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Analisis Pembentukan Portofolio Optimal dengan Model Markowitz dan Model Indeks Tunggal: Studi Kasus Indeks IDX30
(2014)
This research in udertaken based on the act that the investment cannot be separated from the business world. The aim of this research is to identify the stocks that included in the IDX30 index that meet the criteria based ...
Kajian numerik model hidden markov satu waktu sebelumnya untuk nilai tukar Rupiah terhadap Dolar Amerika
(2014)
Hidden Markov model is a model that consists of a pair stochastic processes, ie: the process of observation and the cause factors of the observation, where the cause factors of the observation are not observed directly and ...
Pendugaan Parameter Model Dinamik dengan Metode Robust Median Absolute Deviation (MAD)
(2014)
Given a data set in a dynamical model with unknown parameter values, the most commonly used method for parameter estimation is the least square method. However, this method is very sensitive to outliers. Because of this, ...