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The Capital Asset Pricing Model Forecast Using Artificial Intelligence Ni Putu Noviyanti Kusuma; I Ketut Budiartha
Budapest International Research and Critics Institute (BIRCI-Journal): Humanities and Social Sciences Vol 5, No 1 (2022): Budapest International Research and Critics Institute February
Publisher : Budapest International Research and Critics University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33258/birci.v5i1.3677

Abstract

The application of Artificial Intelligence (AI) with the Recurrent Neural Network (RNN) Long Short-Term Memory (LSTM) algorithm which has excellent accuracy in predicting stock prices, but still needs to be developed optimally in the accounting and finance fields. In many cases it was found that the value of the results of the traditional Capital Asset Pricing Model (CAPM) calculations was consistently below the estimated return. Therefore, it is necessary to calculate the CAPM that can optimize the estimated returns more accurately, by combining it using AI technology with the LSTM method RNN algorithm. The purpose of this study is to prove the accuracy of the CAPM calculation results generated by AI compared to the traditional CAPM calculation method in providing an estimate of the return on the best blue-chip group in the LQ45 index during the 2015-2019 observation period. The sample of this study uses data on closing prices adjusted for companies with the lowest Debt to Equity Ratio (DER). The results of the adjusted closing price prediction using AI with the LSTM method have high accuracy. From the analysis of the different paired sample t-test, it was found that there was a significant difference in the mean Absolute Percentage Error (MAPE), where the AI-optimized CAPM model had a lower MAPE value than the traditional CAPM model. This study concludes that the AI-optimized CAPM calculation method has proven to be able to provide more accurate return estimates than traditional CAPM calculation methods.
Analisis dan Perancangan Sistem Informasi Akuntansi Pengelolaan Keuangan Pada BUMDes Sari Merta Dana Utama Desa Sumerta Kauh Budiartini, Ni Kadek Ayu; Krisna Juliharta, I Gede Putu; Kusuma, Ni Putu Noviyanti
Jurnal Ilmiah Sistem Informasi dan Teknik Informatika (JISTI) Vol 7 No 2 (2024): Jurnal Ilmiah Sistem Informasi dan Teknik Informatika (JISTI)
Publisher : Lembaga Penelitian dan Pengabdian Masyarakat Universitas Lamappapoleonro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.57093/jisti.v7i2.219

Abstract

An accounting information system is a system that processes data and transactions to produce information that is useful for planning, controlling and operating a business. Currently there are still village governments that have not implemented an accounting information system properly, one of which is Bumdes Sari Merta Dana Utama Sumerta Kauh Village. Sari Merta Dana Utama is a village business institution managed by the community and village government and formed based on the needs and potential of the village. Currently Sari Merta Dana Utama is experiencing several obstacles in their financial management system. The aim of this research is to design a financial management accounting information system, so that it can make it easier for Bumdes Sari Merta Dana Utama to record and facilitate monitoring of financial income and expenditure at Bumdes.
DINAMIKA GENERASI SANDWICH DALAM PENGELOLAAN KEUANGAN : SEBUAH STUDI FENOMENOLOGI Dewi, Desak Putu Nitya; Putra, Anak Agung Gede Adi Mega; Kusuma, Ni Putu Noviyanti
Jurnal Revenue : Jurnal Ilmiah Akuntansi Vol. 5 No. 1 (2024): Jurnal Revenue : Jurnal Ilmiah Akuntansi
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/rev.v5i1.506

