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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.
Aplikasi Sistem Monitoring Produksi dengan Diagram Kontrol Fuzzy Multivariat Berbasis Alpha-cut dan Transformasi Median Safitriani, Nur Rezky; Widyaningrum, Erlyne Nadhilah; Putri, Rizka Amalia; Khoirunnisa, Husna Afanyn; Fathan, Morina A.
Buletin Sistem Informasi dan Teknologi Islam (BUSITI) Vol 6, No 3 (2025)
Publisher : Universitas Muslim Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33096/busiti.v6i3.2874

Abstract

Pengendalian kualitas produksi yang adaptif menjadi kebutuhan mendesak dalam menghadapi data multivariat dengan ketidakpastian, disertai tuntutan untuk meningkatkan kualitas produk. Hal ini dapat diatasi menggunakan teori himpunan fuzzy melalui alat Statistical Process Control berupa diagram kontrol. Penelitian ini mengembangkan aplikasi sistem monitoring produksi menggunakan diagram kontrol multivariat fuzzy T2 Hotelling berbasis alpha-cut dan transformasi median. Aplikasinya dilakukan pada industri material bangunan di UD Tiga Beton sebagai penghasil batako press. Monitoring dilakukan pada dua karakteristik kualitas yang saling berkorelasi, yaitu kondisi fisik dan bidang permukaan, yang direpresentasikan dalam bentuk linguistik. Data pengamatan dikonversi ke dalam bilangan fuzzy menggunakan Triangular Fuzzy Number dan proses defuzzifikasi melalui transformasi median serta tambahan alpha-cut sebesar 0,6 agar dapat monitoring pergeseran mean yang kecil. Hasil penerapannya menunjukkan bahwa empat pengamatan terdeteksi berada di luar batas sehingga mengindikasikan proses produksi berada dalam keadaan out of control. Dengan demikian, aplikasi sistem ini terbukti mampu mendeteksi penyimpangan proses secara lebih akurat dan praktis. Diagram kontrol fuzzy multivariat berbasis alpha-cut dan transformasi median menjadi alternatif yang adaptif dalam pengendalian kualitas pada berbagai produksi.
Kebermanfaatan Bantuan Sosial Masyarakat Melihat Persepsi Mahasiswa Terhadap Program Bantuan Sosial dengan Pendekatan ANOVA (Analysis of Variance) Muchlashin, Anif; Widyaningrum, Erlyne Nadhilah
Jurnal Penelitian dan Pendidikan IPS Vol. 19 No. 2 (2025): JPPI Vol. 19 No. 2
Publisher : Direktorat Pascasarjana Universitas PGRI Kanjuruhan Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21067/jppi.v19i2.12933

Abstract

Program bantuan sosial merupakan instrumen kebijakan pemerintah untuk mengurangi kesenjangan sosial dan meningkatkan kesejahteraan masyarakat. Namun, efektivitas program ini kerap diperdebatkan, terutama terkait ketidaktepatan sasaran, transparansi, dan politisasi bantuan sosial. Penelitian ini bertujuan untuk menganalisis persepsi mahasiswa Program Studi Pembangunan Sosial Universitas Mulawarman terhadap program bantuan sosial. Menggunakan pendekatan kuantitatif deskriptif, data dikumpulkan melalui kuesioner dengan skala Likert dan dianalisis menggunakan statistik deskriptif dan ANOVA (analysis of variance). Hasil analisis ANOVA menunjukkan bahwa terdapat perbedaan yang signifikan dalam pemahaman mahasiswa terhadap aspek-aspek tersebut berdasarkan semester yang mereka tempuh. Berdasarkan analisis menggunakan statistika deskriptif di dapatkan bahwa mahasiswa memiliki pemahaman yang cukup baik terhadap program bantuan sosial, namun skeptis terhadap transparansi dan akuntabilitas implementasinya. Politisasi bantuan sosial juga menjadi perhatian utama, di mana mahasiswa menilai bahwa bantuan sering dimanfaatkan untuk kepentingan politik. Meskipun demikian, mayoritas responden berharap agar program bantuan sosial lebih berfokus pada pemberdayaan masyarakat dan keberlanjutan jangka panjang. Dengan demikian, penelitian ini memberikan wawasan tentang bagaimana generasi muda, khususnya mahasiswa pembangunan sosial, menilai kebijakan sosial pemerintah. Rekomendasi yang diberikan mencakup peningkatan transparansi, akurasi data penerima, serta upaya untuk mencegah politisasi bantuan sosial guna mencapai tujuan kesejahteraan yang lebih adil dan berkelanjutan.
Prediksi Curah Hujan di Kabupaten Berau Menggunakan Support Vector Regression Patiallo, Surya Randang; Fathurahman, M.; Prangga, Surya; Nadhilah Widyaningrum, Erlyne
EKSPONENSIAL Vol. 16 No. 2 (2025): Jurnal Eksponensial
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30872/2098zg59

Abstract

Machine learning is an analytical approach that is able to predict the output of a system based on patterns that have been formed from previous data. One of the machine learning methods used in this research is Support Vector Regression (SVR). SVR is the application of the support vector machine method in the case of regression. The concept of the SVR algorithm is to obtain a function with the minimum error rate so as to produce a good predictive value. The advantage of SVR lies in its ability to handle nonlinear data using the kernel functions. This study aims to determine the results of rainfall prediction in Berau Regency using the SVR method. The data used is rainfall data in Berau Regency from January 2014 to December 2023 as much as 120 data, and uses five predictor variables namely temperature, humidity, air pressure, wind speed, and solar irradiation. The kernel function used is a polynomial kernel with parameter values  and . The results showed that the best SVR model to predict rainfall in Berau Regency is the SVR model with parameter values  and . This model provides good prediction performance, with an RMSE value of 0,1786.
Pengaruh Harga Pelayanan Dan Keselamatan Terhadap Tingkat Kepuasan Mahasiswa Dalam Menggunakan Ojek Online Aulia, Nabila; Afif Nurdiansyah, Mochamad; Shalihatunnisa, Shalihatunnisa; Christian, Diego; Angeline Seru, Indra; Sifriyani, Sifriyani; Wanti Wulan Sari, Nariza; Yuniarti, Desi; Atarezcha Pangruruk, Thesya; Nadhilah Widyaningrum, Erlyne
EKSPONENSIAL Vol. 16 No. 2 (2025): Jurnal Eksponensial
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30872/fp39ng21

Abstract

This study aims to analyze the influence of price, service, and safety on the level of satisfaction of FMIPA students at Mulawarman University in using online motorcycle taxi services (Gojek). This study uses a quantitative approach with the Structural Equation Modeling (SEM) method based on Partial Least Square (PLS). A sample of 100 students was obtained through accidental sampling. The variables studied include price, service, safety, and customer satisfaction, each measured by several indicators. The analysis results indicate that the three independent variables (price, service, and safety) have a positive and significant effect on student satisfaction, with safety being the most dominant factor. The R-square value of 0.669 indicates that the model explains 66.9% of the variability in student satisfaction. Validity and reliability tests show that all constructs meet the model's validity criteria. This study suggests that online ride-hailing service providers should prioritize safety aspects, accompanied by improvements in service quality and reasonable price adjustments to enhance user satisfaction.