Judul: Pengelompokan Emiten Berdasarkan Fluktuasi Harga Saham Syariah Menggunakan Algoritma Agglomerative Hierarchical Clustering
Abstrak: Kebijakan pemerintah untuk memutus rantai penularan Covid-19 memberikan dampak pada sektor ekonomi di Indonesia. Banyak pekerja yang harus mencari sumber pendapatan lain karena kehilangan pekerjaannya di masa pandemi. Salah satu usaha yang dilakukannya yaitu berinvestasi saham. Indonesia sebagai negara dengan mayoritas penduduk muslim membuat pasar modal syariah khususnya saham syariah semakin diminati. Namun demikian, saham syariah yang memiliki tingkat pengembalian tinggi juga memiliki risiko yang tinggi. Salah satu faktor yang membuat risiko saham tinggi adalah harga saham yang bersifat fluktuatif dan stokastik. Oleh karena itu, perlu adanya sebuah analisis tentang penggerombolan emiten berdasarkan fluktuasi harga saham syariah. Berdasarkan karakteristik data harga saham syariah yang merupakan data deret waktu, algoritma penggerombolan yang akan diterapkan adalah agglomerative hierarchical clustering dengan metode jarak dynamic time warping. Parameter jarak terpilih adalah average linkage karena memiliki koefisien korelasi cophenetic tertinggi yaitu 0,643. Jumlah gerombol yang optimal berdasarkan kriteria koefisien silhouette dan rasio keragaman adalah lima gerombol. Setelah dilakukan uji chow breakpoint pada setiap emiten di setiap gerombol, terdapat tiga emiten di gerombol satu, tiga emiten di gerombol dua, satu emiten di gerombol tiga, dan satu emiten di gerombol lima yang tidak signifikan terjadi perubahan struktural pada periode sebelum dan sesudah munculnya pandemi Covid-19., The government policies to break the chain of Covid-19 transmission have an impact on the economic sector in Indonesia. Many workers lost their job and have to find other ways to survive. One of them is by investing in stocks. Indonesia, as a country with a predominantly Islamic population, the sharia capital market, especially sharia stocks is high in demand. However, sharia stocks that have a high return rate also have high risks. One of the factors that make stock risk is high is due to the stock price that is volatile and stochastic. Therefore, it is necessary to cluster the stock issuers based on price pattern. Based on the characteristics of sharia stock price which is time series data, the clustering algorithm that were applied is agglomerative hierarchical clustering with dynamic time warping distance. The distance parameter that were chosen is the average linkage because it has the highest cophenetic correlation coefficient, 0.643. The optimal number of clusters based on the criteria of the silhouette coefficient and diversity ratio is five clusters. According to the chow breakpoint test there were three issuers in cluster one, three issuers in cluster two, one issuer in cluster three, and one issuer in cluster five with no significant structural changes the period before and after the emergence of Covid-19. The test was performed independently on each issuer in all cluster.
Keyword: chow breakpoint test, dynamic time warping, sharia stock, time series clustering

Judul: Analysis of Returns and Risks of Sharia Stocks Portfolio and Conventional Stocks Portofolio with the Efficient Frontier Method
Abstrak: Kondisi pandemi di Indonesia, yang menjadi salah satu penyebab jumlah investor saham naik signifikan, membuat saham syariah semakin diminati. Kenaikan jumlah peminat tersebut harus dibarengi dengan kenaikan angka literasi saham syariah agar umat islam di Indonesia bisa berinvestasi dan tetap menjalankan aturannya sebagai seorang muslim. Perlu dilakukan analisis portofolio saham syariah dan konvensional agar bisa diketahui potensi dari kedua portofolio saham. Data yang digunakan untuk portofolio saham syariah adalah data saham Telkom dan Unilever, sedangkan untuk portofolio saham konvensional adalah data saham BCA dan BRI periode 1 Januari 2012-31 Desember 2018. Dilakukan pemodelan ARMA-GARCH untuk menghilangkan efek autokorelasi dan heteroskedastisitas pada galat. Setelah itu dilakukan pemodelan Copula untuk membentuk fungsi sebaran bersama galat baku. Selanjutnya dibuat grafik efficient frontier dari kedua portofolio dan dianalisis dengan asumsi risiko minimum, imbal hasil maksimum, dan reward-to-variability ratio maksimum. Hasil analisis tersebut menunjukkan portofolio saham syariah relatif lebih cocok dipilih bagi investor moderat, sedangkan portofolio saham konvensional relatif lebih cocok dipilih bagi investor agresif., Pandemic conditions in Indonesia, which one of the causes the number of stock investors increase significantly, the sharia stock becomes more interesting. The increase in the number of enthusiasts must be accompanied by an increase in the literacy rate of the sharia stock so that Muslims in Indonesia can invest and continue to carry out their rules as a muslim. It is necessary to analyze the returns and risks of sharia and conventional stock portfolio so that the potential of these two stocks portfolio can be seen. The data used for sharia stocks portfolio are Telkom and Unilever, whereas the data used for conventional stocks portfolio are BCA and BRI for the period 1 January 2012-31 December 2018. ARMA-GARCH modeling was carried out to eliminate the effects of autocorrelation and heteroscedasticity on the errors. After that, Copula modeling was carried out to form a joint cumulative distribution function of standard errors. Next, an efficient frontier graphs were made of those portfolios and analyzed with the assumption of minimum risk, maximum return, and maximum reward-to-variability ratio. The results of the analysis show that the sharia stock portfolio is relatively more suitable for moderate investors, while the conventional stock portfolio is relatively more suitable aggresive investors.
Keyword: return, risk, sharia stock, conventional stock, efficient frontier

Judul: Root endophytic fungi of tomato and their role as biocontrol agents of root-knot nematodes Meloidogyne incognita (Kofoid and white) Chitwood and growth promotion in tomato plants (Lycopersicon esculentum Mill):
Abstrak: Nematoda puru akar, (Meloidogyme incognita) adalah salah satu OPT utama tomat (Lycopersicon esculentum Mill) di seluruh dunia. Tujuan penelitian ini adalah untuk (1) mengeksploitasi cendawan endofit (2) melihat pengaruh cendawan endofit terhadap nematoda puru akar (Meloidogyne incognita) serta pemacu pertumbuahan pada tanaman tomat, (3) menginvestigasi mekanisme cendawan endofit menekan nematoda puru akar secara in-vitro.
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