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Hidayana, Rizki Apriva

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Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Dentistry Economics, Econometrics & Finance Education Energy Engineering Environmental Science Health Professions Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Medicine & Pharmacology Nursing Physics Public Health Social Sciences Transportation Other

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Training on Basic Mathematics for 12th Grade Students of SMA Pasundan Majalaya in Preparation for the 2024 SNBT Hidayana, Rizki Apriva; Yuningsih, Siti Hadiaty; Syarifudin, Abdul Gazir; Amelia, Rika; Nurkholipah, Nenden Siti
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.v5i2.316

Basic math training plays an important role in preparing students for the National Selection Based Test (SNBT), which is one of the entry pathways to public universities in Indonesia. This study aims to evaluate the effectiveness of academic ability test training in improving the readiness of XII grade students of Pasundan Majalaya High School to face SNBT 2024. The research method used is descriptive quantitative with a case study approach. The study population was all XII grade students of Pasundan Majalaya High School who participated in the training program. Data were collected through observations and tests conducted before and after the training. Data analysis was conducted to measure the improvement of students' academic ability and readiness. The results showed that the academic proficiency test training implemented at Pasundan Majalaya High School was effective in improving students' pre and post test results. There was a significant increase in proficiency test scores through pre and post test results. In addition, the training also helped students in developing time management skills, problem solving strategies, and critical thinking skills. The findings suggest that structured and comprehensive training can significantly improve students' academic readiness, thus helping them to face SNBT more confidently and competitively. This research is expected to contribute to the preparation of Pasundan Majalaya High School students for college entrance selection.

Estimated Value-at-Risk Using the ARIMA-GJR-GARCH Model on BBNI Stock Hidayana, Rizki Apriva; Napitupulu, Herlina; Sukono, Sukono
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.v5i2.317

Stocks are investment instruments that are much in demand by investors as a basis in financial storage. Return and risk are the most important things in investing. Return is a complete summary of investment and the return series is easier to handle than the price series. The movement of risk of loss is obtained from stock investments with profits. One way to calculate risk is value-at-risk. The movement of stocks is used to form a time series so that the calculation of risk can use time series. The purpose of this study was to find out the Value-at-Risk value of BBNI Shares using the ARIMA-GJR-GARCH model. The data used in this study was the daily closing price for 3 years. The time series method used is the model that will be used, namely the Autoregressive Integrated Moving Average (ARIMA)-Glosten Jagannathan Runkle - generalized autoregressive conditional heteroscedastic (GJR-GARCH) model. The stage of analysis is to determine the prediction of stock price movements using the ARIMA Model used for the mean model and the GJR-GARCH model is used for volatility models. The average value and variants obtained from the model are used to calculate value-at-risk in BBNI shares. The results obtained are the ARIMA(1,0,1)-GJR-GARCH(1.1) model and a significance level of 5% obtained value-at-risk of 0.0705.

Implementing the Variance-Covariance Method for Assessing Market Transaction Risks in Raw Material Sector Stocks Kisti, Vuji Annisa; Haq, Fadiah Hasna Nadiatul; Hidayana, Rizki Apriva
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.v5i2.310

The capital market plays a crucial role in supporting a country's economic growth. Besides being a funding source, the capital market also serves as an investment avenue for investors, particularly through stocks. Every investor must be willing to bear risks in line with their targeted returns. Risk is defined as the uncertainty of future outcomes due to market condition changes, and VaR (Value at Risk) is used to determine the tolerated loss at a certain confidence level. This study discusses the application of the Value at Risk (VaR) method using the Variance-Covariance approach to mitigate market risks in the portfolio of raw material sector stocks. The study focuses on two raw material sector stocks in Indonesia, assuming a normal distribution of asset price changes. The measurement results indicate that with an investment of Rp. 100,000,000.00, a 95% confidence level, and a 1-day period, the VaR of the portfolio of these five stocks is Rp. 2,769,750.00. This research provides critical insights to assist investors in understanding and managing portfolio risks, making VaR a key indicator to measure potential future risks and laying the foundation for decision-making in risk management.

Online Games and Mental Health of Generation Z: A Case Study on Male Adolescents at SMK MAN 5 Tasikmalaya Azahra, Astrid Sulistya; Kalfin, Kalfin; Hidayana, Rizki Apriva
International Journal of Ethno-Sciences and Education Research Vol 4, No 3 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v4i3.712

This research investigates the impact of online games on the mental health of Generation Z, with a focus on male adolescents at SMK MAN 5 Tasikmalaya. Quantitative research methods were used to collect data through questionnaires regarding the duration of playing online games and observations of mental health. The results of data analysis show that there is a significant relationship between the duration of playing online games and mental health in male adolescents. It was found that online gaming addiction can result in decreased mental health, including social isolation, decreased academic performance, and emotional disorders. Therefore, efforts need to be made to manage the use of online games wisely to minimize the negative impact on Generation Z's mental health.

