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    Analisis Pembentukan Portofolio Optimal Saham IDX30 Menggunakan Pendekatan Markowitz

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    Pertumbuhan investor saham sangat pesat dalam kurun waktu empat tahun terakhir. IDX30 adalah salah satu indeks yang diterbitkan oleh BEI dan merupakan indeks saham yang populer di kalangan masyarakat. Pada IDX30, saham perbankan merupakan saham dominan di antara saham-saham yang likuid dan kapitalisasi pasar besar dengan porsi saham perbankan lebih dari 45%. Hal ini menunjukkan bahwa sektor perbankan IDX30 dapat dianggap sebagai pilihan investasi yang menjanjikan dan stabil. Pada penelitian ini dilakukan pembentukan portofolio optimal menggunakan model Markowitz pada saham IDX30 sektor perbankan. Kemudian dilakukan peramalan return tiap saham IDX30 sektor perbankan menggunakan ARIMA. Terakhir akan dilakukan perhitungan expected return portofolio optimal selama 20 hari ke depan. Data yang digunakan merupakan data sekunder yang diperoleh melalui website Yahoo Finance. Hasil dari penelitian ini adalah portofolio optimal saham IDX30 sektor perbankan dengan pendekatan model Markowitz terdiri dari saham BBCA, BBRI, dan BMRI. Bobot saham tersebut dalam portofolio optimal yang terbentuk adalah BBCA sebesar 56.89%, BBRI sebesar 42.33%, dan BMRI sebesar 0.077%. Portofolio optimal dengan bobot tiap saham tersebut memberikan expected return portofolio sebesar 0.07% dengan tingkat risiko sebesar 1.05%. Lalu, didapatkan hasil peramalan untuk tiap saham dengan menggunakan ARIMA. Model terbaik saham BBCA adalah ARIMA (1,0,1), model terbaik saham BBRI adalah ARIMA (1,0,0), dan model terbaik saham BMRI adalah ARIMA (3,0,0). Terakhir, didapatkan hasil ramalan nilai expected return portofolio optimal saham IDX30 sektor perbankan selama 20 periode ke depan tertinggi ada pada tanggal 1 September 2023 sebesar 0.3072%, sedangkan ramalan expected return terendah adalah pada 4 September 2023 sebesar -0.454%. ============================================================================================================================= The growth of stock investors has been very rapid in the last four years. IDX30 is one of the indices published by the IDX and is a stock index that is popular among the public. On the IDX30, banking shares are the dominant shares among liquid shares and have a large market capitalization with a share of banking shares of more than 45%. This shows that the IDX30 banking sector can be considered a promising and stable investment option. In this research, optimal portfolio formation was carried out using the Markowitz model on IDX30 shares in the banking sector. Then forecasting the return for each IDX30 share in the banking sector using ARIMA. Finally, the optimal portfolio expected return will be calculated for the next 20 days. The data used is secondary data obtained through the Yahoo Finance website. The results of this research are the optimal portfolio of IDX30 shares in the banking sector using the Markowitz model approach consisting of BBCA, BBRI and BMRI shares. The weight of these shares in the optimal portfolio formed is BBCA at 56.89%, BBRI at 42.33%, and BMRI at 0.077%. The optimal portfolio with the weight of each share provides an expected portfolio return of 0.07% with a risk level of 1.05%. Then, we get forecasting results for each stock using ARIMA. The best model for BBCA shares is ARIMA (1,0,1), the best model for BBRI shares is ARIMA (1,0,0), and the best model for BMRI shares is ARIMA (3,0,0). Finally, the highest expected return value of the optimal portfolio of IDX30 shares in the banking sector for the next 20 periods was obtained on September 1 2023, amounting to 0.3072%, while the lowest predicted return was on September 4 2023 amounting to 0.454%

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed

    Variations on the Author

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    “Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship

    Appropriate Similarity Measures for Author Cocitation Analysis

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    We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis

    Dispelling the Myths Behind First-author Citation Counts

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    We conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more sophisticated methods

    Author Index

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    koamabayili/VECTRON-author-checklist: VECTRON author checklist

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    We have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used

    Author Under Sail The Imagination of Jack London, 1893-1902

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    In Author Under Sail, Jay Williams offers the first complete literary biography of Jack London as a professional writer engaged in the labor of writing. It examines the authorial imagination in London's work, the use of imagination in both his fiction and nonfiction, and the ways he defined imagination in the creative process in his business dealings with his publishers, editors, and agents. In this first volume of a two-volume biography, Williams traverses the years 1893 to 1902, from London's "Story of a Typhoon" to The People of the Abyss. The Jack London who emerges in the pages of Author Under Sail is a writer whose partnership with publishers, most notably his productive alliance with George Brett of Macmillan, was one of the most formative in American literary history. London pioneered many author models during the heyday of realism and naturalism, blurring the boundaries of these popular genres by focusing on absorption and theatricality and the representation of the seen and unseen. London created an impassioned, sincere, and extremely personal realism unlike that of other American writers of the time. Author Under Sail is a literary tour de force that reveals the full range of London as writer, creative citizen, and entrepreneur at the same time it sheds light on the maverick side of machine-age literature.Intro -- Title Page -- Copyright Page -- Dedication -- Contents -- Acknowledgments -- Introduction -- 1. Spirit Truth -- 2. From Absorption to Theatricality and Back Again -- 3. "I Will Build a New Present" -- 4. Sons as Authors -- 5. Fathers as Publishers -- 6. The Daughter as Author -- 7. Lovers as Authors -- 8. At Sea with the Family -- 9. Yellow News, Yellow Stories -- 10. The Return Home -- Notes -- Bibliography -- Index -- About Jay WilliamsIn Author Under Sail, Jay Williams offers the first complete literary biography of Jack London as a professional writer engaged in the labor of writing. It examines the authorial imagination in London's work, the use of imagination in both his fiction and nonfiction, and the ways he defined imagination in the creative process in his business dealings with his publishers, editors, and agents. In this first volume of a two-volume biography, Williams traverses the years 1893 to 1902, from London's "Story of a Typhoon" to The People of the Abyss. The Jack London who emerges in the pages of Author Under Sail is a writer whose partnership with publishers, most notably his productive alliance with George Brett of Macmillan, was one of the most formative in American literary history. London pioneered many author models during the heyday of realism and naturalism, blurring the boundaries of these popular genres by focusing on absorption and theatricality and the representation of the seen and unseen. London created an impassioned, sincere, and extremely personal realism unlike that of other American writers of the time. Author Under Sail is a literary tour de force that reveals the full range of London as writer, creative citizen, and entrepreneur at the same time it sheds light on the maverick side of machine-age literature.Description based on publisher supplied metadata and other sources.Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, YYYY. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries
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