Average (IMA) and Autoregressive Integrated Moving Average (ARIMA) with a quantitative approach using R Studio software. One of the main focuses of this research is the comparison of error estimation values between the two methods, namely Mean Absolute Error (MAE) and Root Mean Square Error (RMSE). The data analyzed comprises the daily closing prices of Bitcoin over the last five years, which is publicly accessible data. The best model for predicting the daily return of Bitcoin stock is the ARIMA (1,0,1) model. The predicted values for the next five days, from May 27, 2024, to May 31, 2024, are 0.0016632438, 0.0007991618, 0.0013415932, 0.0010010794, and 0.0012148386. The ARIMA (1,0,1) model has error measurement values with an MAE of 2.3% and an RMSE of 3.5%. It is hoped that this research will provide a better understanding of the effectiveness and relative advantages of the IMA and ARIMA methods in forecasting cryptocurrency returns, thereby offering more accurate guidance for investors in making investment decisions.
Model for Determining Earth's Gravitational Acceleration on a Mathematical Pendulum Azahra, Astrid Sulistya; Yuningsih, Siti Hadiaty; Kalfin, Kalfin
International Journal of Quantitative Research and Modeling Vol 5, No 3 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i3.760

Abstract

Gravity is an accelerating property of the earth that causes objects to fall freely. The acceleration of gravity is not the same at every place on the Earth's surface. To measure the Earth's gravity (small g), scientists can use various techniques, such as dropping a mass from a certain height and measuring the time it takes to fall to the ground or using a mathematical pendulum to measure the period of oscillation and use it to calculate the acceleration due to gravity. In this paper, a study of the mathematical pendulum in the measurement of the Earth's gravitational acceleration is conducted, and the measurement experiment is illustrated. Method To measure the length of the pendulum, you must have a ruler, meter stick, or tape measure. At the top end of the string, start the measurement at the point where the string rotates out of place. Then, measure up to the center of the pendulum, which is the object hanging on the string. From the results of this study, it can be concluded that the value of the period of a pendulum is affected by several factors, including the length of the rope used and the angle of initial deviation, while the factors that do not affect the period are the mass and diameter of the pendulum.
COMPARISON OF INDONESIA'S EXPORT-IMPORT WITH CHINA AFTER THE AGREEMENT ON AGRICULTURE (AoA) Setiawan, Mohamad Arief; Setiawan, Perdi; Kalfin, kalfin
International Journal of Global Operations Research Vol. 2 No. 3 (2021): International Journal of Global Operations Research (IJGOR), August 2021
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v2i3.85

Abstract

The agricultural sector is the most important sector in the Indonesian and Chinese economies. The role of this sector is not only in international trade activities, but also plays a role in the domestic economy, including food sufficiency. The agricultural policies of Indonesia and China are not only oriented to increasing agricultural productivity for trade purposes but also to improving the standard of living of the people, especially farmers. The flow of economic liberalization brought by the World Trade Organization (WTO) has become a dilemma for Indonesian and Chinese agriculture. On the one hand, the WTO accession decision opens access to wider international trade, but on the other hand, both countries must protect their agriculture through the determination of prices for agricultural products by the government. This paper aims to find out the comparison of Indonesia's exports and imports with China in the field of trade in agricultural products after the implementation of the Agreement on Agriculture (AoA) or agricultural agreements which are part of the WTO from January 1, 1995, to the present. The results of the study obtained that the comparison of Indonesia's exports and imports with China was more optimal. From the research results, it can be used as a comparison for the government in determining further policies to get maximum results.
Farmers' Response To The Rice Farming Business Insurance Program (AUTP) In Kramatwatu District Setiawan, Mohamad Arief; Kalfin, Kalfin
International Journal of Global Operations Research Vol. 2 No. 4 (2021): International Journal of Global Operations Research (IJGOR), November 2021
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v2i4.86