Abstract

The purpose of this study is to investigate the significance of the sandwich generation's financial management experiences in challenging financial times. Qualitative research design using interpretive phenomenological approach was employed. Three individuals who embodied the sandwich generation were interviewed in-depth in order to gather data. The Interpretative Phenomenological Analysis method was employed to examine the interview results. The findings of this study suggest that the elements that drive informants to fulfill their role as a sandwich generation include favorable attitudes, subjective norms, perceived behavioral control, and felt religiosity. Based on his interpretation of the event, the informant experienced good emotions such as pride and believed that taking on this responsibility was a way of showing his parents love
ANALISIS DAN PERANCANGAN SISTEM INFORMASI PENJUALAN DAN PERSEDIAAN DI UD DONGMART BERBASIS WEB Kadek Intan Janeta Pratiwi; Ni Made Satvika Iswari; Ni Putu Noviyanti Kusuma
Jurnal Tekinkom (Teknik Informasi dan Komputer) Vol 7 No 1 (2024)
Publisher : Politeknik Bisnis Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37600/tekinkom.v7i1.1409

Abstract

This study aims to address the issues of effectiveness and efficiency in transaction recording and data security at UD DongMart, a household goods trading business. The research method employed is Prototype approach, which is iterative and interactive, allowing users to provide feedback during system development. The stages include requirements analysis, system design using tools such as flowcharts, Data Flow Diagrams (DFD), and Entity-Relationship Diagrams (ERD), and prototype development using HTML, CSS, and Bootstrap. System evaluation was conducted through demo and guerilla testing, yielding positive user responses regarding the usability and design of the system. The findings indicate that the proposed information system successfully enhances transaction recording speed and accuracy, reduces data input errors, and improves data security, meeting the operational needs of UD DongMart and supporting small and medium-sized business growth.
ANALISIS SISTEM PENGENDALIAN INTERNAL DAN PERANCANGAN SISTEM INFORMASI PENJUALAN DAN PEMBELIAN PADA UD ADI PUTRA MENGGUNAKAN METODE PROTOTYPE Ni Made Esa Purnama Sari; Nengah Widya Utami; Ni Putu Noviyanti Kusuma
Jurnal Tekinkom (Teknik Informasi dan Komputer) Vol 7 No 1 (2024)
Publisher : Politeknik Bisnis Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37600/tekinkom.v7i1.1442

Abstract

This study aims to analyze and design an accounting information system for sales and purchases at UD Adi Putra, a trading business specializing in building materials that currently relies on manual recording. The method used is the prototype method, which includes system requirements identification, system design, prototype development, evaluation and improvement, and finalization of the prototype. The results show that the current manual system leads to calculation errors, lost receipts, and inaccurate reports. The proposed system includes the design of flowcharts, Data Flow Diagrams (DFD), Entity Relationship Diagrams (ERD), and a more effective database design. Evaluation through beta testing indicates that the new system prototype is user-friendly and meets user needs, significantly enhancing the company's operational efficiency and accuracy.
PENGARUH INFLASI, SUKU BUNGA DAN NILAI TUKAR TERHADAP HARGA SAHAM PADA PERUSAHAAN SEKTOR TEKNOLOGI YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) Ni Putu Ayu Paramita; I Gusti Agung Pramesti Dwi Putri; Ni Putu Noviyanti Kusuma
Journal of Economic, Bussines and Accounting (COSTING) Vol 7 No 5 (2024): Journal of Economic, Bussines and Accounting (COSTING)
Publisher : Institut Penelitian Matematika, Komputer, Keperawatan, Pendidikan dan Ekonomi (IPM2KPE)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31539/costing.v7i5.11619

