Article Per Year (5 Year)
p-Index From 2020 - 2025
0.444
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All Journal Journal of Actuarial, Finance, and Risk Managment Indonesian Journal of Applied Mathematics and Statistics
Wardhani, Andreanne Intan Sulistyo
Unknown Affiliation
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Mathematics Public Health

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Forecasting Weekly Stock Price of PT. Aneka Tambang Tbk (ANTM) Using ARIMA Box-Jenkins Method Wardhani, Andreanne Intan Sulistyo; Yudhanegara, Mokhammad Ridwan
Journal of Actuarial, Finance, and Risk Management Vol 3, No 2 (2024)
Publisher : President University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33021/jafrm.v3i2.5564

Abstract

Stock price movements in the dynamic economic world require investors and companies to be able to predict future price changes. One method that can be used to predict is Autoregressive Integrated Moving Average (ARIMA). The application of the ARIMA method to forecasting the share price of PT Aneka Tambang Tbk (ANTM) for 4 weeks produces equation   obtained from ARIMA (3,1,0) as the best model.
ARIMA Model for Forecasting COVID-19 Positivity Rate in Jakarta Wardhani, Andreanne Intan Sulistyo; Ulya, Aulia Himmatul; Febrianti, Ranny; Suandi, Dani
Indonesian Journal of Applied Mathematics and Statistics Vol. 2 No. 1 (2025): Indonesian Journal of Applied Mathematics and Statistics (IdJAMS)
Publisher : Lembaga Penelitian dan Pengembangan Matematika dan Statistika Terapan Indonesia, PT Anugrah Teknologi Kecerdasan Buatan PT Anugrah Teknologi Kecerdasan Buatan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.71385/idjams.v2i1.20

Abstract

COVID-19, a global pandemic since early 2020, has affected numerous countries worldwide, including Indonesia. The positivity rate serves as a crucial metric for gauging the extent of COVID-19 transmission in a specific region. The surge in COVID-19 cases in Jakarta has notably impacted various industries, particularly the healthcare sector. In this paper, ARIMA model is used to predict the number of daily COVID-19 cases in Jakarta. The optimal model for predicting the positivity rate over the next 10 days, from June 22, 2022, to July 1, 2022, is identified as ARIMA (1,1,3). The forecasting error is quantified by the MAE of 0.5625, MSE of 0.0161, RMSE of 0.1268, and MAPE of 0.68% all of which attest to its high accuracy. From a mathematical perspective, the outcomes of this study offer advantages by elucidating the utilization of the ARIMA technique for forecasting time series data, particularly in scenarios involving disease spread, necessitating meticulous management. Additionally, within the healthcare domain, these findings offer valuable insights into endeavors aimed at controlling infectious diseases, particularly COVID-19, should similar outbreaks occur in the future.
Co-Authors Dani Suandi Febrianti, Ranny Mokhammad Ridwan Yudhanegara Ulya, Aulia Himmatul