Senior High School Students' Knowledge of The Role of Mathematics in The Development of Science and Technology Amelia, Rika; Hidayana, Rizki Apriva; Syarifudin, Abdul Gazir; Megantara, Tubagus Robbi; Kholipah, Nenden Siti Nur; Chairunnisa, Nadine Zahra; Manuela, Angellyca Leoni
International Journal of Research in Community Services Vol 6, No 1 (2025)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijrcs.v6i1.813

Mathematics plays a significant role in developing science and technology (also known as IPTEK in Indonesian). However, students' understanding of the contribution of mathematics to the progress of IPTEK still needs to be improved. This study examines the knowledge of senior high school students (also known as SMA in Indonesian) regarding the role of mathematics in developing IPTEK. The method used is a quantitative survey, and questionnaires were distributed to SMA PGRI Cicalengka students. The data obtained were analyzed to determine the level of students' understanding of the relationship between mathematics and its applications in various fields of science, such as physics, biology, and technology. The study results showed that although most students understand mathematics is important in IPTEK, most still need to learn its specific applications in modern technology and scientific innovation. This study suggests the need for more contextual and applicable learning about the role of mathematics in the development of IPTEK so that students can better appreciate and understand the contribution of mathematics in everyday life.

Mathematical Modeling of Pulling Force in Tug of War Competitions: A Tribute to Indonesia's Independence Anniversary Pirdaus, Dede Irman; Laksito, Grida Saktian; Hidayana, Rizki Apriva
International Journal of Quantitative Research and Modeling Vol 5, No 3 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i3.754

Tug of war is a folk game that uses a mining tool (rope). How to play a team with 2 teams facing each other. Each team consists of 3 or more people, who face each other holding the mine to be pulled. This tug-of-war competition activity is to train body strength, teamwork and cohesiveness. Once the second mark on the rope from the center red mark crosses the center line, the team that pulls the rope to their area wins the game. In this tug of war game there are many styles, including: Frictional Force, Tensile Force, Gravitational Force, and Muscular Force. This paper aims to study the physical forces of tug of war with a mathematical model based on the physical phenomena that exist in the game of tug of war. This model is created by considering tug of war as two objects connected by a rope. The analysis is done by considering the forces acting in the model. The results show that if after being pulled with a force F, the object moves to the right with an acceleration of a, then the acceleration of the object is based on the equation of motion according to Newton's law.

Implementation of Ruin Probability Model in Life Insurance Risk Management Lianingsih, Nestia; Hidayana, Rizki Apriva; Saputra, Moch Panji Agung
International Journal of Quantitative Research and Modeling Vol 5, No 4 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i4.816

This study examines the implementation of the ruin probability model in risk management in life insurance companies. The main focus of this study is to evaluate how factors such as initial surplus, premium revenue level, and claim frequency affect the ruin probability of insurance companies. Using the collective risk model approach and relevant claim distribution, this study develops two methods to calculate the ruin probability: an analytical approach and a Monte Carlo simulation. The simulation results show that increasing the initial surplus and premium level significantly reduces the ruin risk, while increasing the claim frequency increases the ruin probability. In addition, the gamma claim distribution is more suitable for modeling claims in life insurance than the exponential distribution. Model validation is carried out by comparing the prediction results with historical data of insurance companies, which shows a high level of accuracy. This study provides important insights for insurance companies in designing more effective and optimal risk management strategies.

Determination of Risk Value Using the ARMA-GJR-GARCH Model on BCA Stocks and BNI Stocks Hidayana, Rizki Apriva; Napitupulu, Herlina; Saputra, Jumadil
Operations Research: International Conference Series Vol. 2 No. 3 (2021): Operations Research International Conference Series (ORICS), September 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i3.176

Stocks are common investments that are in great demand by investors. Stocks are also an investment instrument that provides returns but tends to be riskier. The return time series is easier to handle than the price time series. In investment activities, there are the most important components, namely volatility and risk. All financial evaluations require accurate volatility predictions. Volatility is identical to the conditional standard deviation of stock price returns. The most frequently used risk calculation is Value-at-Risk (VaR). Mathematical models can be used to predict future stock prices, the model that will be used is the Glosten Jagannathan Runkle-generalized autoregressive conditional heteroscedastic (GJR-GARCH) model. The purpose of this study was to determine the value of the risk obtained by using the time series model. GJR-GARCH is a development of GARCH by including the leverage effect. The effect of leverage is related to the concept of asymmetry. Asymmetry generally arises because of the difference between price changes and value volatility. The method used in this study is a literature and experimental study through secondary data simulations in the form of daily data from BCA shares and BNI shares. Data processing by looking at the heteroscedasticity of the data, then continued by using the GARCH model and seeing whether there is an asymmetry in the data. If there is an asymmetric effect on the processed data, then it is continued by using the GJR-GARCH model. The results obtained on the two stocks can be explained that the analyzed stock has a stock return volatility value for the leverage effect because the GJR-GARCH coefficient value is > 0. So, the risk value obtained by using VaR measurements on BCA stocks is 0.047247 and on BNI stocks. is 0.037355. Therefore, the ARMA-GJR-GARCH model is good for determining the value of stock risk using VaR.

