Publications by Diyas Arya Nugroho (20214920007)
Dashboard Pemodelan dan Teori Risiko
Portofolio Data COlumn Stocks Market Closing Prices Daily Price Column ABDA.JK AIMS.JK GOLD.JK PEHA.JK RUIS.JK Daily Return Column RUIS.JK ABDA.JK Column AIMS.JK GOLD.JK PEHA.JK Corellation Plot Column Heatmap [1] "ABDA.JK" "RUIS.JK" "PEHA.JK" "AIMS.JK" "GOLD.JK" Plot Portofolio Weight and VAR Column {data-width= 650} Co...
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Final Exam Math Actuary
Econometric Import Data 1. Logaritma natural (ln) dari masing-masing variabel data 2. Model ekspektasi atau rata-rata dengan menggunakan fungsi logaritma natural (ln) Cobb-Douglas. 3. Model variansi dengan menggunakan fungsi logaritma natural (ln) Cobb-Douglas. 4. Premi ...
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Report of Economic Indicator
Report of Timeseries and Regression Analysis Economic Indicator Table ## Column Economic Indicator Table Forecast Inflation Rate Point.Forecast Lo.95 Hi.95 Jan 2022 0.4013526 -0.90620174 1.708907 Feb 2022 0.4915134 -1.31209506 2.295122 Mar 2022 0.5971463 -1.44653678 2.640829 Apr 2022 0.8524542 -1.3222...
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Final Exam Econometric
Econometric Sales Data Regression Analysis Time Series Analysis Comparission Forecasting Economic Indicator Data Data Collection Data Exploration Correlation Analysis Time Series Analysis Regression Analysis Policy Implications Documentation Diyas Arya Nugroho Mei 26, 2024 Code Show All Code Hide All Cod...
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Econometric 12
Ekonometrika Simulated Data Regression Build Model Normality Multicollinearity Homogeneity Linearity Final Model Time Series Data Preperation Stationary Test AR and MA Build Model Forecast Summary Diyas Arya Nugroho Mei 13, 2024 Code Show All Code Hide All Code Ekonometrika ~ Pert...
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Econometric 10
Ekonometrika Mendefenisikan Permasalahan Data Preparation Exploratory Data Analysis (EDA) Data Preprocessing Model Building (Perbandingan 5 model) Model with condition indicator Perbandingan 5 Model Model Evaluation (dengan menggunakan ANOVA, RMSE, Rsquared) Conclusion Diyas Ar...
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Document
Pemodelan dan Teori Risiko Soal 1 Soal 2 Diyas Arya Nugroho Maret 22, 2024 Code Show All Code Hide All Code Pemodelan dan Teori Risiko ~ Mid Exam ~ Kontak : \(\downarrow\) Email diyasaryanugroho@gmail.com Instagram https://www.instagram.com/diasary_nm/ RPubs https://rpubs.com/diyasarya/ Soal 1 Consider a portfolio consisting of five ...
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Mid Exam Econometric
Ekonometrika Soal 1 Soal 2 Diyas Arya Nugroho Maret 18, 2024 Code Show All Code Hide All Code Ekonometrika ~ Mid Exam ~ Kontak : \(\downarrow\) Email diyasaryanugroho@gmail.com Instagram https://www.instagram.com/diasary_nm/ RPubs https://rpubs.com/diyasarya/ library(broom) library(DT) library(ggplot2) library(lmtest) library(car...
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Financial Mathematics
Pemodelan dan Teori Risiko No 1 No 2 No 3 Diyas Arya Nugroho Februari 11, 2024 Code Show All Code Hide All Code Pemodelan dan Teori Risiko ~ Financial Mathematics ~ Kontak : \(\downarrow\) Email diyasaryanugroho@gmail.com Instagram https://www.instagram.com/diasary_nm/ RPubs https://rpubs.com/diyasarya/ No 1 Suppose you work for a f...
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Optimalisasi Portofolio Saham Asuransi
Pendahuluan Package Proses Optimasi Import Data Return Saham Matriks Kovariansi Rata-rata pengembalian portofolio saham Penerapan Metode Portofolio Membuat bobot acak Rata-rata pengembalian aset Risiko portofolio Bobot portofolio sharpe ratio Membentuk protofolio secara acak Variansi minimum Batas Efisien Portofolio Code Show All Code Hide ...
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