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ANALISIS RISIKO HARGA JUAL EMAS DAN INVESTASI SAHAM ANTAM MENGGUNAKAN EXPECTED SHORTFALL PADA MASA PANDEMI COVID-19 Dwi Sulistiowati; Maya Sari Syahrul; Ilham Dangu Rianjaya
Jurnal Matematika, Statistika dan Komputasi Vol. 17 No. 3 (2021): May, 2021
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v17i3.12779

Abstract

The Covid-19 pandemic caused the price of gold produced by PT Aneka Tambang (Antam) to experience a high increase following the world gold price, while stock investment decreased. Measuring risk is significant in financial analysis; this is related to investment funds, which are quite large and narrow about public funds. This study analyzes the risk data on Antam gold price and Antam stock closing price with an estimated Shortfall (ES). The method used to measure the risk of investing in stocks is ES. ES is the expectation of a conditional loss that exceeds Value at Risk (VaR). To compute ES data showing deviations from normality and Cornish-Fisher expansion. The volatility measurement model used is the autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) model.This study found that the ES value of Antam gold price was smaller than Antam stock price.
Eksistensi Solusi Stasioner PT -Symmetry Multi Dimer Maya Sari Syahrul; Mahdhivan Syafwan; Admi Nazra; Nurweni Putri; Dwi Sulistiowati
Jurnal Matematika UNAND Vol 8, No 1 (2019)
Publisher : Jurusan Matematika FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmu.8.1.268-274.2019

Abstract

Pada artikel ini akan dikaji eksistensi solusi stasioner dari sistem PT - Symmetry Multi Dimer yang terdiri dari kumpulan-kumpulan dimer di bawah pengaruh potensial linear. Dengan menggunakan analisis perturbasi, diperoleh bahwa sistem PT - Symmetry Multi Dimer mempunyai solusi nol dan solusi tak-nol.Kata kunci: Metode Perturbasi, PT -Symmetry, Dimer, Eksistensi Solusi
Pemodelan Harga Saham Menggunakan Arma-Garch Dwi Sulistiowati; Maya Sari Syahrul; Iswan Rina
Jurnal Penelitian Dan Pengkajian Ilmiah Eksakta Vol 1 No 2 (2022): Jurnal Hasi Penelitian Dan Pengkajian Ilmiah Eksakta - JPPIE
Publisher : LPPM Universitas Dharma Andalas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47233/jppie.v1i2.532

Abstract

Autoregressive Conditional Heteroscedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models were used for modeling with heteroscedasticity data. This study aims to determine the time series model on the stock price data of PT Triputra Agro Persada Tbk. (TAPG) with modeling ARMA, ARCH and GARCH. Based on the smallest Akaike Information Criterion (AIC) and Schwarz Criterion (SC), it shows that the ARMA(1,0)-GARCH(2,1) model is the best model for predicting the value of TAPG stock prices.
PENGARUHPENDEKATANKONSTRUKTIVISMETERHADAP HASIL BELAJAR SISWA KELAS VIII SMP NEGERI 11 JAYAPURAPADA POKOKBAHASAN GETARAN DAN GELOMBANGTAHUN AJARAN 2012/2013 INDAH SLAMET BUDIARTI; ALBERT LUMBU; DWI SULISTIOWATI
Jurnal Ilmu Pendidikan Indonesia Vol 1, No 2 (2013)
Publisher : Program Magister Pendidikan IPA, Program Pascasarjana Universitas Cenderawasih

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (261.565 KB) | DOI: 10.31957/jipi.v1i2.332

Abstract

This research was made to know the relation and the influence of constructive approach to the learning result of students in grade 8th SMP N 11 Jayapura for the vibration  and wave lesson of 2012/2013 academic year. This research is quantitative research. The population of this research are all of grade 8th students of SMP N 11 Jayapura. The technique of data collection that used is purposive sampling, with 32 students as the sample to know the relationship between the constructive approach with the learning result, correlation analysis has been used to prove it with the result tcount > ttable, equal 4.044 > 2.042, it means there’s any relationship between constructive approach to the learning result, while to know the influence between constructive approach to the learning result, regressive analysis has been applied with the result Fcount> Ftable , equal 16.358 > 4.17, it means there’s an influence between the constructive approach to the learning result of the students. Key word: constructive approach, the learning result.