Articles
<![CDATA[THE GARCH MODEL VOLATILITY OF SHARIA STOCKS ASSOCIATED CAUSALITY WITH MARKET INDEX ]]>
<![CDATA[Endang Soeryana Hasbullah]]>;
<![CDATA[Endang Rusyaman]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v1i1.3
<![CDATA[The purpose of this paper is to examine the volatility of Islamic stocks related to the causality of the composite stock price index (CSPI). The aim is to investigate the causality of several levels of stock returns with the movement of the CSPI, and determine its volatility as a measure of risk. To determine the causality relationship is done by using the granger causality test method, with Vector Autoregressive (VAR) modeling. Whereas to determine the volatility is done using the Generalized Autoregressive Conditional Heteroscedastisiy (GARCH) model approach. The results of the causality test show that there is a direct relationship that affects and is influenced by the CSPI, and the relationship that affects each other between the company's stock market and the movement of the CSPI. While the volatility follows the GARCH model (1, 1). Based on the results of this study are expected to be used as consideration in making investment decisions in the analyzed stocks.]]>
<![CDATA[A GARCH APPROACH TO VaR CALCULATION IN FINANCIAL MARKET ]]>
<![CDATA[Nurfadhlina Abdul Halim]]>;
<![CDATA[Endang Soeryana]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v1i1.5
<![CDATA[Value at Risk (VaR) has already becomes a standard measurement that must be carried out by financial institution for both internal interest and regulatory. VaR is defined as the value that portfolio will loss with a certain probability value and over a certain time horizon (usually one or ten days). In this paper we examine of VaR calculation when the volatility is not constant using generalized autoregressive conditional heteroscedastic (GARCH) model. We illustrate the method to real data from Indonesian financial market that is the stock of PT. Indosat Tbk.]]>
<![CDATA[Abnormal Portfolio Asset Allocation Model: Review ]]>
<![CDATA[Nurfadhlina bt Abdul Halima]]>;
<![CDATA[Dwi Susanti]]>;
<![CDATA[Alit Kartiwa]]>;
<![CDATA[Endang Soeryana Hasbullah]]>
<![CDATA[ International Journal of Business, Economics, and Social Development Vol 1, No 1 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijbesd.v1i1.18
<![CDATA[It has been widely studied how investors will allocate their assets to an investment when the return of assets is normally distributed. In this context usually, the problem of portfolio optimization is analyzed using mean-variance. When asset returns are not normally distributed, the mean-variance analysis may not be appropriate for selecting the optimum portfolio. This paper will examine the consequences of abnormalities in the process of allocating investment portfolio assets. Here will be shown how to adjust the mean-variance standard as a basic framework for asset allocation in cases where asset returns are not normally distributed. We will also discuss the application of the optimum strategies for this problem. Based on the results of literature studies, it can be concluded that the expected utility approximation involves averages, variances, skewness, and kurtosis, and can be extended to even higher moments.]]>
<![CDATA[The Estimated Value of Losses and Insurance Due to Citarum River Flooding ]]>
<![CDATA[Iin Irianingsih]]>;
<![CDATA[Dwi Susanti]]>;
<![CDATA[Alit Kartiwa]]>;
<![CDATA[Forman Ivana S.S.S.]]>
<![CDATA[ International Journal of Business, Economics, and Social Development Vol 1, No 1 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijbesd.v1i1.14
<![CDATA[Flooding in Citarum always happens in Bandung District which causes loss of property, household damage, diseases moreover decease. The government provides aid for flood victims, but the help is not cover losses. In this circumstance, people need insurance. This study aims to set up flood insurance based on economic conditions, areas, and losses due to flooding. To find out the conditions, interviewed the village chief of Baleendah. The analytical methods used are linear regression analysis and analysis method mix. Linear regression analysis was used to estimate flood losses that will serve as the sum insured in the form of insurance products. Analysis mixture consisting of identification areas, conditions, and alternative insurance models used to establish the right flood insurance for Baleendah. Results show the estimation of flood losses and flood insurance appropriate to the condition of Baleendah.]]>
