Rescollacomm (E-Journals)
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Optimization of Investment Portfolio Mean-Variance Model Using Genetic Algorithm
Get PDFThe optimization of investment portfolio is aimed at finding the optimal combination of each stock with the goal of maximizing returns while minimizing risk through diversification. However, the question is how much funds should be invested to achieve the minimum risk. One of the approaches that has proven effective in building an optimal investment portfolio is the Mean-Variance model. The aim of this research is to determine the weights of the optimal portfolio components with the minimum risk. The data used consists of stocks included in the LQ45 index for the period from February 2020 to July 2021. Based on the research results, there are five stocks that form the optimal portfolio, namely ADRO, AKRA, BBCA, CPIN, and EXCL. The allocated weights for each stock are ADRO 9.896%, AKRA 32.049%, BBCA 30.749%, CPIN 13.949%, and EXCL 13.357%. The optimal portfolio generated by the Genetic Algorithm method has a risk of 0.000472 and an expected return of 0.000492
Expert System for Early Diagnosis of Epilepsy Using the Web-Based Dempster Shafer Method
Get PDFThe development of information and communication technology is currently very extensive in its use, especially technology in the field of computers. Expert Systems are one of the sciences in the field of computers that can help in diagnosing various diseases, one of which is epilepsy. The estimated number of epilepsy sufferers in Indonesia is 1.5 million with a prevalence of 0.5-0.6% of the Indonesian population. The expert system method used to diagnose epilepsy early is the Dempster Shafer method. The Dempster Shafer method is used to combine separate pieces of information or evidence to calculate the probability of an event. This study used 7 types of epilepsy, including in the Focal Epilepsy category consisting of Simple Partial and Complex Partial, while in the General Epilepsy category consisting of Absence, Atonic, Myoclonic, Tonic-Clonic, and Clonic. This study produces a website-based application for early diagnosis of epilepsy using the Dempster Shafer method with the PHP programming language and MySQL database. By using this application, it can provide convenience to the medical community and patients in early diagnosis of epilepsy experienced by sufferers. From the results of this study, it was found that the highest level of accuracy was found in Tonic-Clonic seizures which are included in the General Epilepsy category, namely 92.78%
Investment Portfolio Optimization In Infrastructure Stocks Using The Mean-VaR Risk Tolerance Model
Get PDFInfrastructure a crucial role in economic development and the achievement of Sustainable Development Goals (SDGs), with investment being a key activity supporting this. Investment involves the allocation of assets with the expectation of gaining profit with minimal risk, making the selection of optimal investment portfolios crucial for investors. Therefore, the aim of this research is to identify the optimal portfolio in infrastructure stocks using the Mean-VaR model. Through portfolio analysis, this study addresses two main issues: determining the optimal allocation for each infrastructure stock and formulating an optimal stock investment portfolio while minimizing risk and maximizing return. The methodology employed in this research is the Mean-VaR approach, which combines the advantages of Value at Risk (VaR) in risk measurement with consideration of return expectations. The findings indicate that eight infrastructure stocks meet the criteria for forming an optimal portfolio. The proportion of each stock in the optimal portfolio is as follows: ISAT (2.74%), TLKM (33.894%), JSMR (3.343%), BALI (0.102%), IPCC (5.044%), KEEN (14.792%), PTPW (25.863%), and AKRA (14.219%). The results of this study can serve as a foundation for better investment decision-making
Green Procurement and Service Delivery of County Governments in Western Region, Kenya
Get PDFThe framers of the Public Procurement Law envisaged to streamline how public procurement should be conducted in order to realize value for money in public procuring entities. The primary objective of the research thus was to determine the effect of green procurement on service delivery of County Governments in Western Region, Kenya. The study adopted a positivist research approach and was informed by ecological modernization theory. The study was conducted in Western Region, Kenya in the Counties of Kakamega, Busia, Vihiga, and Bungoma. The study\u27s target population of 228 officials was broken down into chief officers, directors, finance officers, and procurement officers. The study selected 174 participants as its sample. Primary data was gathered through interview schedules and a questionnaire. A pilot study was carried out to test for validity and reliability. The data analysis made use of both descriptive and inferential statistics. SPSS version 26 was used to analyse quantitative data while qualitative data was analysed thematically alongside study objectives. Green procurement was found to be a significant predictor of service delivery in County Governments. Specifically the study\u27s findings showed that Green Procurement explains 23% of variation in service delivery of County Governments in western Kenya Region. Green Procurement had unstandardized regression value of 0.368. This suggested that County Governments in the Western Region, Kenya will boost the delivery of services by 36.8% for each additional unit in green procurement. The study came to the conclusion that there is need for the County Governments to ensure legislation, enforcement and adherence to environmental laws and policies
Inadequacies in Local Entrepreneurial Ecosystems that Impede Growth-Oriented Entrepreneurship in Lesotho
Get PDFEntrepreneurship is acknowledged globally as a driver of unemployment reduction, poverty alleviation and national economic well-being. However, many nations, especially developing ones, struggle to sustain growth-oriented entrepreneurship due to limitations in their entrepreneurial ecosystems. With an unemployment rate of 28.9% as of 2019, Lesotho is one of the countries struggling to sustain effective entrepreneurial ecosystems. This article seeks to identify the inadequacies in local entrepreneurial ecosystems that impede the emergence of entrepreneurs and small-and-medium enterprises in Lesotho. This study, grounded in systems theory, utilised a qualitative approach using semi-structured interviews to collect data from twenty-five budding entrepreneurs. Data analysis showed that financial institutions funding, entrepreneurial apathy, poor infrastructure, dearth of talents and leaders, and inadequate support networks were the main barriers to entrepreneurship in Lesotho. This study raises awareness of Lesotho\u27s entrepreneurial ecosystem\u27s basic flaws, which hinder growth-oriented business. The study is expected to improve policymakers’ intervention strategies and attract more scholars\u27 attention to the phenomenon. The study is limited in scope due to the participants\u27 concentration in Maseru, the capital city. This geographical restriction is a limitation to the extent that businesses operating in the city and those operating in the countryside may experience different systemic impacts. Future research should explore broader scope
Determinants That Affect Going Concern Audit Opinion
Get PDFCompanies listed on the Indonesia Stock Exchange (IDX) in the consumer goods industry will be the focus of this study, which aims to analyze the influence of going concern audit views on these companies using financial and non-financial factors. These factors include profitability, leverage, liquidity, firm size, and the previous year\u27s audit opinion. Throughout the study period, secondary data was culled from the following sources: yearly financial statements and independent auditor reports of every firm listed on the IDX in the consumer products industrial category. The sample population consisted of 107 IDX-listed consumer products businesses from 2020 to 2022. Using a purposive sampling technique, 132 observations were collected over the course of three years from 44 qualifying enterprises in the consumer products industry. Utilising SPSS version 25, Logistic Regression Analysis was used as the data analysis approach.This research shows that profitability, leverage and going concern audit opinions in the previous year have a significant positive influence on going concern audit opinion making, then liquidity and company size have a significant negative influence on going concern audit opinion taking.
