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PENGGUNAAN PENDEKATAN CAPITAL ASSET PRICING MODEL DAN METODE VARIANCE-COVARIANCE DALAM PROSES MANAJEMEN PORTOFOLIO SAHAM (Studi Kasus: Saham-Saham Kelompok Jakarta Islamic Index) Ikhsan, Aulia; Ispriyanti, Dwi; Rahmawati, Rita
Jurnal Gaussian Vol 3, No 1 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (330.052 KB) | DOI: 10.14710/j.gauss.v3i1.4772

Abstract

The great amount of risk arising from stock investment make investors create a portfolio in order to minimize it. To achieve this aim, a portfolio management in which consist of several processes is required. There are three important processes in portfolio management. First, the selection of stocks that will be selected into the portfolio by Capital Asset Pricing Model (CAPM). Second, portfolio optimization by defining the weight of fund allocation for every stock in portfolio by Mean Variance Efficient Portofolio (MVEP), and third, estimating the risk of the optimal portfolio by Variance-Covariance. There are seven stocks picked into portfolio through the research done by Jakarta Islamic Index (JII) group, where the biggest fund allocation given to stock of EXCL (PT XL Axiata, Tbk) and the smallest fund allocation given to stock of ITMG (PT Indo Tambangraya Megah, Tbk). The amount of loss that estimated on 95% confidence level is 2,65% from initial capital invested on stock portfolio during one day holding period after portfolio were created.
PENGENALAN GOOGLE DRIVE SEBAGAI MEDIA PENYIMPANAN BERBASIS DIGITAL KEPADA SISWA DAN SISWI SMP CAHAYA ASHILLA Iis Aisyah; Aulia Ikhsan
JAMAIKA: JURNAL ABDI MASYARAKAT Vol 3, No 2 (2022): JUNI
Publisher : Universitas Pamulang

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Abstract

Perkembangan teknologi berperan begitu pesat dalam kehidupan sehari-hari mulai dari mencari informasi, mencari hiburan dan media penyimpanan berabasis digital semua bisa diakses dengan teknologi tak terkecuali dibidang pendidikan. Peran teknologi dibidang pendidikan sengatlah begitu penting, mulai dari mencari refrensi, mencari sumber-sumber pengetahuan, menyimpan segala macam file dengan menggunakan layanan aplikasi seperti google drive, dropbox dan aplikasi lain-lainnya yang menyediakan penyimpanan berbasis Cloud semua bisa diakses melalui internet. Tak dapat dipungkiri, dengan adanya teknologi dapat membuat kemampuan belajar mengajar meningkat, dikarenakan materi pembelajaran yang terdapat di internet mudah dipahami dan dapat dilihat berkali-kali. Hal ini dikarenakan media digital dapat digunakan untuk mempermudah kegiatan belajar mengajar, dan mengurangi tingkat kesalahan dalam belajar, bekerja maupun berwirausaha. Disaat pandemic Covid-19 melanda dunia, teknologi mengambil penuh peranan aktifitas manusia, dari belajar mengajar, bekerja, dan berwirausaha. Sehingga peranan teknologi menjadi salah satu hal yang wajib dalam kebutuhan manusia sebagai penunjang aktifitas yang efektif dan efisien. Smp Cahaya Ashilla adalah sebuah sekolah swasta yang berlokasi di Tangerang Selatan. Bernaung pada Kementerian Pendidikan dan Kebudayaan. Merujuk dokumen yang ada, yakni surat keputusan pendirian (421.1/72-DPMPTSP/OL/2021), Sekolah ini telah ada sejak 2021-06-17. Sedangkan untuk ijin operasional sekolah ini telah diperbaharui terakhir pada tanggal 2021-06-17 dan memiliki nomer surat ijin operasional 421.1/72-DPMPTSP/OL/2021.
Potensi Fluktuasi Harga Komoditas Pertanian dan Dampaknya di Provinsi Banten Tatang Sutisna; Aulia Ikhsan; Siti Widiati; Ari Tresna Sumantri; Gugun Gunawan
JURNAL AGRIBISNIS TERPADU Vol 16, No 2 (2023)
Publisher : Jurusan Agribisnis Fakultas Pertanian Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33512/jat.v16i2.23118

