Judul: Optimisasi portofolio point and figure menggunakan hidden markov
Abstrak: Dalam membuat keputusan investasi, investor tidak mengetahui secara pasti tingkat return (imbal hasil) dari saham. Ketidakpastian tingkat return yang diperoleh investor berkaitan dengan adanya resiko (naik-turunnya harga saham) dalam setiap aktivitas investasi. Resiko investasi dapat diprediksi melalui kinerja perusahaan yang tercermin dalam harga sahamnya. Untuk memperoleh keuntungan, investor yang akan membeli saham dari suatu perusahaan harus melakukan analisis terhadap nilai sahamnya. Salah satu analisis yang digunakan adalah analisis teknikal. Analisis teknikal merupakan metode analisis yang berdasarkan diagram/grafik dari harga saham. Metode ini dilakukan dengan cara membandingkan gerakan harga saham saat ini dengan gerakan harga saham di masa lalu untuk memprediksi harga saham di masa depan yang logis. Dasar dari analisis teknikal adalah diagram/grafik dari gerakan harga saham. Tipe diagram yang dibahas dalam karya ilmiah ini adalah diagram PF (Point and Figure Chart). Diagram PF adalah salah satu tipe diagram dari analisis teknikal yang hanya menampilkan perubahan harga yang signifikan.
Keyword: 

Judul: Point and Figure Portfolio Optimization Using Hidden Markov Models and its Application on the Stock of Bumi Resources Tbk
Abstrak: The problem of portfolio optimization is to select a trading strategy which maximizes the expected terminal wealth. Since in a real-world market the stocks are traded at discrete random times, we are interested in a time sampling method. The time sampling process obtains sampling of stock price used in point and figure chart. Point and figure chart only displays up or down movements of unbalanced stock price. The basic idea is to describe essential movements of the unbalance stock price using a hidden Markov model. Parameters of this model are transition probability matrices. They are estimated using maximum likelihood method and expectation maximization algorithm. The estimation procedure involves change of measure. The estimation of parameters uses computer algebraic systems on the Mathematica 8.0. The model is then applied to the stock price of Bumi Resources Tbk from January 2nd 2007 until January 31st 2011. The estimated parameters are used to calculate the optimal portfolio using a recursive algorithm. The results of this study show that the discrete hidden Markov model can be applied to describe essential movements of the stock price. The best result gives 93.63% accuracy of the estimate of observation sequence with mean absolute percentage error (MAPE) 3.63% and 5 factors causing the event. The numerical calculation shows that the optimal logarithmic PF-portfolio increases the wealth.
Keyword: 

Judul: The Effect Cassava Leaves Meal in The Diets on Body Weigbt, Percentage of Digestive Tract and Viscera of Mule Duck.
Abstrak: The mule ducks are the crossbreed between common duck females (Anas plathyrhynchos) and muscovy ducks (Cairino moschata) to improve the meat production in order to meet the animal protein requirement of the people. One of the problems in husbandry farming is highly feed cost. This problem can be solved with using highly available local sources and cheapness. Cassava leaves (Manihot esculenta Crantz) is the one local sources which can be used as an alternative feed, because it contains a rather high protein (24.1%) aud vitamin A (10,000-13,000 IU). A highly Hydrocyanide (HCN) as well as crude fiber in the cassava leaves are the limiting factors to be used as poultry diet. The ducks have more ability in digest the crude fiber than chicken. So that, using some cassava leaves in the diet does not make any problem.
Keyword: