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Metode Historis untuk Perhitungan Value at Risk pada Model Generalized Autoregressive Conditional Heteroscedacity in Mean Alfi Reny Kusumaningtyas; Abdul Aziz
Jurnal Matematika MANTIK Vol. 2 No. 1 (2016): Mathematics and Applied Mathematics
Publisher : Mathematics Department, Faculty of Science and Technology, UIN Sunan Ampel Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (928.514 KB) | DOI: 10.15642/mantik.2016.2.1.1-6

Abstract

Investment is a commitment of the placement of the data on an object or a few investments with expectations will benefit in the future. The main motive is to seek investment gain or profit in a certain amount, but behind the good side there is one side that can harm or the risk of, for it required a measurement of risk where methods of value at risk (VaR) is very popular is widely used by the financial industry worldwide. Three main method on calculation of VaR historical method, parametric method and Monte Carlo method. So, the selected calculation of VaR GARCH-M model with historical simulation method on Bank Mandiri Tbk closing stock in 2005-2010. This research aims to know the calculation of VaR model GARCH-M through the historical method and implementation model GARCH-M on the computation of VaR via simulation on closing stock Bank Mandiri Tbk. Historical method approach is a model calculation of VaR is determined by the value of the past (historical) or return generated by simulation (repetition) of data used. The measures undertaken that explains the historical simulation method VaR models in the estimation of GARCH-M with a normal distribution, then apply GARCH-M in case of loss obtained by investors after investing with the help of Minitab software, E-views software and Matlab software.
Unconditional self-acceptance among the psychology students of University X, Malaysia: the role of mattering, perceived social support and state self-esteem Alycia Jia Ee Lim; Zahari Ishak; Kususanto Ditto Prihadi; Abdul Aziz
International Journal of Public Health Science (IJPHS) Vol 12, No 1: March 2023
Publisher : Intelektual Pustaka Media Utama

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijphs.v12i1.22579

Abstract

Unconditional self-acceptance (USA) is important for mental health. Studies reported that university students would develop the USA when they feel socially supported, included, and matter.  Nevertheless, those factors are dependent on social feedbacks. Amidst the COVID-19 outbreak is, they had to follow the social distancing protocols and interact online with each other. This change might have altered the way they perceive the social support and mattering. It is hypothesized that these alterations predicted their USA through their perceived social support (PSS) and the sense of social inclusion (state self-esteem). To test the hypothesis, 214 young adults (85 men, 129 women), aged between 18 to 25 (M=22.80, SD=1.92) were asked to complete a demographic form and the scales of each variable. Students from University X, Malaysia were chosen as the population as they studied fully online when we started this study; unfortunately, the university went back to physical study before we managed to collect our target sample size. The results of Bootstrapping with 5,000 samples and 95% confidence interval showed that state self-esteem (SSE) fully mediated the relationship between mattering and USA, while PSS did not. Therefore, the hypothesis of serial mediation was not supported.
Metode Enhanced Trinomial Pada Aproksimasi Numerik Pada Barrier Options Pricing Muhammmad Hasan Asnawi; Abdul Aziz
Jurnal Riset Mahasiswa Matematika Vol 1, No 1 (2021): Jurnal Riset Mahasiswa Matematika
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1629.984 KB) | DOI: 10.18860/jrmm.v1i1.13412

Abstract

Barrier options pricing sering digunakan dalam jual beli saham karena memiliki harga yang lebih murah dari harga saham plain vanilla option. Dengan menggunakan metode trinomial, didapatkan tiga kemungkinan nilai pergerakan saham yaitu nilai saham naik, turun, dan tetap. Nilai parameter-parameter dari metode trinomial diperoleh dengan menentukan nilai peluang tetapnya . Selanjutnya dicari nilai peluang naik dan turunnya dengan menyamakan ekspektasi diskrit dengan kontinu dan menyamakan variansi diskrit dengan kontinu.Metode enhanced trinomial merupakan metode trinomial yang nilai sahamnya didekati menggunakan nilai upper dan lower barrier dengan rumus enhanced numerical. Sehingga didapatkan nilai opsi saham yang lebih kecil daripada metode trinomial standar. Oleh karena itu, dengan metode enhanced trinomial nilai opsi saham yang lebih cepat konvergen. hal ini dibuktikan dari simulasi yang telah dilakukan dalam penelitian ini
Estimasi Parameter Capital Assets Pricing Model Dengan Metode Generalized Method of Moments Dalam Perhitungan Value At Risk Diah Maghfiroh Wahyuni; Abdul Aziz; Juhari Juhari
Jurnal Riset Mahasiswa Matematika Vol 1, No 1 (2021): Jurnal Riset Mahasiswa Matematika
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1062.298 KB) | DOI: 10.18860/jrmm.v1i1.13413