Abstract

The impact of price fluctuations on producers is an important aspect that must be considered in the agricultural fam business. This research aims to analyze how potential producers are affected by price fluctuations in red chilies, curly chilies, and shallots. This research uses a descriptive analysis of commodity prices throughout the observation period using time series charts. Inferential quantitative risk measurement analysis uses the Value at Risk (VaR) Historical Simulation method. The research results show that at the beginning of 2020, the price of red chilies peaked while the price of shallots reached its lowest point. This pattern occurred again at the beginning of the following year, but in the second year of observation, cayenne pepper became the commodity with the highest price. Producers and consumers of the cayenne pepper commodity have a relatively more significant risk than producers and consumers of the other two commodities. From the producer's perspective, the chances that arise are caused by fluctuations in sales prices, which cause profit decrease concerns. Increasing prices results in additional costs outside of financial planning, thus becoming a risk factor for consumers.Keywords: price fluctuations, strategic food commodities, Value at Risk, Historical Simulation
MEMPERKUAT KETERAMPILAN DIGITAL PENGABDIAN MASYARAKAT MELALUI WORKSHOP INSTALASI SISTEM OPERASI WINDOWS Iis Aisyah; Aulia Ikhsan; Cendra Harmon
Abdi Jurnal Publikasi Vol. 3 No. 1 (2024): September
Publisher : Abdi Jurnal Publikasi

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Abstract

The Windows operating system installation workshop at the Nafidatunnajah Islamic Boarding School is a manifestation of the implementation of the Tri Dharma of Higher Education and a real effort to improve digital literacy among students and teachers. This activity aims to introduce the basic concepts of operating systems and provide a practical understanding of their installation, so that participants can master the technological skills needed in the modern era. This workshop plays an important role in addressing the digital divide, especially in Islamic boarding schools that may have limited access to technology. Through collaboration with higher education institutions, such as lecturers from the Informatics Engineering study program at Pamulang University, this activity can be carried out more effectively. The material presented focuses on the installation of the Windows operating system, with the hope that students will gain a deep understanding of information and communication technology and improve their digital skills. The expected outputs of this activity include scientific publications in reputable journals that can be used as references by other schools in addressing the lack of technology utilization. In addition, it is hoped that Islamic boarding school students will be able to design accurate and interesting information, increasing competitiveness in the world of work. The scientific journal articles produced are also expected to contribute to the development of science in the field of community service and local community empowerment.
OPTIMASI PENEMPATAN GARDU DISTRIBUSI DAYA LISTRIK MELALUI FUZZY ANALYTIC HIERARCHY PROCESS Aulia Ikhsan; Iis Aisyah
Journal of Research and Publication Innovation Vol 2 No 3 (2024): JULY
Publisher : Journal of Research and Publication Innovation

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Abstract

Penelitian ini bertujuan untuk mengoptimalkan penempatan gardu distribusi listrik dengan menggunakan metode Fuzzy Analytic Hierarchy Process (F-AHP). Penempatan gardu distribusi yang optimal sangat penting karena mempengaruhi keandalan pasokan listrik, efisiensi operasional, dan penghematan biaya bagi perusahaan distribusi listrik seperti PT. PLN Persero. Dalam manajemen distribusi listrik, pemilihan lokasi gardu distribusi yang tepat adalah aspek kritis yang melibatkan berbagai faktor seperti jarak ke konsumen, kapasitas distribusi, biaya instalasi, keandalan pasokan, dan dampak lingkungan. Untuk mengatasi kompleksitas dalam pengambilan keputusan ini, metode F-AHP digunakan, yang menggabungkan keunggulan Analytical Hierarchy Process (AHP) dengan pendekatan Fuzzy. Metode penelitian ini melibatkan beberapa tahapan utama. Pertama, dilakukan identifikasi kriteria penting dalam penempatan gardu distribusi, termasuk jarak ke konsumen, kapasitas distribusi, dan biaya instalasi. Kedua, data yang diperlukan untuk mengevaluasi kriteria tersebut dikumpulkan, seperti data geografis, kapasitas distribusi, dan data biaya. Ketiga, dilakukan perbandingan pasangan (pairwise comparison) untuk menentukan bobot relatif antar kriteria. Terakhir, metode F-AHP diterapkan untuk mengolah data dan menghasilkan prioritas lokasi gardu distribusi yang optimal. Penelitian ini bertujuan untuk menghasilkan model penempatan gardu distribusi yang lebih efisien dan andal. Dengan penerapan F-AHP, diharapkan dapat diperoleh keputusan yang lebih akurat dalam menentukan lokasi gardu distribusi, sehingga PT. PLN Persero dapat meningkatkan keandalan pasokan listrik, mengurangi gangguan, dan menghemat biaya operasional.
ONE-DRIVE SEBAGAI SOLUSI CERDAS TRANSFORMASI PENYIMPANAN DAN KOLABORASI DOKUMEN AKADEMIK DI SMK BINTANG NUSANTARA PONDOK AREN TANGERANG SELATAN BANTEN Cendra Harmon; Iis Aisyah; Aulia Ikhsan
Abdi Jurnal Publikasi Vol. 3 No. 3 (2025): Januari
Publisher : Abdi Jurnal Publikasi

