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Penerapan Model Black Litterman dalam Pembentukan Portofolio Optimal Saham Indeks LQ-45 Medika, Amelia Nurul; Sari, Devni Prima
MATHunesa: Jurnal Ilmiah Matematika Vol. 11 No. 3 (2023)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v11n3.p551-559

Abstract

Salah satu investasi yang marak dimasyarakat yaitu investasi saham. Dalam berinvestasi saham tidak akan terlepas dari return dan risiko. Pastinya investor menginginkan return yang maksimal dengan risiko yang minimal. Hal tersebut dapat dilakukan dengan membentuk portofolio optimal. Salah satu metode untuk mendapatkan portofolio optimal dengan menerapkan model Black Litterman (BL). Model BL yaitu model yang dapat menangani kesalahan perkiraan portofolio dalam memperhitungkan return dengan menggabungkan dua sumber pengembalian yaitu return kesetimbangan pasar dengan return pandangan investor. Untuk informasi return kesetimbangan pasar akan menggunakan Capital Asset Pricing Model (CAPM). Sedangkan untuk informasi pengembalian return pandangan investor akan digunakan model-model time series. Penelitian menggunakan data harga saham penutupan mingguan LQ-45 pada periode Januari 2021-April 2023. Hasil penelitian diperoleh bobot portofolio optimal yaitu 78.06% dari saham TLKM, dan 21.94% dari saham UNTR. Kata Kunci: return, risiko, CAPM, Time Series, Black Litterman
Survival Analysis of Patients with Chronic Kidney Disease at Dr Achmad Darwis Regional General Hospital Using the Kaplan-Meier Method Anis, Mei Syarah; Sari, Devni Prima
Mathematical Journal of Modelling and Forecasting Vol. 3 No. 2 (2025): December 2025
Publisher : Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/mjmf.v3i2.43

Abstract

Abstract. Chronic kidney disease (CKD) is a global health problem with a steadily increasing incidence. In West Sumatra, its prevalence is recorded at 0.2%, with the highest proportion occurring in individuals aged 45–54 years. Although relatively low, CKD still has a substantial impact on patients' quality of life. To date, data on the survival probability of CKD patients at the regional level, particularly in the district where this study was conducted, remain limited and require further investigation. This study aims to determine the overall survival probability of CKD patients and to examine the factors that influence survival, such as age, sex, disease stage, history of diabetes mellitus, hypertension, anaemia, heart disease, and smoking. This study employs survival analysis using the Kaplan-Meier method and the log-rank test to compare differences between groups. The results show that the overall survival probability of the 140 patients declined significantly over the four-year observation period. The Kaplan-Meier analysis revealed a sharp decline in survival probability within the first 12 days of treatment, with only 20.9% of patients remaining alive by day 12. Based on the log-rank test, the factors significantly associated with survival were age, history of diabetes mellitus, hypertension, and heart disease. These findings underscore the importance of early detection and integrated management of comorbidities in clinical practice, as they may help improve survival outcomes and guide healthcare planning for CKD patients in regional settings.
Bahasa Inggris Hafizah, Nur; Sari, Devni Prima
Jurnal Varian Vol. 8 No. 3 (2025)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v8i3.4871

Abstract

The primary concern in the employer-employee relationship is the employees’ worry regarding their post-retirement financial security, which necessitates that the company provide a structured pension program. This study aims to compare the results of actuarial calculations in corporate pension fund programming at PT. RAP. The methodologies employed were the Attained Age Normal (AAN) and Individual Level Premium (ILP) methods, utilizing a data sample consisting of one employee from the company’s total of 38 employees. The findings indicate that the direct pension benefit, set at 20%, calculated using the AAN method amounts to IDR 80,022,877, compared to IDR 38,097,920 using the ILP method. Based on these results, the study offers insights to the company that the ILP method is more advisable than the AAN method. 
PELATIHAN PINJAMAN ONLINE: KENALI YANG LEGAL DAN ILEGAL, HINDARI JEBAKAN Devni Prima Sari; Fadhilah Fitri; Yuki Fitria
Martabe : Jurnal Pengabdian Kepada Masyarakat Vol 8, No 1 (2025): MARTABE : JURNAL PENGABDIAN KEPADA MASYARAKAT
Publisher : Universitas Muhammadiyah Tapanuli Selatan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31604/jpm.v8i1.279-285