Abstract

The agricultural sector is one attempt most vulnerable to the negative effects of climate change. Behavior extreme climate led not deficient or damage to the irrigation network, the farming, and agricultural infrastructure. To minimize risk losses from a threat that happened on agriculture. One alternative instrument risk management worth considering is the presence of agricultural insurance. The purpose of this research is to study a sort of descriptive program, identify, analyze, and describe a characteristic response of farmers on the insurance program rice farming (AUTP) in the Kramatwatu district. The methodology used in research is the method survey; the location of research is purposive on the basis that Kramatwatu district is a district that members of the farmer's group have an interest in the participation of the highest AUTP program. An analysis of the data used was analysis descriptive is used to give the percentage identification elements communication and the effectiveness of communication. While relations communication element to analyze the effectiveness of communication producers and farmers in the activities of the barns using analysis inferential through correlation test rank spearman. Based on the results of the study it can be seen that the cognitive response category agreed (46%), effective response category agreed (26%), conative response categories agreed (23%), and The results of this study indicate that of all factors associated with the level of farmer participation the AUTP program in Kramatwatu sub-district has an average valuation that includes the income and education factors have a weak but relative relationship, then the age factor and the area of land do not give any relation to the farmer's participation in the AUTP program.
Strategic Management Practices of PT Bank Central Asia Tbk: Navigating Challenges and Leveraging Opportunities in Indonesia's Banking Sector , Kalfin; Yuningsih, Siti Hadiaty; Halim, Nurfadhlina Abdul
International Journal of Research in Community Services Vol 5, No 4 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijrcs.v5i4.715

Abstract

This paper provides an in-depth analysis of strategic management practices employed by PT Bank Central Asia Tbk (BCA), one of Indonesia's leading banks. The study investigates BCA's strategic initiatives across multiple dimensions including organizational strategy, competitive positioning, customer service enhancement, digital transformation, and sustainability efforts. Through a strategic management lens, the analysis examines how BCA has navigated challenges and capitalized on opportunities in the dynamic banking landscape of Indonesia. Key strategic decisions, such as market segmentation, product innovation, and technology adoption, are explored to understand their impact on BCA's market leadership and financial performance. Additionally, the paper discusses the role of corporate governance and leadership in driving BCA's strategic objectives forward.
Analysis and Visualization of Advertising Sales Data Using Python Software Through an Internship Program Ardiansyah, Muhammad Naufal; kalfin
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 2 (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.v2i2.76

Abstract

This research discusses the use of data visualization as a tool for analyzing and presenting information effectively. The main goal of this research is visualization that allows better understanding of complex data. In this context, research explores various data visualization techniques, including the use of bar charts, correlation heatmaps, and interactive technology to present information intuitively. In improving decision-making abilities, identifying patterns or trends, and exploring relationships and insights contained in large and heterogeneous datasets. The research methodology includes comparative analysis of various visualization methods, user experiments, and the application of new techniques to evaluate the effectiveness and usefulness of data visualization in advertising video sales data at PT XXX. Based on the research results, it was found that data visualization involves presenting data information in graphic or image form to facilitate understanding. This helps in explaining the facts and determining the steps that need to be taken. The research results are expected to provide in-depth insight into the development of data visualization techniques. The results of this data visualization can be widely applied in various fields, especially creative, marketing and sales management.
Optimization of White Box Testing by Utilizing Branching and Repeating Structures in Java Programs Using Base Path Kalfin, Kalfin; Ibrahim, Riza Andrian; Laksito, Grida Sakti
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 2 (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.v2i2.98

Abstract

Software testing is a process created to detect anomalies in the operation of a program or system in order to achieve the expected results. White box testing is a software testing method that tests the internal structure, design and program code. This research aims to produce an optimization method for white box testing in Java programs by utilizing branching and repetition structures using the basis path method, as well as analyzing the effectiveness of the proposed method in generating test cases. The Java program tested in this research includes input function calls, loops, branching, and exception handling. Test case design is carried out by applying the basis path method to achieve comprehensive coverage. The test results show that the base path method is able to produce effective test cases for testing control structures without redundancy. Test case design is assisted by flowgraph and matrix graph modeling. It is hoped that this research can contribute to the optimization of white box testing techniques.
Basic Concepts of Stock Option Pricing Models Traded in the Capital Market Ibrahim, Riza Andrian; Azahra, Astrid Sulistya; Kalfin; Saputra, Moch Panji Agung
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 4 (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.v2i4.141

