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PENENTUAN VALUE AT RISK (VAR) PADA PORTOFOLIO BIVARIAT DENGAN PENDEKATAN COPULA GUMBEL Febriani, Karina; Tarno, Tarno; Fakhriyana, Deby
Jurnal Gaussian Vol 13, No 1 (2024): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.13.1.79-87

Abstract

One way to minimize risk in stock investment is stock portfolio. Value at Risk (VaR) is a calculation method that can be used to estimate the risk of a stock portfolio. VaR can be measured by parametric and non-parametric approaches. Calculation of VaR with Monte Carlo simulation assumes the data is normally distributed. Stock return data generally has high volatility so that the residual variance of the model is not constant (heteroscedasticity) and not normally distributed. The ARIMA-GARCH model can be used to solve heteroscedasticity problems. Copula is a tool used to model the combined distribution of residuals from the ARIMA-GARCH model which does not require normality assumptions. Gumbel's copula is copula that has the best sensitivity to high risk. This study uses stock data of PT Bukit Asam Tbk (PTBA) and PT Chandra Asri Petrochemical Tbk (TPIA) for the period April 1 2020 – December 1 2022. The initial step of this research is model stock returns using the ARIMA-GARCH method and then calculate portfolio VaR using the Gumbel’s copula. The results showed that the best model for PTBA is ARIMA(2,0,2) GARCH(1,1) and for TPIA is ARIMA(1,0,0) GARCH (1,1). At the 95% confidence level, the portfolio risk is 2,41%.
PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG) MENGGUNAKAN MODEL INTERVENSI FUNGSI PULSE Rosilawati, Elsa Dwi; Tarno, Tarno; Wuryandari, Triastuti
Jurnal Gaussian Vol 12, No 3 (2023): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.12.3.382-391

Abstract

The intervention model is one model that is frequently used to explain how interventions from both internal and external sources can lead to dramatic fluctuations in a time series of data. The Composite Stock Price Index, known as the IDX Composite, is an index that tracks all stock price performance. For the Composite Stock Price Index from 2 October 2020 to 6 June 2022, daily close price data are used in this study. The data showed a sharp reduction starting on 9 May 2020 (T=386) and lasting for the following 4 days, which made the pulse function the likely intervention model. Rising interest rates and high inflation figures from the United States are to blame for the drop in IDX Composite close price. In addition, a lot of profit-taking was done because of the Eid holidays and the expectation of a substantial increase in COVID-19. The best intervention model created is ARIMA ([3],1,0) with an intervention order of b=0, r=0, and s=11, which can then be used to forecast Composite Stock Price Index for the following period. This is based on the outcomes and analyses. The sMAPE value in the research utilizing this model was 0.98%, suggesting very strong forecasting capabilities.
MENINGKATKAN KEMANDIRIAN BELAJAR SISWA MELALUI LAYANAN BIMBINGAN KELOMPOK TEKNIK MODELING Tarno, Tarno; Edison, Edison; Wati, Isna
Jurnal Ilmiah Bening : Belajar Bimbingan dan Konseling Vol 8, No 1 (2024)
Publisher : Jurusan Bimbingan dan Konseling, FKIP Universitas Halu Oleo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36709/bening.v8i1.46682

Abstract

Tujuan penelitaian ini adalah untuk mengetahui efektivitas layanan bimbingan kelompok teknik modeling dalam meningkatkan kemandirian belajar siswa di SMPN 13 Baubau. Jenis penelitian ini adalah Pre-Experimental dengan bentuk one-group pretest-postest design. Subyek dalam penelitian ini sebanyak 10 orang siswa. Pengumpulan data menggunakan skala Kemandirian belajar. Teknik analisis data menggunakan uji Wilcoxon signed rank test. Pengujian hipotesis pada penelitian ini menunjukan angka probabilitas Asymp.Sig. (2-tailed) Kemandirian belajar siswa sebesar 0,005 atau probabilitas di bawah alpha 0,05 (0,005 < 0,05) hasil tersebut menunjukan H0 ditolak dan H1 diterima yang berarti bahwa layanan bimbingan kelompok teknik modeling efektif dalam meningkatkan Kemandirian belajar siswa di SMPN 13 Baubau.
Model Layanan Peminatan Berdasarkan Potensi Diri, Kondisi Sosiografis dan Perencanaan Karir Siswa SMA/SMK Kota BauBau Wijaya, Rasman Sastra; Nurihsan, Juntika; Yusuf, Syamsu; Yustiana, Yusi Riksa; Edison, Edison; Manan, Manan; Tarno, Tarno; Gawise, Gawise; Wijaya, Fatma Pandu
GUIDENA: Jurnal Ilmu Pendidikan, Psikologi, Bimbingan dan Konseling Vol 14, No 4 (2024)
Publisher : Universitas Muhammadiyah Metro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24127/gdn.v14i4.10614