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Abstract

SMK Bintang Nusantara in Pondok Aren, South Tangerang, faces challenges in managing academic documents and fostering collaboration among students in the digital era. The main issues include a lack of understanding regarding the use of storage and collaboration technology, inadequate technological infrastructure, and low student interaction in learning activities. To enhance the digital skills of students and teachers, this community service program (PkM) is planned to take place over three months, from January to March 2025. The primary beneficiaries of this initiative are the students and teachers at SMK Bintang Nusantara. To address these challenges, this PkM proposes the implementation of OneDrive as an intelligent solution for transforming academic document storage and collaboration. The proposed solution includes several strategic steps: providing training on OneDrive usage for students and teachers to improve digital literacy, ensuring adequate technological infrastructure, integrating OneDrive into the curriculum through collaborative projects, developing accessible digital content, establishing a learning community to support collaboration, conducting regular evaluations and feedback sessions, partnering with third parties for technical support, and raising awareness of digital ethics.
ANALISA PERFORMA METODE NEWTON-RAPHSON DAN ITERASI TITIK TETAP UNTUK MENYELESAIKAN AKAR SISTEM PERSAMAAN NON-LINIER Iis Aisyah; Aulia Ikhsan
Journal of Research and Publication Innovation Vol 3 No 2 (2025): APRIL
Publisher : Journal of Research and Publication Innovation

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Abstract

Non-linear equations are one of the fundamental problems that often arise in various scientific disciplines, such as physics, engineering, economics and computer science. Solving non-linear equations analytically is often not possible due to the complex nature of the functions involved. Therefore, numerical methods such as Newton-Raphson and Fixed Point Iteration are the main choice to approach solutions with high accuracy. This research aims to analyze the performance of the two methods in solving systems of non-linear equations. The analysis is carried out by comparing aspects of convergence speed, solution accuracy, and stability to changes in initial values ​​and the nature of the function being analyzed. The Newton-Raphson method is known for its fast quadratic convergence, but requires derivatives of functions that are not always practical to calculate. Meanwhile, the Fixed Point Iteration method is simpler in implementation, but has slower linear convergence and relies heavily on the selection of recursive functions and initial values. The research results show that the Newton-Raphson method is superior in terms of convergence speed, especially for functions with derivatives that can be calculated easily. On the other hand, Fixed Point Iteration is more flexible for use on functions without explicit derivatives, although it requires more iterations to achieve the same accuracy. This research provides guidance for practitioners in choosing the most appropriate numerical method based on the characteristics of the problems faced, so that it can be implemented optimally in various application fields.
Membangun Dashboard Analisis Perilaku Konsumen dengan pendekatan Market Basket Analysis Sholihin, Miftahus; Sari, Putri Dina; Ikhsan, Aulia; Rahman, Arief
RIGGS: Journal of Artificial Intelligence and Digital Business Vol. 4 No. 2 (2025): Mei - Juli
Publisher : Prodi Bisnis Digital Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/riggs.v4i2.662

