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OPTIMASI PORTOFOLIO MEGGUNAKAN METODE MEAN VARIANCE EFFICIENT PORTFOLIO (MVEP) PADA SAHAM LQ45 Paiz Jalaludin; Royyan Amigo; Laelatul Maziyah Wildan Mufaridho; Ani Nuraini; Dewi Susanawati
JURNAL LENTERA AKUNTANSI Vol. 9 No. 2 (2024): JURNAL LENTERA AKUNTANSI, NOVEMBER 2024
Publisher : POLITEKNIK LP3I JAKARTA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34127/jrakt.v9i2.1398

Abstract

When investing, an investor will strive to maximize the expected return of investment and minimize risk. In stock portfolio investments, investors need the right strategy to determine the proportion of each stock in such a way that the resulting portfolio is an optimum portfolio. This research applies the Mean Variance Efficient Portfolio (MVEP) method as a portfolio optimization method for stocks in the Mining sector, Technology and Communication sector, and Consumer Goods sector indexed by LQ45. The stocks used as simulation data are GOTO, EXCL, ANTM, ITMG, and INDF. This study aims to find the optimum portfolio from a combination of several stocks by applying the MVEP method and calculating its risk level. The research results indicate that an optimum portfolio will be formed if the proportion for each stock is 1.94% for GOTO, 25.17% for EXCL, 2.39% for ANTM, 43.19% for ITMG, and 27.31% for INDF. With those proportions, the expected portfolio return is 0.0074% and the risk is 8.69%. The result is expected to serve as a basis for decision-making for investors when investing.
PERHITUNGAN HARGA OPSI EROPADENGAN METODE TRINOMIAL PADA PERUSAHAAN MITSUBISHI Paiz Jalaludin; Alrafiful Rahman; Ani Nuraini; Royyan Amigo
JURNAL LENTERA AKUNTANSI Vol. 9 No. 1 (2024): JURNAL LENTERA AKUNTANSI, MEI 2024
Publisher : POLITEKNIK LP3I JAKARTA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34127/jrakt.v9i1.1179

Abstract

Investment is an important instrument in the financial market. The investment objective is to obtain large profits with minimum capital. The trend that is currently developing is that investors are not only interested in investing in real assets, but they have great attention to investing in financial assets such as shares. However, to gain profits, investors must face risk and uncertainty. Among the solutions to reduce these risks are derivatives. Stock options are one of the widely used derivative products. An important instrument in stock options is the method of determining option prices according to the type of option. European option prices can be determined using several methods, namely the Black-Scholes method, binomial method, and trinomial method. This research aims to implement the trinomial method in determining European option prices, both Call options and Put options on Mitsubishi UFJ Financial Group (MUFG) shares. The results of determining option prices using the trinomial method are then compared with the results of the Black-Scholes method which aims to analyze the convergence of the two. The research results show that the trinomial method can be used to determine stock option prices for the Mitsubishi company more flexibly than the Black-Scholes method. In addition, the results show that the trinomial model converges to the Black-Scholes method.
Penerapan Cerdas Cepat Berhitung dengan Jaritmatika sebagai Inovasi Edukatif dalam Pembelajaran Matematika di MIS Nurul Falah Ciputat Lailatul Maziyah Wildan Mufaridho; Ani Nuraini; Dewi Susanawati; Azrul Azmani; Paiz Jalaludin; Royyan Amigo; Rafayla Fadya
BERBAKTI: Jurnal Pengabdian Kepada Masyarakat Vol. 1 No. 06 (2025): ISSUE AGUSTUS
Publisher : PT. Mifandi Mandiri Digital

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Abstract

Kemampuan berhitung merupakan fondasi penting dalam pendidikan dasar, namun masih banyak siswa sekolah dasar di Indonesia yang mengalami kesulitan dalam memahami operasi hitung dasar. Hal ini sering disebabkan oleh metode pembelajaran yang kurang menarik dan minim interaksi. Kegiatan Pengabdian Kepada Masyarakat ini bertujuan untuk meningkatkan kemampuan aritmatika siswa melalui media edukasi interaktif bertema “Cerdas Cepat Berhitung” yang diterapkan di MIS Nurul Falah, Ciputat. Media ini menggunakan pendekatan interaktif dengan metode jaritmatika yang menggabungkan unsur visual, audio, dan kinestetik, sehingga menciptakan suasana belajar yang aktif, menyenangkan, dan kompetitif. Pelaksanaan kegiatan mencakup sesi pretest, pelatihan berhitung interaktif, serta posttest. Hasil uji t berpasangan menunjukkan adanya perbedaan signifikan antara hasil pretest dan posttest dengan p-value < 0,05, yang menandakan peningkatan kemampuan berhitung siswa secara nyata. Selain itu, siswa menunjukkan antusiasme tinggi dan keterlibatan aktif selama kegiatan berlangsung. Program ini tidak hanya berdampak positif terhadap hasil belajar, tetapi juga berpotensi menjadi model pembelajaran numerasi yang dapat direplikasi di sekolah dasar lainnya, terutama yang menghadapi kendala dalam pembelajaran matematika dasar.
BBQ Weather Prediction in Basel Using Ensemble Machine Learning Royyan Amigo; Reyhan Ksatria Brahmacarya; Muhamad Hilman Rizaldi
JURNAL ILMIAH MATEMATIKA DAN TERAPAN Vol. 23 No. 1 (2026)
Publisher : Program Studi Matematika, Universitas Tadulako

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22487/2540766X.2026.v23.i1.18187

Abstract

Weather-dependent decision making, such as planning an outdoor barbecue (BBQ), benefits from short-term forecasts that are both accurate and honestly evaluated. This study addresses two overlooked risks in applied weather classification: label leakage from same-day rule-based targets, and validation-set overfitting caused by repeated model-selection decisions. Using the ECA&D Basel daily weather records (2000–2010), the original BBQ-weather label was found to be fully determined by same-day precipitation, so the task was reframed as next-day forecasting through one-day lag features and target shifting. Data were split chronologically into training, validation, and test sets (60:20:20) to preserve temporal independence. Five heterogeneous classifiers (CatBoost, LightGBM, RUSBoost, Nearest Centroid, SGDClassifier) were compared, tuned with a Genetic Algorithm, and combined through three ensemble strategies: Weighted Voting via Dirichlet-distributed random search, Stacking, and Greedy Ensemble Selection. Weighted Voting achieved the best validation F1-score (0.6841), with RUSBoost receiving the largest weight (0.6700). A 7-feature subset, selected via SHAP, native feature importance, and linear coefficients, was statistically indistinguishable from the full 22-feature model (McNemar test, = 0.8388) and was adopted as the final model for parsimony. On the held-out test set, the final model achieved F1 = 0.6776, ROC-AUC = 0.9076, and PR-AUC = 0.6961, with only a 0.0065 gap from validation performance, confirming strong generalization. These results demonstrate that rigorous chronological splitting and formal statistical testing can materially change both the interpretation and the trustworthiness of ensemble classification results in weather-dependent decision support.