Judul: Application of the Black-Scholes Equation to estimate the Exchange Rate of the Dollar to Rupiah Using the Runge-Kutta Method
Abstrak: Nilai tukar atau kurs merupakan nilai suatu mata uang negara domestik terhadap nilai mata uang negara asing lainnya. Nilai tukar mata uang terdapat dua jenis, yaitu nilai tukar jual dan nilai tukar beli. Perkiraan nilai tukar dolar terhadap rupiah dapat didekati dengan persamaan Black-Scholes. Tujuan utama penelitian ini adalah untuk mengetahui prediksi nilai tukar dolar terhadap rupiah dengan menggunakan persamaan Black-Scholes tersebut. Parameter-parameter yang terdapat pada persamaan Black-Scholes dianalogikan ke dalam parameter parameter ekonomi yang diasumsikan sebagai faktor-faktor yang mempengaruhi pergerakan nilai tukar. Faktor-faktor tersebut antara lain: tingkat inflasi, suku bunga, volatilitas, rata-rata return nilai tukar dan Produk Domestik Bruto (PDB). Hasil prediksi nilai tukar dolar terhadap rupiah dari persamaan Black-Sholes yang diselesaikan menggunakan metode runge-kutta orde empat tersebut menghasilkan nilai Mean Absolute Persentase Error (MAPE) sebesar 1,1% untuk nilai tukar jual dan 1,1% untuk nilai tukar beli., The exchange rate is the value of a domestic currency to other foreign currencies. There are two types of currency exchange rates, namely the selling exchange rate, and the buying exchange rate. The estimation of the exchange rate of the dollar to rupiah can be approximated by the Black-Scholes equation. The main objective of this study is to determine the prediction of the exchange rate of the dollar to rupiah using the Black-Scholes equation. The parameters contained in the Black-Scholes equation are analogous to economic parameters which are assumed to be factors that influence exchange rate movements. These factors include inflation rates, interest rates, volatility, average exchange rate returns, and Gross Domestic Product (GDP). The prediction results of the dollar exchange rate against the rupiah from the Black-Sholes equation which was solved using the fourth-order Runge Kutta method resulted in a Mean Absolute Percentage Error (MAPE) value of 1.1% for the selling exchange rate and 1.1% for the buying exchange rate.
Keyword: Black-Scholes, buying rates, selling rates, fourth-order Runge Kutta

Judul: Prediksi Kurs Rupiah Terhadap Dollar Amerika Menggunakan Persamaan Schrodinger Nonlinear Diselesaikan dengan Metode Runge Kutta Orde Empat.
Abstrak: Kurs adalah pertukaran antara dua mata uang yang berbeda, yaitu perbandingan nilai atau harga antara kedua mata uang tersebut. Prediksi kurs rupiah dapat dimodelkan dengan persamaan Schrodinger nonlinear yang dihitung dengan metode Runge Kutta orde empat. Parameter yang terdapat dalam persamaan Schrodinger nonlinear dianalogikan ke dalam parameter ekonomi yang diasumsikan sebagai faktor-faktor yang mempengaruhi kurs rupiah. Faktor-faktor tersebut antara lain pergerakan atau pertumbuhan rata-rata kurs rupiah, tingkat inflasi, tingkat suku bunga, kecepatan rata-rata perubahan kurs rupiah, dan Produk Domestik Bruto (PDB). Penelitian ini bertujuan untuk mengetahui nilai prediksi kurs rupiah dari perubahan pergerakan kurs rupiah, sehingga pergerakan kurs rupiah yang fluktuatif akan mempengaruhi nilai prediksinya. Data hasil prediksi nilai kurs rupiah terhadap dolar Amerika dibandingkan dengan data kurs aktual. Hasil prediksi kurs rupiah dari persamaan Schrodinger nonlinear menggunakan metode Runge Kutta orde empat menghasilkan persentase error tertinggi dibawah 5% disetiap bulannya dan menghasilkan nilai Mean Absolute Percentage Error (MAPE) sebesar 0.4786%.
Keyword: kurs rupiah, parameter Schrodinger, Runge Kutta orde empat, Schrodinger nonlinear

Judul: Production of Nanocellulose- Polyvinyl Alcohol- Alginate Based Filaments
Abstrak: Oil palm empty fruit bunches (OPEFBs) are solid waste that are produced from crude palm oil extraction. Generally, it contains around 41-46.5% of cellulose, 25.3-33.8% of hemicellulose, and 27.6-32.5% of lignin (Suriyani 2009). Nanocellulose (NC) was isolated from OPEFBs through several treatments, including delignification, bleaching, ultrafine grinding, and ultrasonication. The obtained nanocellulose was processed further into filaments by mixing with sodium alginate and polyvinyl alcohol (PVA). In this project, nanocellulose- PVA- alginate based filaments were produced by wet spinning method with CaCl2 as coagulant solvent. The effect of several formulations and CaCl2 concentration on the morphological, mechanical, and thermal properties of filaments were observed. The results showed that the increasing of NC concentration produced filaments that have better thermal properties and higher crystallinity, but the morphology of filament surface become rougher. The increasing of NC concentration up to 7% also increased the filament mechanical properties. Meanwhile, the increasing of CaCl2 concentration produced filaments that have better thermal properties, smoother surface, and higher crystallinity (up to 10% CaCl2), but with decreasing of mechanical properties (tensile strength) due to some cracks that occured on the surface of filaments with 13% of CaCl2.
Keyword: coagulant solvent, filaments, nanocellulose, oil palm empty fruit bunches, wet spinning