Determination of VaR on BBRI Stocks and BMRI Stocks Using the ARIMA-GARCH Model Napitupulu, Herlina; Hidayana, Rizki Apriva; Saputra, Jumadil
Operations Research: International Conference Series Vol. 2 No. 3 (2021): Operations Research International Conference Series (ORICS), September 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i3.178

Stocks are investment instruments that are much in demand by investors as a basis in financial storage. Return and risk are the most important things in investing. Return is a complete summary of investment and the return series is easier to handle than the price series. The movement of risk of loss is obtained from stock investments with profits. One way to calculate risk is value-at-risk. The movement of stocks is used to form a time series so that the calculation of risk can use time series. The purpose of this study was to find out the Value-at-Risk value of BBRI and BMRI stock using the ARIMA-GARCH model. The data used in this study was the daily closing price for 3 years. The time series method used is the Autoregressive Integrated Moving Average (ARIMA)-Generalized Autoregressive Conditional Heteroscedastic (GARCH) model. The stage of analysis is to determine the prediction of stock price movements using the ARIMA model used for the mean model and the GARCH model is used for volatility models. The average value and variants obtained from the model are used to calculate value-at-risk in BBRI and BMRI stock. The results obtained are the ARIMA(3,0,3)-GARCH(1,1) and ARIMA(2,0,2)-GARCH(1,1) model so with a significance level of 5% obtained Value-at-Risk of 0.04058 to BBRI stock and 0.10167 to BMRI stock.

Determination of Value-at-Risk in UNVR Stocks Using ARIMA-GJR-GA RCH Model Hidayana, Rizki Apriva; Napitupulu, Herlina; Sukono, Sukono
Operations Research: International Conference Series Vol. 2 No. 4 (2021): Operations Research International Conference Series (ORICS), December 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i4.181

Stocks are investment instruments that are in great demand by investors as a basis for storing finances. The most important thing in investing is the return and risk of loss obtained from investing in stocks. Risk measurement is carried out using Value-at-Risk and Conditional Value-at-Risk. The stock movements used are historical data and in the form of time series, so that a model can be formed to predict the next movement of stocks and risk measurements can be carried out. The purpose of this study is to determine the value of risk obtained by investors using time series analysis. The data used in this study is the daily closing price of stocks for 3 years. The stages of the analysis carried out to predict stock movements are to determine the ARIMA model for the mean model and the GJR-GARCH model for the volatility model. The mean value and variance are used to calculate the risk value of VaR. Based on the results of the Value-at-Risk calculation obtained, UNVR shares have a risk value of 0.01217. This means that if an investment is made in UNVR shares of IDR 100,000,000.00, the estimated maximum loss of potential loss that occurs is estimated to reach IDR 1,217,000.

Co-Authors Abdul Gazir Syarifudin Agustin, Nemia Amal, Moh Alfi Amelia, Rika Azahra, Astrid Sulistya Chairunnisa, Nadine Zahra Daulay, Syifa Nur Rasikhah Dewi Ratnasari Halim, Nurfadhlina Abdul Haq, Fadiah Hasna Nadiatul Harahap, Reivani Putri Berlinda Hasanah, Indah Mauludina Herlina Napitupulu Ibrahim, Riza Andrian kalfin Kalfin Kalfin, Kalfin Khan, Muhammad Fardeen Kholipah, Nenden Siti Nur Kisti, Vuji Annisa Laksito, Grida Saktian Lianingsih, Nestia Maghfirani, Nazla Aqira Manuela, Angellyca Leoni Megantara, Tubagus Robbi Meizani, Nicko Mugi Lestari, Mugi Mulyo, Lukman Widoyo Nenden Siti Nurkholipah, Nenden Siti Pirdaus, Dede Irman Riaman Riaman, Riaman Rini Cahyandari Saefullah, Rifki Saputra, Jumadil Sidiq, Fahmi Sukono . Tiswaya, Waway Yakubu, Usman A. Yoefitri, Tina Yohandoko, Setyo Luthfi Okta Yuningsih, Siti Hadiaty

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