Abstract

The choice of specialization path or subject at school (SMA) is now based more on academic achievement alone, ignoring self-potential and sociographic conditions of students, making it possible for students to be confused about planning the right career choice. Putting aside the conditions of the area where he grows and develops, conditions include ethnic origin, social interactions, family status, kinship relations in the surrounding community, so that in his career he has difficulty planning the right career. The aim of this research is to produce a specialization service model based on personal potential, sociographic conditions and career planning for Baubau City High School students. The research uses a mixed method approach and is analyzed based on research and development. The research subjects were 127 students and 10 guidance and counseling teachers, taken using a purposive sampling technique plus 2 guidance and counseling experts spread across 13 high schools and vocational schools in Baubau. Data collection uses a specialization scale combined with sociographic conditions and career planning. The model was prepared hypothetically and limited trials from ten stages were reduced to 6 research stages to formulate an appropriate student specialization service model based on personal potential, learning achievement, and sociographic conditions and career planning. The model will have 9 components and effectively determine and provide recommendations for specialization based on personal potential, sociographic conditions, and the direction of students' future career planning more effectively and efficiently.
ЕVАLUАSІ KОNDІSІ PЕRKЕRАSАN JАLАN MЕNGGUNАKАN MЕTОDЕ PCІ (PАVЕMЕNT CОNDІTІОN ІNDЕX) (STUDІ KАSUS JL. TЕMІАNG, JL. TАNGGUH 5 UTАRА, JL. BІRU LАUT, KЕC. KЕLАPА GАDІNG, JАKАRTА-UTАRА) Tarno, Tarno; Kuningsih, Tri Wahyu
JURNAL KAJIAN TEKNIK SIPIL Vol 5, No 1 (2020): JURNAL KAJIAN TEKNIK SIPIL
Publisher : Universitas 17 Agustus 1945 Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52447/jkts.v5i1.4108

Abstract

АbstrаkPеrkеrаsаn lеntur (flеxіblе pаvеmеnt) аtаu pеrkеrаsаn аspаl (аsphаlt pаvеmеnt), umumnyа tеrdіrі dаrі lаpіs pеrmukааn аspаl yаng bеrаdа dіаtаs lаpіs pоndаsі dаn lаpіs pоndаsі bаwаh grаnulеr yаng dіhаmpаrkаn dіаtаs tаnаh-dаsаr. Survеі kеrusаkаn pеrkеrаsаn аdаlаh kоmpіlаsі dаrі bеrbаgаі tіpе kеrusаkаn, tіngkаt kеpаrаhаn kеrusаkаn, lоkаsі. Dаn luаs pеnyеbаrаnnyа. Mеtоdе PCІ mеmbеrіkаn іnfоrmаsі kоndіsі pеrkеrаsаn hаnyа pаdа sааt survеі dіlаkukаn, tаpі tіdаk mеmbеrіkаn gаmbаrаn prеdіksі dіmаsа dаtаng. PCІ іnі mеrupаkаn іndеks numеrіk yаng nіlаіnyа bеrkіsаr dі аntаrа 0 sаmpаі 100. Аnаlіsіs nіlаі PCІ dіlаkukаn bеrdаsаrkаn аnаlіsіs jеnіs kеrusаkаn yаng tеrjаdі pаdа sеtіаp sеgmеn ruаs jаlаn. Sеlаnjutnyа аnаlіsіs dіlаkukаn dеngаn mеlаkukаn pеrhіtungаn dеnsіty, dеduct vаluе, tоtаl dеduct vаluе, cоrrеctеd dеduct vаluе, nіlаі PCІ sеtіаp sеgmеn dаn nіlаі rаtа-rаtа PCІ. Nіlаі PCІ rаtа-rаtа sеmuа sеgmеn jаlаn аdаlаh 29 (pооr) аrtіnyа jаlаn hаrus sеgеrа dіpеrbаіkі аgаr tіdаk mеngаnggu kеnyаmаnаn bеrkеndаrа. Dаrі pеrhіtungаn Rаncаngаn Аnggаrаn Bіаyа (RАB), dіpеrоlеh tоtаl bіаyа prоyеk yаng dіtеtаpkаn аdаlаh sеbеsаr Rp 1.043.318.900 Kаtа Kuncі : Pеrkеrаsаn Lеntur, Kеrusаkаn Pеrkеrаsаn, pеrmukааn аspаl
Model Layanan Peminatan Berdasarkan Potensi Diri, Kondisi Sosiografis dan Perencanaan Karir Siswa SMA/SMK Kota BauBau Wijaya, Rasman Sastra; Nurihsan, Juntika; Yusuf, Syamsu; Yustiana, Yusi Riksa; Edison, Edison; Manan, Manan; Tarno, Tarno; Gawise, Gawise; Wijaya, Fatma Pandu
GUIDENA: Jurnal Ilmu Pendidikan, Psikologi, Bimbingan dan Konseling Vol 14, No 4 (2024)
Publisher : Universitas Muhammadiyah Metro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24127/gdn.v14i4.11191

