Explanipedia

PENENTUAN KINERJA PORTOFOLIO PADA SAHAM INVESTOR33 MENGGUNAKAN METODE GARCH DAN EWMA BERBASIS PADA INDEKS SHARPE Open

ULFA MAULIDA, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI · 2025

Assessing stock portfolio peirformancei is a cruicial steip in deiteirmining an optimal inveistmeint strateigy. This stuidy aims to analyzei thei peirformancei of thei Inveistor33 stock portfolio uising thei GARCH (Geineiralizeid Auitoreig…

Choosing the Best Machine Learning Model for Weight Estimation at Different Growth Stages in Bali Cattle Open

Anak Agung Oka, Ni Putu Sarini, Putu Veri Swastika, KOMANG DHARMAWAN · 2025

Background: Accurate weight estimation is essential for effective livestock management. Bali cattle, a vital component of Indonesia’s agricultural economy. Traditional weighing methods pose practical challenges, thus requiring adoption of …

Comparative Analysis of Gaussian Process Regression, Richards Model, and Polynomial Regression for Modeling Bacterial Growth Dynamics of <i>Proteus Mirabilis</i> Open

KOMANG DHARMAWAN, Yan Ramona · 2025

Determining the Price of Asian Type Call Option Contracts Using the Monte Carlo Stratified Sampling Method Open

Susanti Marito Barus, KOMANG DHARMAWAN, LUH PUTU IDA HARINI · 2025

Determining the price of option contracts is a crucial aspect of financial markets, particularly for investors aiming to manage risk and make informed investment decisions. In this study, the price of an Asian call option is calculated usi…

POTENTIAL OF LACTIC ACID BACTERIA, ISOLATED FROM SEVERAL SOURCES, TO INHIBIT THE GROWTH OF Candida albicans ATCC10231 Open

Yan Ramona, Ida Bagus Gede Darmayasa, KOMANG DHARMAWAN, Putu Eka Sudaryatma, Ni Made Teriyani , et al. · 2024

ARTICLE HIGHLIGHTS- Lactic acid bacteria have potential to control candidiasis or Candida albicans. - The novelty of this study is to advance the potential of lactic acid bacteria to control candidiasis infection in human, with a view to d…

NUMERICAL COMPUTATION OF ONE- AND TWO-LAYER SHALLOW FLOW MODEL Open

KOMANG DHARMAWAN, Putu Veri Swastika, G K Gandhiadi · 2024

In this research, we study a proficient computational model designed to simulate shallow flows involving one- and two-layer shallow flow. This numerical model is built upon the Saint Venant equations, which are widely used in hydraulics to…

ANALISIS RISIKO PORTOFOLIO KREDIT OBLIGASI KORPORASI MENGGUNAKAN METODE CREDITMETRICS Open

I GUSTI MADE AYU ANGGUN TIARA PRATINI, KOMANG DHARMAWAN, NI KETUT TARI TASTRAWATI · 2024

Bond is a medium or long-term debt agreement which when the bond matures will be paid back with the interest. Bonds are issued to obtain new fund flows to meet operational needs and strengthen financial position. One of the risks of bonds …

ANALISIS PORTOFOLIO OPTIMAL PADA INVESTASI LOGAM MULIA EMAS MENGGUNAKAN METODE MEAN ABSOLUTE DEVIATION (MAD) DENGAN ESTIMASI PARAMETER GARCH(1,1) Open

FEBBY VERENNIKA, KOMANG DHARMAWAN, LUH PUTU IDA HARINI · 2024

This study aims to analyze the optimal portfolio in gold precious metal investments using the Mean Absolute Deviation (MAD) method combined with the GARCH(1,1) parameter estimation. The MAD method was chosen for its ability to measure port…

PENGELOMPOKAN SAHAM MENGGUNAKAN K-MEANS DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL Open

ADE AYU NITA DEVI, KOMANG DHARMAWAN, NI KETUT TARI TASTRAWATI · 2023

K-Means clustering analysis is a technique used in grouping objects that have similar characteristics. In forming a portfolio, investors need a group of stocks from different sectors that aim to build a well-diversified portfolio. Portfoli…

Estimation of Bali Cattle Body Weight Based on Morphological Measurements by Machine Learning Algorithms: Random Forest, Support Vector, K-Neighbors, and Extra Tree Regression Open

