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FORMATION OF AN OPTIMAL PORTFOLIO OF LQ45 SHARES USING MARKOWITZ METHOD Al Ghifari, Abdurrahman Al Ghifari; Toharodin, Toni; Hendrawati, Triyani
JRAK Vol 16 No 1 (2024): April Edition
Publisher : Faculty of Economics and Business, Universitas Pasundan, Bandung, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23969/jrak.v16i1.8445

Abstract

Currently, there are still many investors who do not realize that stock management strategies are important. Therefore, as a practitioner, through this research, it is hoped that authors can help overcome this problem so that it can calculate maximum profits in-stock selection. This research aims at understanding stock management strategies by forming a Markowitz portfolio with the help of the K-Means grouping method. The population in this research included stock companies listed on the Indonesian Stock Exchange. The sample selection method used was the targeted sampling method. The sample data used was daily stock returns from LQ45 stock companies. The research results showed that based on data processing, stock grouping using the k-Means method and the Markowitz method was proven to produce maximum profits and low risk. Therefore, the method used in this research can be useful in the world of finance, especially to help investors.
LSTM AND GRU IN RICE PREDICTION FOR FOOD SECURITY IN INDONESIA Hendrawati, Triyani; Marthendra, Kennedy; Simanjuntak, Brian Riski Jayama; Pravitasari, Anindya Aprilianti
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 20 No 1 (2026): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol20iss1pp0055-0068

Abstract

Hunger in Indonesia remains a serious challenge, especially in the face of food price instability, particularly rice as the main staple food. In order to achieve SDG 2 “Zero Hunger” by 2030, policies that support price stability and more effective food distribution are needed. This study aims to assess the predictive power of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) models for Indonesian rice prices. The dataset, consisting of 1,424 observations from early 2021 to late 2024, was collected from official sources and preprocessed using normalization techniques. The data was then divided into training, validation, and testing sets. Each model was trained and evaluated using Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE) metrics. LSTM, a type of Recurrent Neural Network (RNN), uses three gates and cell memory to identify long-term patterns in time series data. GRU, with a simpler structure involving only two gates, is more efficient in modeling temporal relationships. The results show that the LSTM model achieved MAPE 3.49%, while the GRU model outperformed it with MAPE 1.08%. Overall, the GRU model demonstrated higher accuracy in forecasting rice prices.
Analisis Regresi Binomial Negatif terhadap Faktor-Faktor yang Memengaruhi Kasus Tuberkulosis di Jawa Barat, Indonesia Fikriya, Aufa; Shalfa Salsabilla; Raisah Zharifah Labibah; Sri Winarni; Defi Yusti Faidah; Anindya Apriliyanti Pravitasari; Triyani Hendrawati; Irlandia Ginanjar
EKSAKTA: Journal of Sciences and Data Analysis VOLUME 7, ISSUE 1, April 2026
Publisher : Fakultas Matematika dan Ilmu Pengetahuan Alam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/EKSAKTA.vol7.iss1.art3

Abstract

Tuberculosis (TB) remains a major public health problem globally, with West Java reporting the highest number of TB cases among all provinces in Indonesia in 2023. This study aims to identify key factors influencing TB incidence across districts and cities in West Java in 2024. The analysis focuses on healthy living behaviors, proper sanitation, HIV cases, and AIDS cases using a Negative Binomial Regression approach to address overdispersion in count data. The results show that proper sanitation has a significant negative association with TB incidence, while HIV and AIDS cases exhibit significant positive associations. The best-performing model includes these three variables, yielding a residual deviance of 27.615. These findings highlight the importance of integrated public health interventions that simultaneously improve sanitation and strengthen HIV/AIDS control programs to effectively reduce TB incidence in high-burden regions.