Abstract

The choice of specialization path or subject at school (SMA) is now based more on academic achievement alone, ignoring self-potential and sociographic conditions of students, making it possible for students to be confused about planning the right career choice. Putting aside the conditions of the area where he grows and develops, conditions include ethnic origin, social interactions, family status, kinship relations in the surrounding community, so that in his career he has difficulty planning the right career. The aim of this research is to produce a specialization service model based on personal potential, sociographic conditions and career planning for Baubau City High School students. The research uses a mixed method approach and is analyzed based on research and development. The research subjects were 127 students and 10 guidance and counseling teachers, taken using a purposive sampling technique plus 2 guidance and counseling experts spread across 13 high schools and vocational schools in Baubau. Data collection uses a specialization scale combined with sociographic conditions and career planning. The model was prepared hypothetically and limited trials from ten stages were reduced to 6 research stages to formulate an appropriate student specialization service model based on personal potential, learning achievement, and sociographic conditions and career planning. The model will have 9 components and effectively determine and provide recommendations for specialization based on personal potential, sociographic conditions, and the direction of students' future career planning more effectively and efficiently.
Penguatan Nilai Karakter Disiplin Berbasis Budaya Sekolah di Sekolah Dasar Irwan, Irwan; Suarti, Suarti; Faslia, Faslia; Tarno, Tarno; Gawise, Gawise; Agustien, Stevani
Innovative: Journal Of Social Science Research Vol. 5 No. 1 (2025): Innovative: Journal Of Social Science Research
Publisher : Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/innovative.v5i1.18069

Abstract

This study aims to determine the strengthening of discipline character values ​​based on school culture in grade V students of SD Negeri 1 Katobengke. This study uses a qualitative descriptive method with data collection techniques including interviews, observations, and documentation. The data analysis techniques used in this study are (1) data collection, (2) data reduction, (3) data presentation, (4) drawing conclusions and verification. The results of the study indicate that strengthening the character values ​​of discipline through school culture at SD Negeri 1 Katobengke is carried out through four activities, namely through routine activities, spontaneous actions, role models and environmental conditioning. Strengthening the character values ​​of discipline through routine morning assembly activities, spontaneous actions carried out, namely reprimanding students who violate school rules, role models that are exemplified by arriving on time, collecting assignments according to the agreed time and appearing neat and environmental conditioning that is applied, namely the existence of school regulations and displays about discipline slogans.
PKM PENDAPINGAN PAUD HOLISTIK INTEGRATIF DI TK IT RUMAH ANAK SOLEH KABUPATEN BUTON Jeti, La; Tarno, Tarno; Susanto, Aris; Junaidin, Junaidin; Hartati, Hartati; Ervina, Evi
EJOIN : Jurnal Pengabdian Masyarakat Vol. 2 No. 6 (2024): EJOIN : Jurnal Pengabdian Masyarakat, Juni 2024
Publisher : LPPM Institut Pendidikan Nusantara Global

