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Angka Harapan Hidup dan Makroekonomi Berkaitan? Rifki Chandra Utama; Endah Setyowati; Bayun Matsaany
Seminar Nasional Official Statistics Vol 2022 No 1 (2022): Seminar Nasional Official Statistics 2022
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (401.942 KB) | DOI: 10.34123/semnasoffstat.v2022i1.1148

Abstract

One of the dimensions of the Sustainable Development Goals (SDGs) is the economy. The performance of the economy can be seen from macroeconomic indicators, namely Gross Domestic Product (GDP), inflation, labor force index, and interest rates. The SDGs are also very closely related to demographic conditions, especially the level of health and welfare which is reflected in life expectancy. In this study, it is proposed to model life expectancy with macroeconomic variables using the Neural Network (NN) method. The selection of the NN method is based on the existence of a non-linear relationship between the life expectancy variable and several macroeconomic variables. The data used is Indonesia's annual data for the period 1990-2020. NN modeling uses several combinations, namely a combination of inputs, number of neurons, and activation functions. Based on these combinations, the best model is obtained, namely the NN(4,4,1) model with the activation function of tanh. The model explains that the four macroeconomic variables have an effect on life expectancy. This is in accordance with the argument in the book Macroeconomics that life expectancy modeling can be influenced by macroeconomic variables.
PENGHALUSAN EKSPONENSIAL DAN DEKOMPOSISI SAHAM APPLE.INC Andini Setyo Anggraeni; Rifki Chandra Utama; Dia Cahya Wati
JURNAL SINTAK Vol. 1 No. 1 (2022): SEPTEMBER 2022
Publisher : LPPM-ITEBA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (269.392 KB)

Abstract

Penelitian ini bertujuan untuk melakukan peramalan harga saham dengan menggunakan metode penghalusan eksponensial dan dekomposisi. Data yang digunakan adalah harga penutupan saham Aplle.Inc (APPL) tahun 2021-2022. Analisis data dilakukan dengan menggunakan metode exponential smoothing Holt-Winters dan Dekomposisi Aditif. Hasil penelitian menunjukan bahwa dengan metode exponential smoothing diperoleh harga saham 5 hari ke depan akan terus mengalami kenaikan yaitu sebesar $153.8410 pada hari pertama dan $153.8476 pada hari kelima. Sedangkan dengan menggunakan dekomposisi musiman, saham Apple.Inc diramalkan akan mengalami kenaikan pada hari pertama dan ketiga sebesar 8,47% dan 16,05%, kemudian nilai saham akan terus turun pada hari keempat dan kelima sebesar 9,56% dan 13,61% di bawah rata-rata pergerakan harga saham.
Optimalisasi Pembelajaran Guru MI Muhammadiyah Panican Purbalingga Melalui Pelatihan Mind Mapping Nayla Desviona; Rifki Chandra Utama; Luthfannisa Afif Nabila; Chairil Hikayat; Juwita Dien Maulida
PaKMas: Jurnal Pengabdian Kepada Masyarakat Vol 4 No 2 (2024): November 2024
Publisher : Yayasan Pendidikan Penelitian Pengabdian Algero

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.54259/pakmas.v4i2.3274

Abstract

Education plays a vital role in human life as it is expected to enhance the nation's intelligence. The development of creative thinking in students is influenced by the encouragement or motivation provided by teachers. This ability can grow when teachers effectively stimulate students' creative thinking processes. Therefore, it is important for educators to innovate their teaching strategies to maintain student motivation. One method that can maximize the brain's potential and foster creativity is mind mapping. At MI Muhammadiyah Panican Purbalingga, many teachers still use traditional teaching methods. To address this, a training program focusing on practical mind mapping was implemented. The primary goal of this activity was to enhance the teachers' understanding of mind mapping as a tool to support learning. The training provided teachers with insight into how this method can improve lesson delivery and foster student creativity. The results showed that teachers were enthusiastic about participating, and some were already aware of the benefits of mind mapping in enhancing learning. This highlights the importance of conducting further mind mapping training to help teachers develop more effective and creative lesson plans. Additional support and motivation from government stakeholders are essential to advance the development of these educational activities.
EUROPEAN PUT OPTION PRICING MODEL WITH GRAM-CHARLIER EXPANSION IN THIRD MOMENTS Rifki Chandra Utama; Afra Maulia Fitriana Hilnie; Wiwit Angga Siswahyudi
Perwira Journal of Science & Engineering Vol 2 No 1 (2022)
Publisher : Universitas Perwira Purbalingga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.54199/pjse.v2i1.118

Abstract

The Black-Scholes model is one of the most popular and widely applied option pricing models in both academic and practical contexts developed by Black and Scholes (1973). The practical assumption in the Black-Scholes model is stock return following the normal distribution with constant volatility. However, many stock returns are not normally distributed, so should consider the skewness and kurtosis of the stock return. This developmental model adapts the Gram-Charlier expansion to adapt skewness and kurtosis to the Black-Scholes formula. Approximation method used is an alternative approach with Hermite polynomial. The observed stocks are SPG, C, and AXP by taking stock price data from November 11, 2016 to November 11, 2017 with maturity date at January 18, 2019 and interest rate (r) of 1,25%. After comparing the average MSE of both models, found that the third moment Gram-Charlier expansion is better than the Black-Scholes model in modeling SPG, C, and TSLA stock prices