Abstract

An option, in the world of capital markets, is a right based on an agreement to buy or sell a commodity, financial securities, or a foreign currency at an agreed price at any time within a three-month contract period. Factors that determine the value of an option include the current price of the stock, intrinsic value, expiration time or time value, volatility, interest rate, and cash dividends paid. Some options pricing models use this parameter to determine the fair market value of an option. This paper aims to learn the basic concepts of option pricing. The method used in studying the pricing of options is a literature review, which is an activity to collect scientific data, especially in the form of theories, methods, or research that has been carried out previously, either in the form of books, manuscripts, journals, and others that already exist in the library. Based on the results of the study, concepts, scientific findings, and method innovations that have been achieved previously are obtained, which are very relevant and useful for understanding the determination of stock option prices. An option, in the world of capital markets, is a right based on an agreement to buy or sell a commodity, financial securities, or a foreign currency at an agreed price at any time within a three-month contract period. Factors that determine the value of an option include the current price of the stock, intrinsic value, expiration time or time value, volatility, interest rate, and cash dividends paid. Some options pricing models use this parameter to determine the fair market value of an option. This paper aims to learn the basic concepts of option pricing. The method used in studying the pricing of options is a literature review, which is an activity to collect scientific data, especially in the form of theories, methods, or research that has been carried out previously, either in the form of books, manuscripts, journals, and others that already exist in the library. Based on the results of the study, concepts, scientific findings, and method innovations that have been achieved previously are obtained, which are very relevant and useful for understanding the determination of stock option prices.
Optimization of Stock Portfolio in Indonesian Health Sector using Markowitz Modern Portfolio Theory Kalfin; Hidayana, Rizki Apriva
International Journal of Mathematics, Statistics, and Computing Vol. 3 No. 1 (2025): 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.v3i1.182

Abstract

This study analyzes the optimization of the health sector stock portfolio on the Indonesia Stock Exchange using the Markowitz Modern Portfolio Theory method. The data used are the daily closing prices of health sector stocks over the last three years obtained through web scraping techniques from Yahoo Finance. The analysis includes the calculation of daily returns, daily risks, and covariance matrices between stocks. The results of the portfolio optimization show that out of the ten stocks analyzed, the optimal portfolio consists of four stocks, namely MIKA.JK (62.82%), KLBF.JK (15.58%), CARE.JK (15.37%), and SAME.JK (6.23%). This portfolio generates a daily return of 0.216% with a risk level of 1.996%. MIKA.JK contributes the highest return of 0.02063% with a risk of 1.52601%. This study provides guidance for investors in optimizing fund allocation in the health sector stock portfolio in Indonesia.
Soméah Culture as a Shaper of Brand Personality in Sundanese Ethnic Society: Implications of Personal Branding and Cultural Transactions Ratnasari, Dewi; Sidiq, Fahmi; Kalfin
International Journal of Humanities, Law, and Politics Vol. 1 No. 3 (2023): International Journal of Humanities, Law, and Politics
Publisher : Communication in Research and Publications (CRP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijhlp.v1i3.30

Abstract

This research reviews the role of soméah culture in shaping the brand personality of the Sundanese people. Someméah reflects values such as friendliness, politeness, and openness which are reflected in daily communication behavior. The results showed that soméah culture influenced communication behavior, including the use of words such as "punten" and "mango." Apart from that, soméah culture also influences other aspects, such as a friendly physical appearance and a high sense of humor. Soméah culture plays an important role in building positive cultural relations, especially in interactions with non-Sundanese communities. This research also illustrates how soméah culture can be maintained and inherited and identifies the implications of personal branding and cultural transactions in preserving local culture.