Claim Missing Document
Check
Articles

Found 6 Documents
Search

Model Optimasi Portofolio Saham dengan Aset Bebas Risiko dan Estimasi Risiko dengan Menggunakan Expected Shortfall Erlyne Nadhilah Widyaningrum; Hariyanto Hariyanto; Suhud Wahyudi
Jurnal Sains dan Seni ITS Vol 11, No 2 (2022)
Publisher : Lembaga Penelitian dan Pengabdian Kepada Masyarakat (LPPM), ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j23373520.v11i2.77467

Abstract

Pembentukan suatu portofolio investasi dan pengukuran risiko adalah cara yang dapat dilakukan oleh para investor untuk mengurangi tingkat risiko portofolio investasi. Maka, dalam penelitian ini dilakukan dua hal, yaitu dilakukan pembentukan model optimasi portofolio investasi yang dikembangkan dengan menggunakan teknik Lagrangian Multiplier untuk menentukan proporsi aset yang akan diinvestasikan dan melakukan perhitungan estimasi risiko menggunakan expected shortfall. Kemudian pada penelitian ini dilakukan perluasan dengan menambahkan aset bebas risiko ke dalam portofolio. Hasil yang diperoleh dari perhitungan proporsi portofolio optimal terdiri dari lima aset saham yaitu saham EXCL = 0.0137, ANTM = 0.3288 TBIG = 0.5032, UNVR = 0.1441 dan CPIN = 0.0102. Sedangkan, portofolio terdiri dari lima aset saham dan satu aset bebas risiko (10%) didapatkan perhitungan proporsi saham EXCL = 0.0136, ANTM = 0.2893 TBIG = 0.4431, UNVR = 0.1433 dan CPIN = 0.0107. Berdasarkan hasil perhitungan expected shortfall diperoleh bahwa portofolio investasi dari lima aset saham dengan satu aset bebas risiko dapat meminimalisasi risiko dibandingkan portofolio investasi dari lima aset saham.
Optimalisasi Peramalan Total Aset PT. BPD Kaltim Kaltara dengan Double Exponential Smoothing Brown Ningsih, Eva Lestari; Nurmayanti, Wiwit Pura; Widyaningrum, Erlyne Nadhilah; Pangruruk, Thesya Atarezcha
Jurnal Statistika dan Komputasi Vol. 3 No. 2 (2024): Jurnal Statistika dan Komputasi
Publisher : Universitas Nahdlatul Ulama Sunan Giri

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32665/statkom.v3i2.3525

Abstract

Background: Total assets can provide a comprehensive picture of the wealth owned by a company or institution, with total assets also helping to assess the scale of operations, stability, and the company’s ability to meet its financial responsibilities. Study on the total assets held by PT. BPD Kaltim Kaltara is interesting to do because it has an important role in advancing economic growth in the East Kalimantan and North Kalimantan regions. Digital transformation can influence how assets grow and how capital is structured. Objective: Predicting PT BPD Kaltim Kaltara’s total assets over the next three periods using the DES Brown method with the optimal constant. Methods: Double Exponential Smoothing Brown (DES Brown) with constants α = β = 0.3; 0.6; 0.7; 0.8. Results: The smallest MAPE value is obtained at the constant α = β = 0.3, indicating that the DES Brown method with this constant provides the most accurate forecasting results. Conclusion: The forecasting results for the next three periods show a stable upward trend, namely September at Rp48,389,055.93, October at Rp48,480,301.62, and November at Rp48,571,547.30. Thus, the DES Brown method has proven effective in forecasting the total assets of PT. BPD Kaltim Kaltara and can be used to support the company's financial decision making.
PELATIHAN ANALISIS DATA DENGAN SOFTWARE R BAGI SISWA SMA NEGERI 8 SAMARINDA Sari, Nariza Wanti Wulan; Sifriyani, Sifriyani; Suyitno, Suyitno; Wahyuningsih, Sri; Yuniarti, Desi; Purnamasari, Ika; Mahmudah, Siti; Nurmayanti, Wiwit Pura; Widyaningrum, Erlyne Nadhilah; Nugraha, Pratama Yuly; Pangruruk, Thesya Atarezcha; Hidayanty, Nurul Ilma; Kosasih, Raditya Arya; Bahriah, Ayu
Jurnal Abdi Insani Vol 12 No 7 (2025): Jurnal Abdi Insani
Publisher : Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/abdiinsani.v12i7.2136

Abstract

Students of SMA Negeri 8 Samarinda have received material on statistics since grade X. In the learning process, teachers use Microsoft Office Excel software which is closed source. So through this community service activity, a solution is provided by disseminating data analysis and alternative open source software 'R'. Community service activities are packaged in the form of training. Evaluation of activities in the form of pretest and posttest questionnaires and activity feedback surveys. This activity was carried out on September 11, 2024 in the Computer Laboratory Room of SMA Negeri 8 Samarinda. The number of students who participated in this activity consisted of 36 students. Based on the analysis of the pre-test and post-test data, it was concluded that there was an increase in student understanding after the training. The results of the feedback stated that the training material was easy, the explanations given were considered interesting, and the training activities were considered useful by the participants. Furthermore, participants hope that there will be follow-up activities to hold similar activities again.
IMPLEMENTATION OF NEURAL NETWORK IN PREDICTING STOCK PRICE OF PT BANK RAKYAT INDONESIA (PERSERO) TBK Nurmayanti, Wiwit Pura; Ni Luh Desvita Pratiwi; Nariza Wanti Wulan Sari; Desi Yuniarti; Erlyne Nadhilah Widyaningrum; Thesya Atarezcha Pangruruk
Multica Science and Technology (ACCREDITED-SINTA 5) Vol. 5 No. 1 (2025): Multica Science and Technology
Publisher : Universitas Mulia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47002/dwkza342

Abstract

Forecasting involves estimating future outcomes by examining patterns in both historical and present data. A commonly used data type in forecasting is time series data, characterized by observations collected at consistent time intervals. One forecasting technique that has gained significant attention is the Neural Network, particularly through the Backpropagation method utilized in this study. In the context of the stock market, price fluctuations are influenced by a variety of factors, including shareholder rights, company performance, and the balance between supply and demand. Typically, a rise in stock prices leads to decreased demand, while a decline tends to stimulate it. Predicting stock prices, such as those of Bank Rakyat Indonesia (BRI), can support investors in making well-informed decisions. This research seeks to identify the optimal number of neurons in the hidden layer for forecasting BRI stock prices by minimizing error metrics such as MAPE, MSE, and MAE. The analysis revealed that forecasting the stock price of PT Bank Rakyat Indonesia (Persero) Tbk. using a neural network with one hidden neuron resulted in a MAPE of 1.22248 and an MAE of 61.30548.
Socialization of Poetry and Short Stories to Support Student Creativity at SDN 001 and SDN 002 Semurut: Sosialisasi Puisi dan Cerpen Guna Menunjang Kekreatifitasan Siswa di SDN 001 dan SDN 002 Semurut Kusuma, Ratna; Widyaningrum, Erlyne Nadhilah; Sholikhati, Adrikni; Suyitno
ANDIL Mulawarman Journal of Community Engagement Vol. 2 No. 4 (2025): ANDIL Mulawarman J Comm Engag
Publisher : Lembaga Penelitian dan Pengabdian kepada Masyarakat (LP2M), Universitas Mulawarman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30872/v2i4.187191

Abstract

Semurut Village in Tabalar District, Berau Regency, East Kalimantan, has great potential in marine and agricultural resources. However, some students in the village, especially grades 4-6 at SDN 001 and SDN 002, still do not understand poetry and short stories. This study aims to improve students' creativity in writing and thinking creatively through the introduction of poetry and short stories. The method used was a two-stage socialization at SDN 001 on July 29 and at SDN 002 on August 10, involving students in grades 4-6. This activity included an introduction to poetry and short stories, poetry reading practice, and basic writing techniques. The results of the activity showed students' enthusiasm in learning and understanding poetry and short stories, as well as an increase in creative thinking skills. Introduction to poetry and short stories has been proven to be able to stimulate students' creativity and channel their interests and talents in the field of literature.
ANALISIS FAKTOR_FAKTOR KETENAGAKERJAAN DI INDONESIA DENGAN PENDEKATAN REGRESI LOGISTIK BINER Aprillia Elsada Rinindah; Muhammad Azra Firdaus; Sakila Armayani; Widyaningrum, Erlyne Nadhilah; Wiwit Pura Nurmayanti
STATMAT : JURNAL STATISTIKA DAN MATEMATIKA Vol 7 No 2 (2025)
Publisher : Math Program, Math and Science faculty, Pamulang University

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Tingkat Partisipasi Angkatan Kerja (TPAK) menentukan pertumbuhan ekonomi suatu negara dengan variabel yang mempengaruhi TPAK memiliki dua nilai atau bersift biner. Untuk menganalisis TPAK tersebut digunkana regresi logistik biner yang bisa menganalisis keterkaitan antara variabel prediktor dan variabel respon yang memiliki dua kategori nilai atau bersifat biner. Variabel yang mempengaruhi TPAK yaitu proporsi tenaga kerja formal, tingkat pengangguran terbuka (TPT), Produk Domestik Regional Bruto (PDRB) dan upah rata rata per jam pekerja. Hasil analisis terhadap model terbaik dengan nilai AIC 34,04 menunjukkan bahwa TPT dan rata-rata upah memiliki pengaruh terhadap TPAK, dengan tingkat signifikansi masing-masing sebesar 0,00978 dan 0,06910. Nilai koefisien determinasi sebesar 39,90% mengindikasikan bahwa model mampu menjelaskan sebagian besar variasi TPAK, Sedangkan faktor lainnya dipengaruhi oleh variabel-variabel di luar cakupan model. Tingkat akurasi klasifikasinya mencapai 82,35% menunjukkan bahwa model cukup andal dalam memprediksi status partisipasi angkatan kerja.