Abstract

Capital Assets Pricing Model merupakan persamaan regresi antara premi risiko aset terhadap premi risiko pasar. Risiko ada jika pembuat keputusan tidak memiliki data untuk menyusun suatu dugaan. Pendugaan tersebut dapat dilakukan dengan generalized method of moments.Penelitian ini bertujuan untuk mengetahui hasil estimasi parameter pada Capital Assets Pricing Model menggunakan Generalized Method of Moments pada data saham PT. Indofood Tbk., serta mendapatkan nilai Value at Risk pada data saham PT. Indofood Tbk..Hasil yang diperoleh  yaitu :  , m=1,2,…. Dengan nilai  maka model regresi pada saham PT. Indofood Tbk.. yaitu . Dengan tingkat signifikansi 5%, investasi awal Rp10.000.000,00 , kerugian yang akan ditanggung oleh investor adalah Rp1.265.800,00 .
ACQUISITION OF ARABIC AS A SECOND LANGUAGE IN EARLY CHILDREN IN ISLAMIC KINDERGARTEN Abdul Aziz; Siti Khoirun Niswah; Faisal Mahmuoud Adam Ibrahim
Arabiyat : Jurnal Pendidikan Bahasa Arab dan Kebahasaaraban Vol 8, No 2 (2021)
Publisher : Syarif Hidayatullah State Islamic University of Jakarta, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/a.v8i2.20595

Abstract

It is believed that memorizing the Qur’an would be able to improve the acquisition of a second language, especially Arabic language, particularly for early childhood. This is because children have quite sharp hearing, so they quickly acquire Arabic language as their second language. The language acquisition is done by listening and kinesthetic methods. For this purpose, the study aims to describe the process of acquiring Arabic in early childhood at Daarut Tahfidz lil Athfal Malang. Researchers applied descriptive qualitative research and case study methods. Data obtained by observation and interviews. The results showed that learning activities to memorize the Qur’an can accelerate language acquisition in early childhood who previously had not been able to pronounce sentences perfectly. At the opening and closing of the lesson, the teacher in the class always reminds the mufradât (vocabulary) that has been delivered, so that it will strengthen their memory in Arabic language. The research is expected to provide an overview of the importance of providing Arabic language learning from an early age in order to strengthen Islamic teachings from an early age.
THE IMPLEMENTATION OF INCLUSIVE EDUCATION POLICY IN INDONESIA: A LITERATURE REVIEW Narendra Jumadil Haikal Ramadhan; Suti'ah; Abdul Aziz
Esteem Journal of English Education Study Programme Vol. 7 No. 1 (2024): Esteem Journal of English Education Study Programme
Publisher : Universitas PGRI Palembang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31851/esteem.v7i1.15702

Abstract

This study seeks to gain a thorough understanding of the essential elements of inclusive education policy in Indonesia, as well as the obstacles faced in putting inclusive education into practice. This study used the Systematic Literature Review (SLR) method to collect and analyze data from 25 relevant articles on the topic under study and then selected 5 articles per topic. The findings show that there are several key components to ensuring equitable access to education for all children, including those with disabilities or special needs. However, the implementation of this policy is faced with various challenges, such as limited community involvement, lack of infrastructure and experts, inadequate teacher competence, limited teaching time, and policy misunderstandings and inconsistencies.
Implementasi Manajemen Kurikulum Merdeka Pada PAI dan BP dalam Menanamkan Nilai Profil Pelajar Pancasila Di SMPN 1 Plumpang Firda Nazilatur Rohmah; Agus Maimun; Abdul Aziz
Tadbir: Jurnal Manajemen Pendidikan Islam Vol 12 No 2 (2024): Tadbir: Jurnal Manajemen Pendidikan Islam
Publisher : LP2M IAIN Sultan Amai Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30603/tjmpi.v12i2.5214

Abstract

Pemerintah senantiasa melakukan perubahan dalam dunia pendidikan, khususnya kurikulum. Sebelumnya sekolah menggunakan kurikulum 2013, namun saat ini telah berganti menjadi kurikulum merdeka, dan hampir semua sekolah menerapkannya. Salah satunya SMPN 1 Plumpang yang merupakan pendidikan formal yang menerapkan kurikulum merdeka selama 2 tahun. Penelitian ini bertujuan untuk menganalisis penerapan manajemen kurikulum merdeka mata pelajaran PAI dan Budi Pekerti dalam menanamkan nilai-nilai profil siswa Pancasila di SMPN 1 Plumpang melalui tiga tahap, yaitu perencanaan, pelaksanaan, dan evaluasi. Serta menganalisis dampak kurikulum merdeka terhadap akhlak siswa. Penelitian ini menggunakan jenis penelitian quasi kualitatif, pengumpulan data menggunakan observasi, wawancara, dan dokumentasi. Lokasi penelitian dilakukan di SMPN 1 Plumpang. Hasil penelitian menunjukkan bahwa perencanaan kurikulum merdeka berjalan dengan baik. Begitu pula dengan keseluruhan pelaksanaan berjalan dengan baik, meskipun 5 persen mengalami sedikit kendala dalam menerapkan kegiatan pembelajaran yang nyata dengan modul ajar yang dibuat. Evaluasi akan dilakukan secara berkesinambungan dan holistik. Dampak kurikulum independen terhadap moral siswa di PAI memiliki dampak positif dan negatif. Kata Kunci: manajemen; kurikulum mandiri; pendidikan Islam; nilai-nilai Pancasila.