Pengukuran Value at Risk pada Aset Perusahaan dengan Metode Simulasi Monte Carlo

Telah dilakukan penelitian untuk mengukur Value at Risk (VaR) pada aset perusahaan PT. Indo Tambangraya Megah Tbk (ITMG), PT. Bank Mandiri Tbk (BMRI), dan PT. Astra International Tbk (ASII) serta portofolio yang dapat dibentuk oleh ketiga aset tersebut menggunakan metode simulasi Monte Carlo. Data yang digunakan adalah data return harian diperoleh dari harga penutupan (closing price) saham harian ketiga perusahaan tersebut selama periode tahun 2011. Bobot masing-masing portofolio ditentukan dengan metode Mean Variance Efficient Portofolio. Hasil pengukuran menunjukan bahwa jika dana yang diinvestasikan sebesar Rp 100.000.000,00 dengan tingkat kepercayaan 95% dengan periode adalah 1 hari, maka VaR ITMG sebesar Rp 4.103.963,33, VaR BMRI sebesar Rp 4.060.096,67, dan VaR ASII sebesar Rp 3.353.913,33. Sedangkan VaR portofolio1 (terdiri dari aset ITMG dan BMRI) adalah Rp 3.726.543,33. VaR portofolio2 (terdiri dari aset ITMG dan ASII) adalah Rp 3.233.133,33. VaR portofolio3 (terdiri dari aset BMRI dan ASII) adalah Rp 3.278.933,33. VaR portofolio4 (terdiri dari aset ITMG, BMRI, dan ASII) adalah Rp 3.218.906,67. Nilai VaR portofolio yang lebih rendah dari VaR aset tunggal disebabkan karena adanya efek diversifikasi.Research has been conducted to measure the Value at risk (VaR) at assets PT. Indo Tambangraya Megah Tbk (ITMG), PT. Bank Mandiri Tbk (BMRI), and PT. Astra International Tbk (ASII) and portfolios that can be formed by the three assets using Monte Carlo simulation method. The data used daily return data by the three assets obtained from the closing price of daily stock over a period in 2011. The weight of each portfolio is determined by the Mean Variance Efficient Portfolio method. If the funds invested amounting to Rp 100.000.000,00 with 95% confidence level and the period is 1 day, then the results from measurement VaR ITMG is Rp 4.103.963,33, VaR BMRI is Rp 4.060.096,67 and VaR ASII is Rp 3.353.913,33. While VaR portofolio1 (consists of ITMG and BMRI asset) is Rp 3.726.543,33. VaR portofolio2 (consists of ITMG and ASII asset) Rp 3.233.133,33. VaR portofolio3 (consists of BMRI and ASII asset) is Rp 3.278.933,33. VaR portofolio4 (consists of ITMG, BMRI and ASII asset) is Rp 3.218.906,67. VaR portfolios are lower than VaR of each single asset due to diversification effects

Meningkatkan Keterampilan Gerak Tari Melalui Strategi Praktik Berpasangan Kelas IV SD Negeri 66/IV Kota Jambi

Abstract. This study aims to describe the application of paired practice strategies (Practice Rehearsal Pairs) to improve dance movement skills of students in 4th grade elementary school dance learning. This research was conducted in 66 / IV Public Elementary School in Jambi City in the even semester of the 2018/2019 academic year. This type of research is classroom action research, which consists of II cycles with procedures starting from planning, implementation, observation, and reflection. The subjects of this study were grade IVB students of SD 66 / IV in Jambi City. Instrument Data collection used was teacher action observation and practice test (performance) of student dance movement skills. Data were analyzed qualitatively and quantitatively. The results of the percentage of student practice tests (performance) amounted to 45% with less categories in the first cycle and increased in the second cycle by 82.5% in the good category. From the results of this study, it was concluded that by implementing a paired practice strategy (Practice Rehearsal Pairs) can improve students' dance skills in fourth grade elementary school dance learning.   Keywords: Practice Rehearsal Pairs, dance movements skillsAbstrak. Penelitian ini bertujuan untuk mendeskripsikan penerapan strategi praktek berpasangan (Practice Rehearsal Pairs) untuk mengingkatkan keterampilan gerak tari siswa pada pembelajaran seni tari kelas IV Sekolah Dasar. Penelitian ini dilakukan di SD Negeri 66/IV Kota Jambi pada semester genap tahun ajaran 2018/2019. Jenis penelitian ini adalah penelitian tindakan kelas, yang terdiri dari II siklus dengan prosedur diawali dari perencanaan, pelaksanaan, observasi, dan refleksi. Subjek penelitian ini adalah siswa kelas IVB SD Negeri 66/IV Kota Jambi. Instrumen Pengumpulan data yang digunakan yaitu observasi tindakan guru dan tes praktik (kinerja) keterampilan gerak tari siswa.data dianalisis secara kualitatif dan kuantitatif. Adapun hasil persentase tes praktik (kinerja) siswa sebesar 45% dengan kategori kurang pada siklus I dan meningkat pada siklus II sebesar 82,5% dengan kategori baik. Dari hasil penelitian ini disimpulkan bahwa dengan menerapkan strategi praktik berpasangan (Practice Rehearsal Pairs) dapat meningkatkan keterampilan gerak tari siswa pada pembelajaran seni tari kelas IV Sekolah Dasar.   Kata kunci : Strategi praktik berpasangan, keterampilan gerak tar

