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Stock Price Index Prediction Using Random Forest Algorithm for Optimal Portfolio Humairah, Putri; Agustina, Dina
Jurnal Varian Vol 8 No 1 (2024)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v8i1.4276

Abstract

With a majority Muslim population in Indonesia, Islamic capital markets such as the Jakarta IslamicIndex (JII) are a relevant choice because the JII is an investment index that complies with Sharia principles. This research aims to predict stock prices in the JII using the Random Forest (RF) algorithm andform an optimal portfolio with the Mean-Variance Efficient Portfolio (MVEP) model. The data used isthe daily closing price of JII stocks from April 2023 to March 2024, obtained from the Indonesia StockExchange and Yahoo Finance. The RF method is used to predict stock prices, with model performanceevaluation using Mean Absolute Percentage Error (MAPE). The results showed that the application ofML with the RF algorithm in predicting stock prices produced very good predictions because the evaluation results using MAPE were in the 0%-10% range, namely a value of 2.522% for ACES shares;1.222% for ICBP shares, and 0.760% for INDF shares. The optimal portfolio formed using MVEPproduces a stock composition with a weight of 7.64% for ACES, 22.46% for ICBP, and 69.90% forINDF. The optimal portfolio’s estimated expected return and risk are 0.0546% and 0.0103%.
Stock Price Index Prediction Using Random Forest Algorithm for Optimal Portfolio Humairah, Putri; Agustina, Dina
Jurnal Varian Vol. 8 No. 1 (2024)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v8i1.4276

Abstract

With a majority Muslim population in Indonesia, Islamic capital markets such as the Jakarta IslamicIndex (JII) are a relevant choice because the JII is an investment index that complies with Sharia principles. This research aims to predict stock prices in the JII using the Random Forest (RF) algorithm andform an optimal portfolio with the Mean-Variance Efficient Portfolio (MVEP) model. The data used isthe daily closing price of JII stocks from April 2023 to March 2024, obtained from the Indonesia StockExchange and Yahoo Finance. The RF method is used to predict stock prices, with model performanceevaluation using Mean Absolute Percentage Error (MAPE). The results showed that the application ofML with the RF algorithm in predicting stock prices produced very good predictions because the evaluation results using MAPE were in the 0%-10% range, namely a value of 2.522% for ACES shares;1.222% for ICBP shares, and 0.760% for INDF shares. The optimal portfolio formed using MVEPproduces a stock composition with a weight of 7.64% for ACES, 22.46% for ICBP, and 69.90% forINDF. The optimal portfolio’s estimated expected return and risk are 0.0546% and 0.0103%.
Penguatan Kemampuan Motorik bagi Individu dengan Down Syndrome: Studi Kasus Permainan Bola Voli Frinaldi, Aldri; Sayanda, Syadina; Azzahra, Siti Fadhillah; Humairah, Putri; Izzati, Hanifah Aldawiyah; Fadhlur, Muhammad Syamil
Journal of Innovative and Creativity Vol. 5 No. 3 (2025)
Publisher : Fakultas Ilmu Pendidikan Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/joecy.v5i3.6262

Abstract

Down Syndrome adalah kelainan genetik akibat kelebihan kromosom ke-21 (trisomi 21) yang memengaruhi perkembangan fisik, intelektual, dan sosial-emosional. Penelitian ini bertujuan mendeskripsikan peran aktivitas bola voli sebagai media pengembangan diri bagi individu dengan Down Syndrome. Pendekatan yang digunakan adalah kualitatif dengan desain studi kasus tunggal pada seorang individu dewasa berusia 25 tahun di Nagari Tigo Jangko, Kabupaten Tanah Datar. Data dikumpulkan melalui observasi partisipatif, wawancara semi- terstruktur, dan dokumentasi, kemudian dianalisis dengan analisis tematik. Hasil penelitian menunjukkan bahwa bola voli memberikan dampak positif pada aspek motorik, sosial, dan emosional. Koordinasi gerak, kemampuan mengikuti instruksi, interaksi sosial, pemahaman giliran, serta rasa percaya diri mengalami peningkatan. Dukungan keluarga dan lingkungan turut memperkuat proses pembelajaran. Secara keseluruhan, bola voli berfungsi sebagai sarana olahraga sekaligus media pembelajaran adaptif dan inklusif bagi penyandang Down Syndrome.