Abstract

Pada dasarnya dalam suatu bisnis data ada setiap harinya, namun yang harus dipikirkan adalah bukan seberapa banyak kuantitas data tersebut namun lebih ke arah pengelolaan data yang mana bisa bermanfaat untuk perkembangan bisnis. Saat ini, kegiatan marketing bergantung pada data untuk menganalisis dan memahami perilaku konsumen sekaligus memberikan wawasan yang jelas tentang produk atau layanan manakah yang paling populer. Salah satu metode yang dapat digunakan untuk menganalisis pola perilaku belanja konsumen adalah Market Basket Analysis. Analisis ini merupakan salah satu metode dalam penambangan data (data mining) yang bertujuan untuk menemukan produk-produk yang sering dibeli bersamaan dari data transaksi. penelitian ini bertujuan untuk membangun Dashboard Analytics berdasarkan Market Basket Analysis yang mudah digunakan oleh industri ritel dalam pengambilan keputusan agar meningkatkan penetrasi pasar nasional menggunakan software R Studio. Penerapan algoritma apriori pada aplikasi Dashobard Market Analysis lebih efisien dan dapat mempercepat proses pembentukan kecenderungan pola kombinasi itemset hasil penjualan produk-produk barang. Sistem aplikasi ini telah dibuat untuk memudahkan para pelaku bisnis untuk mengoptimalkan penjualan. Manager suatu swalayan dapat mengatur dan mengoptimalakan posisi produk dalam rak berdasarkan hasil analisis perilaku konsumen menggunakan metode Market Basket Analysis.
SOSIALISASI GUNA PENINGKATAN KESADARAN MASYARAKAT TERHADAP DAMPAK JUDI ONLINE DAN TEKNOLOGI YANG DIGUNAKAN Aulia Ikhsan; Iis Aisyah; Cendra Harmon
Abdi Jurnal Publikasi Vol. 4 No. 1 (2025): September
Publisher : Abdi Jurnal Publikasi

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Abstract

The development of digital technology brings many benefits; however, it also presents serious challenges, one of which is the increasing access and involvement of adolescents in online gambling practices. Online gambling often disguises itself in the form of games or applications that appear harmless, making students vulnerable to being trapped without realizing it. Therefore, digital education and literacy are essential to be introduced from an early stage, particularly in secondary education environments. The Community Service Program (PKM) carried out by lecturers and students of Universitas Pamulang aims to raise awareness and enhance the understanding of students at SMK Bintang Nusantara regarding the dangers of online gambling and the technology behind it. The socialization activities were conducted through interactive seminars, discussions, educational video screenings, and real case studies. In addition to delivering information about the psychological, social, and academic consequences, the program also equipped students with technical knowledge about technological methods such as VPNs, masking applications, and illegal websites. The results of the program showed an increase in students’ understanding of the risks of irresponsible internet use, as well as greater active participation during question-and-answer sessions. Support from the school, teachers, and parents also became an important indicator of the program’s success. It is expected that similar activities can be carried out sustainably and integrated as part of the school’s digital literacy program.
Perbandingan Risiko Gagal Bayar Perusahaan Penerbit Surat Utang Berperingkat Layak Investasi Berdasarkan Sektor Usaha Ikhsan, Aulia; Rahadian Fachrur, Aditya; C Permana, Fikri; Nurulhaq Putri, Ayu; Mahendra, Zahra; Panji Wicaksono, Chaesa; Septian, Heggy
Ekonomi, Keuangan, Investasi dan Syariah (EKUITAS) Vol 7 No 2 (2025): November 2025
Publisher : Forum Kerjasama Pendidikan Tinggi (FKPT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/ekuitas.v7i2.8410

Abstract

Ratings for debt-issuing companies (issuers) are conducted to provide information on credit quality to investors and prevent default risk, which is the main risk in investing in corporate debt securities. Issuers are generally classified into financial services and non-financial services sectors due to the different risk characteristics between these two sectors. If a company from each sector has the same rating, then the credit quality of both companies will be considered the same. However, research by PEFINDO, S&P, and Fitch shows that the non-financial services sector has a relatively greater potential default risk than the financial services sector. Based on this, this study aims to examine the risk comparison between these two sectors in the investment-grade rating group based on rating transitions and test the assumption that the non-financial services sector has a relatively greater default risk than the financial services sector. The data used in this study are sample data on issuer rating transitions in Indonesia during the period 2007 - 2024 from both sectors. The data analysis technique uses Markov Chains to create a rating transition matrix for both sectors, as well as a comparison test of two proportions using the Z test used to compare the two matrices. A comparison of the transition matrix indicates that the non-financial services sector has a greater probability of default than the financial services sector, with ratings A (0.0078 vs. 0.0045) and BBB (0.0429 vs. 0.0143). Hypothesis testing results indicate that, at the 5% significance level, the non-financial services sector has a greater proportion of rating downgrades than the financial services sector, meaning the risk of default is greater than that of the financial services sector.