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55681/ejoin.v2i6.3066

Abstract

Community Partnership Program (PKM): Integrative Holistic PAUD Assistance aims to provide knowledge for teachers at Anak Soleh IT Kindergarten. Implementation of this service activity includes three stages, namely preparation, implementation and evaluation. At the implementation stage, the methods used include lectures, discussions, questions and answers. The needs of children do not only emphasize educational aspects, but also include aspects of nutritional services, health services, care and child protection. To implement this policy, the government continues to encourage and expand opportunities for the community to participate in developing early childhood education services through the establishment of various types of early childhood education units (PAUD). PAUD is held in two educational channels, namely formal and non-formal. To make this happen, an important role is played by parents, educators, legal practitioners, health and counselors as well as early childhood education staff. Based on the results of this activity, information was obtained that the problem faced was that parents and educators and educational staff did not fully understand the importance of Integrative Holistic PAUD (HI PAUD) so that there was no good collaboration between parents, schools and partners
Pendidikan Maritim untuk Masa Depan: Program Edukasi Guru PAUD dalam Menanamkan Nilai Kemaritiman pada Anak Usia Dini Adnan, Adnan; Jeti, La; Saleh, Rachman; Tarno, Tarno; Yamin, Kurnia Fadillah; Desti, Desti; Suciyanti, Suciyanti
Jurnal Pendidikan Tambusai Vol. 9 No. 2 (2025): Agustus
Publisher : LPPM Universitas Pahlawan Tuanku Tambusai, Riau, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Indonesia sebagai negara maritim memiliki potensi kelautan yang sangat besar, namun rendahnya literasi kemaritiman sejak dini menjadi tantangan yang perlu diatasi. Kurangnya pemahaman guru PAUD terhadap nilai-nilai kemaritiman menyebabkan minimnya integrasi konsep maritim dalam pembelajaran. Kegiatan pengabdian masyarakat ini bertujuan untuk memberikan edukasi-sosialisasi kepada guru PAUD tentang pendidikan kemaritiman, serta meningkatkan kapasitas mereka dalam mengajarkan nilai-nilai tersebut secara kontekstual dan menyenangkan. Kegiatan dilaksanakan di PAUD Anak Sholeh, Kecamatan Pasarwajo, melalui metode sosialisasi, diskusi, dan simulasi pembelajaran. Hasil kegiatan menunjukkan peningkatan pengetahuan dan kesiapan guru PAUD dalam mengintegrasikan nilai-nilai kemaritiman ke dalam proses pembelajaran. Mahasiswa yang terlibat memperoleh pengalaman nyata dalam menerapkan ilmu dalam menyelesaikan masalah sosial. Kesimpulannya, dapat memberikan dampak positif dalam memperkuat peran guru PAUD sebagai agen pendidikan maritim dan mendorong penguatan karakter anak sejak dini melalui pendekatan yang sesuai dengan konteks lokal. Kegiatan ini menjadi model kolaboratif antara perguruan tinggi dan masyarakat dalam membangun kesadaran maritim generasi muda.
Pembentukan Perilaku Cinta Lingkungan pada Anak Usia Dini Adnan, Adnan; Jeti, La; Susanto, Aris; Tarno, Tarno; Fadillah Yamin, Kurnia; Suciyanti, Suciyanti
Murhum : Jurnal Pendidikan Anak Usia Dini Vol. 6 No. 2 (2025): Desember In Progress
Publisher : Perkumpulan Pengelola Jurnal (PPJ) PAUD Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37985/murhum.v6i2.1623

Abstract

Latar belakang penelitian ini yakni rendahnya kesadaran dan perilaku cinta lingkungan pada anak di TK Rumah Anak Sholeh Pasarwajo. Penelitian ini bertujuan untuk mendeskripsikan bagaimana interaksi sosial dapat membentuk perilaku cinta lingkungan pada anak usia dini. Penelitian ini menggunakan pendekatan kualitatif deskriptif. Data dikumpulkan melalui wawancara, observasi dan dokumentasi kemudian dianalisis menggunakan model Miles dan Huberman yang terdiri dari reduksi data, penyajian data dan penarikan kesimpulan. Hasil penelitian menunjukkan bahwa terdapat berbagai bentuk perilaku dalam kegiatan cinta lingkungan antara lain: 1) keterlibatan guru, orang tua dan anak dalam merawat tanaman, 2) anak terbiasa memilah sampah organik dan anorganik, 3) anak belajar memilah sampah melalui permainan kartu bergambar dan bermain peran, 4) pemanfaatan media teknologi pendidikan yang kreatif dan menarik membantu anak memahami isu lingkungan secara konkret dan menyenangkan. Temuan ini mengindikasikan bahwa melalui pendekatan kolaboratif dan penggunaan media edukatif dapat membantu pembentukan perilaku cinta lingkungan. Penelitian ini memberikan saran kepada sekolah untuk memanfaatkan media teknologi pendidikan sehingga bisa membantu anak menumbuhkan perilaku peduli lingkungan.