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All Journal Jurnal Ilmiah Poli Rekayasa Jurnal Gantang Sainstek : Jurnal Sains dan Teknologi Lattice Journal : Journal of Mathematics Education and Applied Indonesian Research Journal on Education Jurnal Tatsqif
Elfa Rafulta
STKIP YDB Lubuk Alung
Religion Arts Humanities Chemistry Computer Science & IT Education Energy Environmental Science Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Materials Science & Nanotechnology Mathematics Physics Social Sciences Other

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Journal : Jurnal Ilmiah Poli Rekayasa

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Analisis Portofolio Optimal : Pendekatan Mean Variance Pada Harga Komoditas Pangan di Kota Padang Elfa Rafulta -; Roni Tri Putra
Jurnal Ilmiah Poli Rekayasa Vol 15, No 2 (2020): -
Publisher : Pusat Penelitian dan pengabdian kepada Masyarakat (P3M) Politeknik Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (348.944 KB) | DOI: 10.30630/jipr.15.2.166

Abstract

Investment is a number of commitments or a number of funds or resources made at this time with the aim of obtaining future profits. One method that can be used to form an optimal portfolio is to use the mean variace approach. Asset selection is carried out on food commodities namely rice, eggs, cooking oil, granulated sugar, and red chili. From the data processing it is found that the weight of each commodity is cooking oil (99.95%), eggs (0.03%), granulated sugar (0.04%), red chili is negative (-0.02%), and rice (0.00%). So that it can be estimated that the expected profit is -0.0024% and risk is 0.0001%.
Pemodelan Data Time Series Garch(1,1) Untuk Pasar Saham Indonesia Elfa Rafulta -; Roni Tri Putra
Jurnal Ilmiah Poli Rekayasa Vol 11, No 1 (2015)
Publisher : Pusat Penelitian dan pengabdian kepada Masyarakat (P3M) Politeknik Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (437.114 KB) | DOI: 10.30630/jipr.11.1.15

Abstract

This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.
Co-Authors Adri Nofrianto, Adri Albert D.C. Gulo Devianto, Dodi Fredinan Yulianda Hery Widijanto Jumrawarsi, Jumrawarsi Maiyastri R. Sapto Hendri Boedi Soesatyo Roza, Novia Siska, Maria Para Yanuar, Ferra