Ni Putu Sarini, KOMANG DHARMAWAN · 2023

In order to forecast and model the weight of cattle a number of techniques have been used. Nonetheless, no machine algorithm has been utilized to estimate the weight of Bali cattle. This article examines the use of machine learning regress…

Modeling and Analysis of the Dynamic Model of Bali Starling (Leucopsar Rothschildi) Breeding in West Bali National Park Open

G.K. GANDHIADI, KETUT JAYANEGARA, KOMANG DHARMAWAN · 2023

Antara, the official news agency of the state, reported a record-breaking population of 303 Bali starlings in the West Bali National Park (WBNP) in June 2020, attributing this achievement to the park's captive reproduction initiative. This…

PENENTUAN KONTRAK OPSI TIPE EROPA MENGGUNAKAN MODEL SIMULASI VARIANCE GAMMA (VG) Open

NI KADEK LANI PITRAYANI, KOMANG DHARMAWAN, I NYOMAN WIDANA · 2023

Options are used as a hedge against stock price uncertainty brought on by unstable stock prices fluctuation. The price of an option contract can be determined using a variety of approaches, one of which is the Variance Gamma. The purpose o…

ANALISIS KEPUTUSAN INVESTASI PADA SAHAM PERBANKAN MENGGUNAKAN CAPM DAN CAPM-MONTE CARLO Open

EMERALD DIORI SILABAN, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI · 2023

Penelitian ini bertujuan untuk menghitung nilai beta dan ekspektasi return pada CAPM dengan menggunakan data historis dan menggunakan data dari simulasi Monte Carlo. Data yang digunakan dalam penelitian ini adalah data saham dari indeks in…

ESTIMASI EXPECTED SHORTFALL DALAM OPTIMALISASI PORTOFOLIO DENGAN METODE DOWNSIDE DEVIATION PADA SAHAM IDXHEALTH Open

IDA BAGUS ANGGA DARMAYUDA, KOMANG DHARMAWAN, Kartika Puspita Sari · 2023

Portfolio optimization using downside deviation is an optimal portfolio by defining the standard deviation of returns below the target (benchmark) as a level of risk measure. Every optimal portfolio certainly has risks. Therefore, it’s nec…

PENERAPAN METODE SAFETY FIRST CRITERION PADA SELEKSI SAHAM UNTUK PEMBENTUKAN PORTOFOLIO OPTIMAL Open

HAMITA HAKMI, KOMANG DHARMAWAN, RATNA SARI WIDIASTUTI · 2023

The formation of an optimal portfolio can be done with the Safety First Criterion method which is based on down side risk, namely the risk of causing a loss. The purpose of this study is to determine the optimal portfolio using Safety Firs…

Predicting Single Cell Lag Time and Maximum Specific Growth Rate of Proteus mirabilis using Curve Fitting Machine Learning Algorithm (MLA) Open

Yan Ramona, KOMANG DHARMAWAN · 2023

The lack of adequate assessment methods for pathogens especially in food is a critical problem in microbiology. Traditional predictive methods are not able to accurately describe the trend of low-density bacterial growth behavior observed …

PENENTUAN NILAI PREMI ASURANSI PERTANIAN BERBASIS HARGA INTERNASIONAL MENGGUNAKAN MODEL MEAN REVERSION DENGAN MUSIMAN Open

I NYOMAN BRYAN ANDIKA, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI · 2023

The seasonal cycle causes cocoa price movements in the international market to fluctuate. This certainly affects the development of cocoa prices at the producer level, causing uncertainty about the prices received by farmers. International…

ESTIMASI VOLATILITAS STOKASTIK CRYPTOCURRENCY BITCOIN MENGGUNAKAN MODEL HESTON-MILSTEIN Open

NI PUTU WIDYA ISWARI DEWI, KOMANG DHARMAWAN, I WAYAN SUMARJAYA · 2022

Volatility is a quantity that measures how far a stock or cryptocurrency price moves in a certain period. To measure volatility properly, it can be done by using volatility modeling. The stochastic volatility model is one of the models use…

PENGGUNAAN SIMULASI MONTE CARLO DALAM ESTIMASI VALUE AT RISK (VaR) PORTOFOLIO YANG DIBENTUK DARI INDEKS HARGA SAHAM MULTINASIONAL Open

NABILA NUR JANNAH, KOMANG DHARMAWAN, LUH PUTU IDA HARINI · 2022

Investment is buying an asset that is expected in the future can be resold and get a high profit value. There are two factors that must be considered when you want to invest in stocks, namely the rate of return on stocks and risk factors. …

