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Pemodelan Harga Saham Menggunakan Arma-Garch Dwi Sulistiowati; Maya Sari Syahrul; Iswan Rina
Jurnal Penelitian Dan Pengkajian Ilmiah Eksakta Vol 1 No 2 (2022): Jurnal Hasi Penelitian Dan Pengkajian Ilmiah Eksakta - JPPIE
Publisher : LPPM Universitas Dharma Andalas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47233/jppie.v1i2.532

Abstract

Autoregressive Conditional Heteroscedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models were used for modeling with heteroscedasticity data. This study aims to determine the time series model on the stock price data of PT Triputra Agro Persada Tbk. (TAPG) with modeling ARMA, ARCH and GARCH. Based on the smallest Akaike Information Criterion (AIC) and Schwarz Criterion (SC), it shows that the ARMA(1,0)-GARCH(2,1) model is the best model for predicting the value of TAPG stock prices.
KONTRUKSI PT-Symmetry MULTI DIMER PADA DOMAIN TAK HINGGA Maya Sari Syahrul; Iswan Rina; Nurweni Putri
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 4 No. 3 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v4i3.528

Abstract

Parity-Time Symmetry, or abbreviated as -Symmetry, can be explained as the propagation of an optical beam in two bound waveguides, where one waveguide experiences strengthening and the other waveguide experiences weakening, with each intensity having the same value. Then, the two waveguides are known as dimers, so the phenomenon is called dimer -Symmetry. Furthermore, the -Symmetry dimer is expanded into a system consisting of a collection of -Symmetry Dimers, where each dimer is bound by a binding constant. The result of this expansion is called the multi dimer -Symmetry system. Research on the propagation of optical rays in waveguides plays an important role in the development of optical-based communication technology in the future