Comparison of the Zillmer Method with the Adjusted Ohio Method in Calculation of Premium Reserve Value in Dwi-Purpose Life Insurance
Get PDFLife insurance is one of protections in society by providing economic protection for insurance users who experience an adverse event. The insured who is an insurance user has an obligation to pay the premium at the time that is determined by the insurance company and the policyholder. Insurance companies need funds to fulfill claims from policyholders, so premiums that have been paid are stored in the form of premium reserves. Premium reserves need to be managed by the company properly so that the company does not experience losses. The purpose of this research is to provide information to determine the appropriate value of premium reserves in dual-life insurance. In this study, the calculation of premium reserves is done using the Zillmer Method and the adjusted Ohio Method, with the Prospective Method as the basis for the calculation. Based on the research results of premium reserve calculations in this study, both the Zillmer method and the Ohio method show premium reserve values that are directly proportional to the policyholder’s age. The premium reserve calculations also indicate that the Zillmer method and the Ohio method yield the same results when the insurance coverage period ends. However, there is a significant difference in the premium reserve calculations at the beginning of the insurance coverage period
Forecasting Indonesian Stock Index Using ARMA-GARCH Model
Get PDFThe stock market is an institution that provides a facility for buying and selling stocks. Covid-19 is an issue that has affected the stock markets of many countries, including Indonesia. Due to the pandemic, the condition of stocks before and during Covid-19 is certainly different. Stocks can be measured using stock indices. To predict future stock conditions, it is necessary to forecast the stock index. This research aims to predict the Indonesian stock index in the before and during Covid-19 period, using ARMA-GARCH time series model. According to the results obtained for before Covid-19 data, the best predictive model is the ARMA(0,2)-GARCH(1,0), and for the data during Covid-19, it is ARMA(3,3)-GARCH(3,3). Since the MAE is close to zero, it indicates that the model is quite accurate. These findings can help investors make better investment decisions in the future
Survival Analysis of Patients with Kidney Failure at Arifin Achmad Hospital, Riau Province using the Kaplan-Meier Method
Get PDFThe importance of applying advanced mathematical models in bond investing marks a revolutionary step in the modern financial industry, enabling more scalable and adaptive strategies to achieve financial success. The purpose of this talk is to explore and detail the role of advanced mathematical models in changing the bond investment paradigm. The discussion aims to highlight the crucial role of advanced mathematical models in changing the bond investment paradigm, providing a deeper understanding of the optimal potential and risks involved, explaining how this approach can optimize financial outcomes through more detailed analysis. The application of mathematical models involves the use of sophisticated algorithms and statistical analysis to identify optimal investment opportunities. These steps include the use of advanced financial math formulas, such as yield to maturity and duration, to design investment strategies that are adaptive and responsive to bond market dynamics. The application of mathematical models results in a deeper understanding of the bond market, allowing investors to respond quickly to changing market conditions. Thus, the investment strategy formed by this approach can not only improve investment returns, but also reduce the risks that investors may face. The application of advanced mathematical models in bond investing opens the door to smarter and more informed decision-making. By combining data and mathematical analysis, investors can maximize potential investment returns and manage risks more effectively
Design of the “Hello Maggot” Program E-book For Pesan Trend Educational Area Visitor Age 18-24 Years
Get PDFPesan Trend is a non-formal education area for young people, Pesan Trend has a goal to convey good messages to become a trend in the midst of society. One of the focuses movement of Pesan Trend is on environmental issues, with the amount of waste currently available, making Pesan Trend moved to breed BSF (Black Soldier Fly) fly larvae to be able to decompose organic waste. The use of media in the form of E-books is considered to be able to help the teaching and learning activities at Pesan Trend which use the concept of tours and simulations in their teaching and learning activities. So it requires flexibility in the learning process and requires media that is easy to use and not easily damaged. The method used in this design is a qualitative method. Data collection techniques in this design use interview techniques and direct observation to the Pesan Trend education area. The design of this E-book educational media is based on theories related to editorial, visual communication design science, AISAS, icons, photography, and other theories related to design. The design of the E-book with the title "HELLO MAGGOT pocket book BSF fly larvae breeding for organic waste solutions" aims to make people, especially teenagers, more concerned about the environment in which they live