<![CDATA[Application of Exogenous Liquidity Risk Models to Analyze Single Assets ]]>
<![CDATA[Yasir Salih]]>;
<![CDATA[Riaman Riaman]]>;
<![CDATA[Komar Komar]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ International Journal of Business, Economics, and Social Development Vol 1, No 1 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijbesd.v1i1.15
<![CDATA[Exogenous liquidity risk measurement is a measurement of liquidity risk that affects all market participants and is not affected by the actions of any other actors. Exogenous liquidity risk measurement is usually called the Cost of Liquidity (COL). The main problem is how the level of liquidity of one currency against other currencies and the effect of liquidity risk on VaR (Value at Risk) on a single asset. This thesis examines the importance of liquidity risk on a single asset. Combining basic VaR and liquidity risk will result in more effective calculations. The model used is to add the basic VaR value with the Cost of Liquidity (COL) or also called Liquidity VaR (L-VaR). The calculation results show the different effects of liquidity for each country's currency. Indonesian Rupiah (IDR) is the currency that has the highest liquidity component compared to the Japanese Yen (JPY) and the Thai Baht (THB). The lower the liquidity component of a currency, the currency is very liquid, and the Japanese Yen (JPY) is the most liquid currency compared to the Indonesian Rupiah (IDR) and the Thai Baht (THB).]]>
<![CDATA[Guidance on Making Compost from Organic Waste in Jatimukti Village, Jatinangor District, Sumedang Regency, West Java, Indonesia ]]>
<![CDATA[Mochamad Suyudi]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ International Journal of Research in Community Services Vol 1, No 3 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijrcs.v1i3.44
<![CDATA[Compost is a fertilizer that is produced from the decomposition of organic matter by active microorganisms. Jatimukti Village, Jatinangor Subdistrict, Sumedang Regency is a village that produces a lot of waste. Based on observations, the village looks suitable and has the potential to be introduced to the type of compost as organic material in farmers’ gardens. This service aims to foster and direct the people of Jatimukti Village community to have the skills to make compost from organic waste. Community service is carried out through socialization and training on composting. The demonstration of composting is done by using the composting facility that has been prepared. This dedication involves lecturers and students of the Department of Mathematics, Universitas Padjadjaran, as well as the people of Jatimukti Village. The results achieved were made of composters and compost made together, and the ways of making compost by utilizing waste in the community. After being given good and proper waste management training, the community can overcome the surrounding waste problems, and it is hoped that the community can evaluate the management that has been carried out before.]]>
<![CDATA[Penguatan Konsep Matematika Dalam Pembelajaran Latex untuk Siswa SMP dan SMA ]]>
<![CDATA[Edi Kurniadi]]>;
<![CDATA[Herlina Napitupulu]]>;
<![CDATA[Alit Kartiwa]]>;
<![CDATA[Riaman Riaman]]>
<![CDATA[ Jurnal Cendekia : Jurnal Pendidikan Matematika Vol 5 No 1 (2021): Jurnal Cendekia: Jurnal Pendidikan Matematika Volume 5 Nomor 1 Tahun 2021 ]]>
Publisher : <![CDATA[Mathematics Education Study Program ]]>
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DOI: 10.31004/cendekia.v5i1.396
<![CDATA[Dalam artikel ini, kita belajar konsep coding dengan Latex melalui penguatan konsep matematika untuk siswa SMP dan SMA. Tujuan penelitian ini adalah untuk menarik minat para siswa dalam mempelajari coding melalui penguatan konsep matematika yang baik dan benar dengan memperkenalkan apa yang disebut Program Latex. Program Latex ini merupakan perangkat lunak alternatif selain Microsoft Word untuk pengetikan rumus-rumus matematika. Selanjutnya, metode yang digunakan dalam penelitian ini adalah deskriptif kualitatif untuk menggambarkan kemampuan siswa dalam memahami konsep dasar matematika dan implementasinya melalui pengetikan rumus-rumus matematika