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh inflasi, suku bunga dan kurs atau nilai tukar rupiah terhadap harga saham pada perusahaan sektor teknologi yang terdaftar di Bursa Efek Indonesia. Penelitian ini menggunakan variabel independen dan dependen, yaitu harga saham sebagai variabel dependen sedangkan inflasi, suku bunga dan nilai tukar sebagai variabel independen. Data yang digunakan pada penelitian ini adalah data sekunder. Data yang digunakan dalam penelitian ini adalah data triwulan harga saham, inflasi, suku bunga, dan nilai tukar selama periode 2020-2022. Pengumpulan data dalam proses penelitian ini menggunakan teknik dokumentasi. Teknik analisis data dalam penelitian ini menggunakan metode uji asumsi klasik, analisis regresi linear berganda dan uji hipotesis. Hasil penelitian menunjukkan bahwa inflasi memiliki pengaruh positif yang signifikan terhadap harga saham perusahaan sektor teknologi. Hal ini menunjukkan bahwa ketika inflasi meningkat, harga saham perusahaan sektor teknologi juga cenderung meningkat. Di lain sisi, suku bunga dan nilai tukar tidak menunjukkan pengaruh terhadap harga saham perusahaan sektor teknologi. Hal ini menunjukkan bahwa perubahan suku bunga dan nilai tukar tidak berpengaruh terhadap harga saham perusahaan sektor teknologi.
PENGARUH RETURN ON EQUITY (ROE) DAN DEBT TO EQUITY RATIO (DER) TERHADAP HARGA SAHAM PADA PERUSAHAAN SEKTOR TEKNOLOGI YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI Ni Made Indah Posawati; I Gusti Agung Pramesti Dwi Putri; Ni Putu Noviyanti Kusuma
EKBIS (Ekonomi & Bisnis) Vol 12 No 2 (2024): Desember 2024
Publisher : POLITEKNIK PIKSI GANESHA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56689/ekbis.v12i2.1482

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh Pengaruh Return On Equity (ROE) & Debt to Equity Ratio (DER) Terhadap Harga Saham Sektor Teknologi tahun 2020-2022. Penelitian ini menggunakan variabel independen dan dependen yaitu harga saham (Y) sebagai variabel dependen sedangkan Return On Equity (ROE) (X1) & Debt to Equity Ratio (DER) (X2) variabel independen. Teknik pemilihan sampel menggunakan teknik Purposive Sampling dan diperoleh 42 perusahaan sektor teknologi sebagai sampel penelitian. Analisis data pada penelitian ini menggunakan bantuan SPSS versi 25. Teknik analisis data yang digunakan dalam penelitian ini meliputi uji statistik deskriptif, uji asumsi klasik (uji normalitas, uji multikolonieritas, uji autokorelasi, dan uji heteroskedastisitas), uji hipotesis (analisis regresi linear berganda, uji-t, uji F dan koefisien determinasi) untuk menguji dan membuktikan hipotesis penelitian. Hasil analisis menunjukkan bahwa Return On Equity (ROE) secara parsial tidak berpengaruh terhadap harga saham, Debt to Equity Ratio (DER) secara parsial tidak berpengaruh terhadap harga saham dan Return On Equity (ROE) & Debt to Equity Ratio (DER) secara simultan tidak berpengaruh terhadap harga saham. Kata kunci: Harga saham, Return On Equity (ROE) & Debt to Equity Ratio (DER).
PREDIKSI HARGA SAHAM BLUE CHIP PADA INDEKS IDX30 MENGGUNAKAN ALGORITMA RECURRENT NEURAL NETWORK (RNN) Kusuma, Ni Putu Noviyanti
Ekonomi & Bisnis Vol 23 No 1 (2024): Jurnal Ekonomi & Bisnis Juni 2024
Publisher : Politeknik Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32722/eb.v23i1.6609

