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Peramalan Return Saham Subsektor Perbankan Menggunakan Model ARIMA-GARCH Fadhilah, Dila Nur; Kankan Parmikanti; Budi Nurani Ruchjana
Jurnal Fourier Vol. 13 No. 1 (2024)
Publisher : Program Studi Matematika Fakultas Sains dan Teknologi UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/fourier.2024.131.1-19

Abstract

Subsektor perbankan berperan penting dalam meningkatkan iklim investasi dan pertumbuhan pasar modal di Indonesia melalui penerbitan dan penjualan saham, yang turut berkontribusi dalam pertumbuhan ekonomi negara. Peramalan return harga saham berfungsi untuk meminimalisir kerugian yang diakibatkan oleh fluktuasi. Namun, fluktuasi ini dapat menyebabkan terjadinya heteroskedastisitas yang tidak dapat ditangani oleh pemodelan time series biasa, seperti Autoregressive Integrated Moving Average (ARIMA) sehingga membutuhkan model Generalized Autoregressive Conditional Heteroskedasticity (GARCH) untuk menangani volatilitas terkait heteroskedastisitas. Oleh karena itu, tujuan penelitian ini adalah mengkaji model gabungan ARIMA dan GARCH berupa ARIMA-GARCH dan menaksir parameter menggunakan metode Maximum Likelihood Estimation (MLE). Model ARIMA-GARCH diterapkan pada data harga penutupan saham harian Bank Rakyat Indonesia (Persero) Tbk (BBRI) pada periode 1 Februari 2019 hingga 2 Januari 2024. Hasil penelitian menunjukkan bahwa model terbaik dalam peramalan return harga saham adalah model ARIMA (2,0,2)-GARCH (1,1) dan menghasilkan nilai Root Mean Square Error (RMSE) sebesar 0,01628. Kemudian, hasil peramalan menunjukkan bahwa volatilitas meningkat dari periode pertama hingga periode ke enam.
Pricing of Fisheries Microinsurance Premiums using the Poisson-Exponential Aggregate Distribution Approach Fadhilah, Dila Nur; Shahla, Raynita
Operations Research: International Conference Series Vol. 4 No. 4 (2023): Operations Research International Conference Series (ORICS), December 2023
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v4i4.272

Abstract

Engaged in pond aquaculture is currently an attractive choice amid the high demand for fish in the market. Entrepreneurial opportunities in the pond fish farming sector are increasingly open, although the risk of crop failure remains, both due to weather factors and livestock processes. Crop failure can have a significant financial impact on pond fishery farmers. Therefore, there is a need for special insurance to protect against financial losses due to risks that can occur, namely Micro Fisheries Insurance. Microinsurance is a type of insurance product specifically designed for people with low income levels, offers features and administration that is simple, easily accessible, has an economical price, and a fast compensation settlement process. The focus of this study is to calculate premium prices by applying an aggregate risk model approach. The data used are the number of events and the magnitude of losses due to crop failure in shrimp pond cultivation in Pandeglang Regency in the period January 1, 2019-January 1, 2021. Data on the number of events follow the Poisson distribution, while data on the magnitude of losses follow the Exponential distribution. Next, it uses the Maximum Likelihood Estimation (MLE) method to calculate parameter estimation. The average and variance of aggregate risk is used to determine the size of the premium. The premium selection results in this study amounted to Rp42,005,600. The amount of the premium reflects the collective premium resulting from the calculation based on the standard deviation principle.
Determination of Micro-Insurance Premium Price for Fisheries Using Poisson-Exponential Aggregate Distribution Approach Fadhilah, Dila Nur; Syahla, Raynita; Azahra, Astrid Sulistya
Operations Research: International Conference Series Vol. 5 No. 2 (2024): Operations Research International Conference Series (ORICS), June 2024
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v5i2.315

Abstract

Engaging in pond aquaculture is currently an attractive option amid the high demand for fish in the market. Entrepreneurial opportunities in the pond fish farming sector are increasingly open, although the risk of crop failure remains, both due to weather factors and the livestock process. Crop failure can have a significant financial impact on pond aquaculture cultivators. Therefore, it is necessary to have special insurance to protect against financial losses due to risks that can occur, namely Fisheries Micro Insurance. Microinsurance is a type of insurance product that is specifically designed for low-income people, offering simple, accessible, economically priced features and administration, and a fast compensation settlement process. The focus of this research is to calculate premium prices by applying an aggregate risk model approach. The data used is the number of incidents and the amount of losses due to crop failure in shrimp pond cultivation in Pandeglang Regency in the period of January 1, 2019-January 1, 2021. Data on the number of events follows the Poisson distribution, while data on the magnitude of losses follows the Exponential distribution. Furthermore, the Maximum Likelihood Estimation (MLE) method is used to calculate the parameter estimation. The average and variance estimates of the aggregate risk are used to determine the amount of premiums. The result of the premium selection in this study is IDR 42,005,600. The amount of premium reflects the collective premium resulting from the calculation based on the standard deviation principle.
Analisis Kesulitan Belajar Siswa Kelas VII di MTs Darul Irfan : Indonesia Rahmadania , Siti; Fadhilah, Dila Nur; Utami , Aliftyani Nur Ramadhan Putri; Hasanah, Yuni Fitrotul; Hayati, Tasya Naila; Mulyawan, Galuh
Ciencias : Jurnal Penelitian dan Pengembangan Pendidikan Vol. 8 No. 2 (2025): Juli
Publisher : Universitas Persatuan Guru 1945 NTT

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70942/ciencias.v8i2.466

Abstract

Penelitian ini bertujuan untuk mengidentifikasi bentuk-bentuk kesulitan belajar yang dialami oleh siswa kelas VII di MTs Darul Irfan serta memberikan rekomendasi strategi pembelajaran yang sesuai. Menggunakan pendekatan deskriptif kuantitatif, data dikumpulkan melalui angket, observasi, dan dokumentasi terhadap 50 siswa yang dipilih secara purposive. Hasil penelitian menunjukkan bahwa sebagian besar siswa berada pada kategori pencapaian belajar "sedang", dengan rata-rata nilai 41,36. Kesulitan yang paling dominan mencakup pemahaman materi yang rendah, lambat dalam menerima pelajaran, kurang percaya diri, dan rendahnya semangat belajar. Penelitian ini merekomendasikan adanya pendampingan intensif bagi siswa berkategori rendah, program pengayaan bagi siswa berkategori tinggi, serta evaluasi dan inovasi strategi pembelajaran oleh guru. Kolaborasi antara guru BK, guru mata pelajaran, dan orang tua juga penting untuk mendukung proses belajar siswa secara optimal. This study aims to identify the types of learning difficulties experienced by seventh-grade students at MTs Darul Irfan and provide appropriate learning strategy recommendations. Using a descriptive quantitative approach, data were collected through questionnaires, observation, and documentation involving 50 purposively selected students. The findings reveal that most students fall into the “moderate” academic achievement category, with an average score of 41.36. The most dominant learning difficulties include difficulty understanding the material, slow comprehension, lack of confidence, and low learning enthusiasm. The study recommends intensive support for low-achieving students, enrichment programs for high achievers, and regular evaluation and innovation of teaching strategies. Collaboration among guidance counselors, subject teachers, and parents is also essential to support students' learning processes effectively.