Abstract

Meningkatnya penggunaan pinjaman online di masyarakat, terutama di kalangan pelajar dan pendidik, menimbulkan masalah baru dalam literasi keuangan. Kegagalan untuk memahami perbedaan antara pinjaman online yang legal dan ilegal, beserta risiko-risiko yang menyertainya, membuat banyak orang rentan terjebak dalam utang yang berbahaya. Di SMAN 3 Padang Panjang, instruksi khusus diberikan mengenai dimensi hukum pinjaman online. Program ini mencakup peserta tentang perbedaan antara pinjaman yang legal dan melanggar hukum, strategi untuk menghindari jebakan utang, dan kriteria untuk memilih pinjaman yang sesuai. Hasil penilaian menunjukkan adanya peningkatan pemahaman peserta terhadap dimensi hukum pinjaman online, yang diharapkan dapat meningkatkan literasi keuangan dan memfasilitasi penilaian keuangan yang lebih bijaksana di masa depan.
PENINGKATAN KEMAMPUAN GURU DALAM VISUALISASI DATA UNTUK PENELITIAN TINDAKAN KELAS MELALUI PELATIHAN MICROSOFT EXCEL DAN QUIZIZZ Devni Prima Sari; Fadhilah Fitri; Maulani Meutia Rani
Martabe : Jurnal Pengabdian Kepada Masyarakat Vol 8, No 1 (2025): MARTABE : JURNAL PENGABDIAN KEPADA MASYARAKAT
Publisher : Universitas Muhammadiyah Tapanuli Selatan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31604/jpm.v8i1.286-294

Abstract

Pelatihan bertujuan untuk meningkatkan keterampilan guru dalam menganalisis dan memvisualisasikan data, mendukung pengambilan keputusan berbasis bukti di kelas. Fokus pelatihan ini adalah penggunaan alat analisis data, seperti Microsoft Excel dan Quizizz, yang membantu guru memahami dan menyajikan data secara efektif. Hasil pelatihan menunjukkan peningkatan signifikan dalam keterampilan visualisasi data peserta, di mana guru-guru lebih mampu mengaplikasikan fitur grafik dan diagram untuk menampilkan hasil pembelajaran secara jelas dan menarik. Dengan peningkatan ini, guru-guru menjadi lebih siap dalam merencanakan dan melaksanakan Penelitian Tindakan Kelas (PTK), yang memungkinkan mereka menghasilkan solusi berbasis bukti untuk meningkatkan efektivitas pembelajaran. Pelatihan ini diharapkan dapat memperkuat peran guru sebagai agen perubahan dalam pendidikan, mendorong peningkatan kualitas pendidikan di sekolah dan masyarakat secara keseluruhan.
IHSG Closing Price Prediction on the Indonesian Stock Exchange using the Geometric Brownian Motion Model Sukra Hamna; Devni Prima Sari
UNP Journal of Statistics and Data Science Vol. 4 No. 2 (2026): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ujsds/vol4-iss2/486

Abstract

Being among the leading primary benchmarks reflecting the health of the equity market in Indonesia, the Jakarta Composite Index (IHSG) experiences ongoing price movements shaped by a wide spectrum of domestic and international forces. The inherent unpredictability of these movements underscores the critical need for reliable forecasting methods to guide investors in their decision-making process. In response to this, the present study applies the Geometric Brownian Motion model as a tool for projecting the daily closing values of the IHSG, owing to its well-recognized ability to represent the random characteristics inherent in financial time series. The dataset utilized comprises daily closing price records of the IHSG throughout 2025. The analysis includes the calculation of log returns, normality testing using the Kolmogorov-Smirnov test, and estimation of drift and volatility parameters. Forecasting is performed using simulation with 50 and 1000 iterations, where the initial value is based on the last observed closing price. The findings reveal that the Geometric Brownian Motion model demonstrates a solid capacity to reflect the volatile behavior of IHSG movements, yielding MAPE figures of 4.50% and 2.81%, which correspond to a very high level of predictive precision. A greater number of iterations was found to produce more consistent and dependable projections, while the estimated values broadly align with the overall trajectory of historical data, notwithstanding the element of randomness embedded in the model. Therefore, the GBM model can be considered an effective method for forecasting stock price movements, particularly for highly volatile market indices such as the IHSG.