Rancang Bangun Chatbot Desa Wisata Badung Bali dengan Dialogflow Open

KOMANG DHARMAWAN, I Made Sukarsa, Dwi Putra Githa · 2022

Pulau Bali merupakan salah satu destinasi pariwisata yang dikenal dengan keunikan budaya tradisinya yang menarik para wisatawan untuk berlibur. Saat ini para wisatawan yang berdatangan ke Bali mendapatkan informasi mengenai objek wisata da…

ESTIMASI RISIKO PASAR DENGAN LVaR DAN EXPECTED SHORTFALL MENGGUNAKAN SIMULASI MONTE CARLO Open

I PUTU YUDHI PRATAMA, KOMANG DHARMAWAN, Kartika Sari · 2022

Value at Risk (VaR) is a statistical technique used to manage and calculate the level of financial risk within a certain period of time and a certain level of confidence. VaR can be adjusted to liquidity risk which is called Liquidity adju…

ESTIMASI CVAR PADA PORTOFOLIO SAHAM MENGGUNAKAN METODE GJR-EVT DENGAN PENDEKATAN D-VINE COPULA Open

DERY MAULANA, KOMANG DHARMAWAN, I GUSTI AYU MADE SRINADI · 2022

Risk measure using Conditional Value at Risk can be calculate if values that exceeds the p-quantile is known in VaR. The models used to accommodate characteristics of the stock portfolio in this research are EVT-GARCH-D-vine copula and EVT…

ESTIMASI VALUE AT RISK PORTOFOLIO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN PEMBANGKIT BILANGAN ACAK HALTON Open

PUTU SAVITRI DEVI, KOMANG DHARMAWAN, LUH PUTU IDA HARINI · 2022

Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence. The purpose of this study is to…

PERHITUNGAN RISIKO KREDIT KPR PADA BANK XYZ MENGGUNAKAN METODE CREDITRISK+ Open

SORAYA SARAH AFIFAH, KOMANG DHARMAWAN, I GUSTI AYU MADE SRINADI · 2022

Credit risk is a risk that is often encountered by banks in lending, especially mortgages. Banks can get losses if the risk is not anticipated properly. The purpose of this study is to estimate the number of losses (expected loss and unexp…

ANALISIS PORTOFOLIO OPTIMAL MENGGUNAKAN METODE LEXICOGRAPHIC GOAL PROGRAMMING DENGAN PENDEKATAN VaR – GEV Open

YOHANA Th.V. SERAN, KOMANG DHARMAWAN, NI KETUT TARI TASTRAWATI · 2022

The stock portfolio is a combination of several stocks that can help reduce investment risk. Risk can be measured using Value at Risk. This study aims to form an optimal portfolio in which stock risk is estimated using VaR with Generalized…

ANALISIS RISIKO PORTOFOLIO MENGGUNAKAN METODE SIMULASI MONTE CARLO CONTROL VARIATES Open

IRENE MAYLINDA PANGARIBUAN, KOMANG DHARMAWAN, I WAYAN SUMARJAYA · 2021

Value at Risk (VaR) is a method to measure the maximum loss with a certain level of confidence in a certain period. Monte Carlo simulation is the most popular method of calculating VaR. The purpose of this study is to demonstrate control v…

PENENTUAN KEPUTUSAN INVESTASI SAHAM MENGGUNAKAN CAPITAL ASSET PRICING MODEL (CAPM) DENGAN PENAKSIR PARAMETER STOKASTIK Open

ICHA WINDA DIAN SAFIRA, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI · 2021

CAPM is a method of determining efficient or inefficient stocks based on the differences between individual returns and expected returns based on the CAPM’s positive value for efficient and negative value for inefficient stocks. The move t…

MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE Open

PUTU WIDYA ASTUTI, KOMANG DHARMAWAN, KARTIKA SARI · 2021

An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option pric…

PERHITUNGAN PORTOFOLIO OPTIMAL DENGAN METODE MEAN-SEMIVARIANCE DAN MEAN ABSOLUTE DEVIATION Open

NI KADEK NITA SILVANA SUYASA, KOMANG DHARMAWAN, KARTIKA SARI · 2021

Knowing and managing investment portfolio risk is the most important factor in growing and preserving capital. The purpose of this study is to determine the optimal portfolio using Mean-Semivariance and Mean Absolute Deviation methods. The…

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