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All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Jurnal Matematika UNAND
Maya Sari Syahrul
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Computer Science & IT Mathematics

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ANALISIS RISIKO HARGA JUAL EMAS DAN INVESTASI SAHAM ANTAM MENGGUNAKAN EXPECTED SHORTFALL PADA MASA PANDEMI COVID-19 Dwi Sulistiowati; Maya Sari Syahrul; Ilham Dangu Rianjaya
Jurnal Matematika, Statistika dan Komputasi Vol. 17 No. 3 (2021): May, 2021
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v17i3.12779

Abstract

The Covid-19 pandemic caused the price of gold produced by PT Aneka Tambang (Antam) to experience a high increase following the world gold price, while stock investment decreased. Measuring risk is significant in financial analysis; this is related to investment funds, which are quite large and narrow about public funds. This study analyzes the risk data on Antam gold price and Antam stock closing price with an estimated Shortfall (ES). The method used to measure the risk of investing in stocks is ES. ES is the expectation of a conditional loss that exceeds Value at Risk (VaR). To compute ES data showing deviations from normality and Cornish-Fisher expansion. The volatility measurement model used is the autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) model.This study found that the ES value of Antam gold price was smaller than Antam stock price.
Eksistensi Solusi Stasioner PT -Symmetry Multi Dimer Maya Sari Syahrul; Mahdhivan Syafwan; Admi Nazra; Nurweni Putri; Dwi Sulistiowati
Jurnal Matematika UNAND Vol 8, No 1 (2019)
Publisher : Jurusan Matematika FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmu.8.1.268-274.2019

Abstract

Pada artikel ini akan dikaji eksistensi solusi stasioner dari sistem PT - Symmetry Multi Dimer yang terdiri dari kumpulan-kumpulan dimer di bawah pengaruh potensial linear. Dengan menggunakan analisis perturbasi, diperoleh bahwa sistem PT - Symmetry Multi Dimer mempunyai solusi nol dan solusi tak-nol.Kata kunci: Metode Perturbasi, PT -Symmetry, Dimer, Eksistensi Solusi
Co-Authors Admi Nazra Dwi Sulistiowati Nurweni Putri Rianjaya, Ilham Dangu Syafwan, Mahdhivan