Abstract

Penelitian ini bertujuan untuk membuktikan keakuratan hasil peramalan harga saham perusahaan blue chip pada indeks IDX30 di Bursa Efek Indonesia (BEI) dengan penerapan artificial intelligence (AI) dengan algoritma Recurrent Neural Network (RNN). Data sekunder dikumpulkan dengan metode dokumentasi dari BEI yang diperoleh melalui website resmi BEI maupun web resmi perusahaan yang terdaftar dan juga website resmi Yahoo Finance. Data yang dianalisis dalam penelitian ini adalah data laporan keuangan tahunan yang telah diaudit untuk memperoleh data keuangan yang digunakan untuk perhitungan Debt-to-Equity Ratio (DER) dalam kriteria pemilihan sampel dan historis harga saham penutupan yang disesuaikan pada Indeks Harga Saham Gabungan (IHSG). Populasi penelitian merupakan seluruh perusahaan yang terdaftar dalam indeks IDX30 selama periode 2019-2022 sebanyak 20 perusahaan. Penelitian ini menerapkan metode purposive sampling, diperoleh 17 perusahaan sebagai sampel. Adapun kriteria pemilihan sampel penelitian yakni pertama perusahaan dengan DER di bawah satu, yang menunjukkan penggunaan utang yang rendah. Kedua, perusahaan perbankan tidak dijadikan sampel karena memiliki rasio DER yang tinggi. Hasil prediksi harga saham penutupan yang disesuaikan menggunakan AI dengan algoritma Recurrent Neural Network (RNN) metode Long Short-Term Memory (LSTM) memiliki tingkat akurasi yang tinggi dan mendekati nilai aslinya yaitu dengan nilai rata – rata Mean Absolute Percentage Error (MAPE) sebesar 2,6 persen. Kata kunci: kecerdasan buatan, long short-term memory, prediksi, saham, investasi.  
ANALISIS DAN PERANCANGAN SISTEM INFORMASI PENGGAJIAN KARYAWAN LEMBAGA PERKREDITAN DESA DENGAN METODE PROTOTYPE Sekartini, Made; Wijaya, I Nyoman Yudi Anggara; Kusuma, Ni Putu Noviyanti
Jurnal Tekinkom (Teknik Informasi dan Komputer) Vol 7 No 2 (2024)
Publisher : Politeknik Bisnis Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37600/tekinkom.v7i2.1477

Abstract

The financial department of the Tanjung Bungkak Traditional Village Credit Institution (LPD) has problems in the employee payroll process. The problem faced by the finance department is that employee payroll is still using Microsoft Excel, where employee salary calculations are still using Excel formulas and the data is not stored in a database so that searching for employee salary data takes a relatively long time. Payslip recording is still retyped using Microsoft Word so that when printing a payslip you are required to open the payroll report that has been created in Microsoft Excel. This is less effective and efficient, because errors can occur in making employee pay slips and result in frequent delays in salary reporting. This research aims to carry out Analysis and Design of a Payroll Cycle Accounting Information System in order to make it easier to computerize the payroll of Tanjung Bungkak Traditional Village LPD employees. The method used is the Prototype Model. The results of the system design that has been created produce a structured and systematic system to increase productivity and reduce errors in the application of appropriate information technology in business operations and can provide the information needed by the parties involved in the Tanjung Bungkak Traditional Village LPD. The interview results show the analysis and design of a payroll information system that has been created according to the needs of each section.
ANALISIS DAN PERANCANGAN SISTEM INFORMASI PENJUALAN PADA TOKO SARI BUSANA DENGAN MENGGUNAKAN METODE PROTOTYPE Lestari, Ni Putu Yowi; Putri, I Gusti Agung Pramesti Dwi; Kusuma, Ni Putu Noviyanti
Jurnal Tekinkom (Teknik Informasi dan Komputer) Vol 7 No 2 (2024)
Publisher : Politeknik Bisnis Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37600/tekinkom.v7i2.1478

Abstract

Sari Busana is a fashion destination that sells a wide selection of clothing ranging from kebaya, school clothes and others. An accounting information system is a system that processes data and transactions to produce useful information. Currently, the Sari Busana still has not implemented an accounting information system in the sales recording process and still uses manual recording which has an impact on performance not being integrated and the level of data validity not running as expected. The aim of this research is to design a computerized sales accounting information system. The research method used is the Prototype method. The results of this research are a sales system design that can be accessed by the cashier, warehouse department and owner in accordance with user needs. The results of the system design demo given to the user stated that the system that had been designed was in accordance with the user's needs.