dengan Latex. Siswa dilatih agar supaya mempunyai pengetahuan yang baik dan benar tentang konsep dasar matematika, khususnya bagaimana cara membaca dan menulis rumus matematika secara sistematis. Hasil dari penelitian ini, para siswa dapat menulis rumus-rumus matematika dalam Program Latex dan mempunyai pemahaman konsep matematika yang baik dan benar yang tentunya akan menjadi modal dasar untuk memahami konsep coding untuk tingkatan yang lebih tinggi. Untuk penelitian selanjutnya, konsep matematika dapat direalisasikan melalui Pemograman Python. Melalui pendekatan Program Python ini, diharapkan para siswa akan menyukai penerapan-penerapan matematika dalam berbagai hal.]]>
<![CDATA[Surjektifitas Pemetaan Eksponensial untuk Grup Lie Heisenberg yang Diperumum ]]>
<![CDATA[Edi Kurniadi]]>;
<![CDATA[Putri Giza Maharani]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ Jambura Journal of Mathematics Vol 5, No 1: February 2023 ]]>
Publisher : <![CDATA[Department of Mathematics, Universitas Negeri Gorontalo ]]>
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DOI: 10.34312/jjom.v5i1.16721
<![CDATA[The Heisenberg Lie Group is the most frequently used model for studying the representation theory of Lie groups. This Lie group is modular-noncompact and its Lie algebra is nilpotent. The elements of Heisenberg Lie group and algebra can be expressed in the form of matrices of size 3×3. Another specialty is also inherited by its three-dimensional Lie algebra and is called the Lie Heisenberg algebra. The Heisenberg Lie Group whose Lie Algebra is extended to the dimension 2n+1 is called the generalized Heisenberg Lie group and it is denoted by H whose Lie algebra is h_n. In this study, the surjectiveness of exponential mapping for H was studied with respect to h_n=⟨x ̅,y ̅,z ̅⟩ whose Lie bracket is given by [X_i,Y_i ]=Z. The purpose of this research is to prove the characterization of the Lie subgroup with respect to h_n. In this study, the results were obtained that if ⟨x ̅,y ̅ ⟩=:V⊆h_n a subspace and a set {e^(x_i ) e^(x_j ) ┤| x_i,x_j∈V }=:L⊆H then L=H and consequently Lie(L)≠V.]]>
<![CDATA[Implementasi Modifikasi Algoritma Box-Counting Dimension pada Perhitungan Dimensi Fraktal Garis Pantai Australia dengan Python ]]>
<![CDATA[Michael Lim]]>;
<![CDATA[Herlina Napitupulu]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ SisInfo Vol 4 No 2 (2022): SisInfo ]]>
Publisher : <![CDATA[Universitas Informatika dan Bisnis Indonesia ]]>
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DOI: 10.37278/sisinfo.v4i2.518
<![CDATA[Perhitungan dimensi fraktal sudah banyak diterapkan pada berbagai bidang ilmu pengetahuan. Salah satu metode perhitungan dimensi fraktal, yakni metode box-counting dimension, teruji lebih ideal di zaman modern yang identik dengan ilmu komputasi. Meski demikian, terdapat perbedaan algoritma antarpeneliti yang mencakup pendefinisian dimensi ataupun persyaratan pemilihan dan pengolahan objek. Oleh karenanya, penelitian ini bertujuan memodifikasi algoritma box-counting dimension yang diaplikasikan dengan bahasa pemrograman Python pada objek garis pantai Australia. Hasil perhitungan dengan algoritma ini kemudian dibandingkan dengan penelitian sebelumnya dengan metode yang serupa, namun melalui algoritma yang berbeda. Berdasarkan penelitian yang telah dilakukan, didapati bahwa dimensi fraktal Australia menggunakan modifikasi algoritma box-counting dimension adalah 1.087 dengan selisih perhitungan sebesar 4.9% terhadap metode segmentasi dan selisih perhitungan sebesar 3.85% terhadap metode box-counting dimension pada penelitian terdahulu.]]>
<![CDATA[Karakteristik Koproduk Grup Hingga ]]>
<![CDATA[Edi Kurniadi]]>;
<![CDATA[Stanley P. Dewanto]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ Jurnal Matematika Integratif Vol 9, No 2: Oktober, 2013 ]]>
Publisher : <![CDATA[Department of Matematics, Universitas Padjadjaran ]]>
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DOI: 10.24198/jmi.v9.n2.10190.139-146
<![CDATA[ABSTRAKDalam makalah ini diteliti bagaimana mengkonstruksi koproduk dari dua buah grup. Lebih jauh diteliti sifat-sifat yang dimiliki oleh koproduk dan kaitannya dengan hasil kali langsung. Sifat yang sangat menarik dalam penelitian ini adalah hasil kali bebas grup-grup hingga yang tidak mengawetkan keterhinggaan. Kata kunci : koproduk,hasil kali langsung, hasil kali bebas]]>