The “Hypertension Approaches in the Elderly: a Lifestyle study” multicenter, randomized trial (HAEL Study): rationale and methodological protocol

Background: Hypertension is a clinical condition highly prevalent in the elderly, imposing great risks to cardiovascular diseases and loss of quality of life. Current guidelines emphasize the importance of nonpharmacological strategies as a first-line approach to lower blood pressure. Exercise is an efficient lifestyle tool that can benefit a myriad of health-related outcomes, including blood pressure control, in older adults. We herein report the protocol of the HAEL Study, which aims to evaluate the efficacy of a pragmatic combined exercise training compared with a health education program on ambulatory blood pressure and other health-related outcomes in older individuals. Methods: Randomized, single-blinded, multicenter, two-arm, parallel, superiority trial. A total of 184 subjects (92/center), ≥60 years of age, with no recent history of cardiovascular events, will be randomized on a 1:1 ratio to 12-week interventions consisting either of a combined exercise (aerobic and strength) training, three times per week, or an active-control group receiving health education intervention, once a week. Ambulatory (primary outcome) and office blood pressures, cardiorespiratory fitness and endothelial function, together with quality of life, functional fitness and autonomic control will be measured in before and after intervention. Discussion: Our conceptual hypothesis is that combined training intervention will reduce ambulatory blood pressure in comparison with health education group. Using a superiority framework, analysis plan prespecifies an intention-to-treat approach, per protocol criteria, subgroups analysis, and handling of missing data. The trial is recruiting since September 2017. Finally, this study was designed to adhere to data sharing practices. Trial registration: NCT03264443. Registered on 29 August, 2017

Personalisation in MOOCs: a critical literature review

The advent and rise of Massive Open Online Courses (MOOCs) have brought many issues to the area of educational technology. Researchers in the field have been addressing these issues such as pedagogical quality of MOOCs, high attrition rates, and sustainability of MOOCs. However, MOOCs personalisation has not been subject of the wide discussions around MOOCs. This paper presents a critical literature survey and analysis of the available literature on personalisation in MOOCs to identify the needs, the current states and efforts to personalise learning in MOOCs. The findings illustrate that there is a growing attention to personalisation to improve learners’ individual learning experiences in MOOCs. In order to implement personalised services, personalised learning path, personalised assessment and feedback, personalised forum thread and recommendation service for related learning materials or learning tasks are commonly applied

Government intervention and financial sector development

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Extending the AAT Tool with a User-Friendly and Powerful Mechanism to Retrieve Complex Information from Educational Log Data *

Abstract. In online learning, educators and course designers traditionally have difficulty understanding how educational material is being utilized by learners in a learning management system (LMS). However, LMSs collect a great deal of data about how learners interact with the system and with learning materials/activities. Extracting this data manually requires skills that are outside the domain of educators and course designers, hence there is a need for specialized tools which provide easy access to these data. The Academic Analytics Tool (AAT) is designed to allow users to investigate elements of effective course designs and teaching strategies across courses by extracting and analysing data stored in the database of an LMS. In this paper, we present an extension to AAT, namely a user-friendly and powerful mechanism to retrieve complex information without requiring users to have background in computer science. This mechanism allows educators and learning designers to get answers to complex questions in an easy understandable format