Judul: Consumer Goods Stock Price Prediction Using the Modified Black-Scholes Equation
Abstrak: Besarnya volume perdagangan di pasar saham menyebabkan harga saham yang semakin fluktuatif menyebabkan meningkatnya resiko yang ada sehingga diperlukan analisa untuk menganalisis kemungkinan kenaikkan, penurunan, dan harga saham di waktu mendatang. Penelitian ini bertujuan untuk memprediksi harga saham consumer goods menggunakan persamaan Black-Scholes yang diselesaikan dengan metode Runge-Kutta dan menganalisis pengaruh suku bunga terhadap hasil prediksi. Penelitian dilakukan dengan membuat model berdasarkan persamaan Black-Scholes termodifikasi dan diselesaikan menggunakan metode Runge-Kutta orde empat. Hasil penelitian menunjukkan model memiliki MAPE 4.99% yang diinterpretasikan sebagai sangat baik dengan nilai MDA 72%. dan hubungan suku bunga dengan harga saham yang berbanding terbalik., The large volume of trading in the stock market causes stock prices to fluctuate, increasing the risk involved, therefore analysis is needed to analyse the possibility of increases, decreases, and stock prices in the future. This research aims to predict the price of consumer goods stocks using the Black-Scholes equation solved by the Runge-Kutta method and analyse the effect of interest rates on the prediction results. The research was conducted by creating a model based on the modified Black-Scholes equation and solved using the fourth-order Runge-Kutta method. The results showed that the model has a MAPE of 4.99% which is interpreted as very good with a MDA of 72% and the relationship between interest rates and stock prices is inversely proportional.
Keyword: Black-Scholes equation, interest rate, stock price, Runge-Kutta method

Judul: Prediksi Harga Saham Menggunakan Simulasi Monte Carlo dengan Model Geometric Brownian Motion dan Estimasi Value at Risk
Abstrak: Investasi adalah aktivitas penanaman uang atau modal (aset berharga) untuk tujuan memperoleh keuntungan. Salah satu bentuk investasi adalah penanaman modal ke dalam bentuk saham suatu perusahaan. Risiko investasi pada saham lebih tinggi dibandingkan pada bentuk investasi lainnya karena perubahan harga saham yang tidak dapat diprediksi sehingga keuntungan juga tidak pasti. Pergerakan harga saham mengikuti proses stokastik bergerak acak pada selang waktu tertentu yang menyebabkan harga saham tidak menentu, untuk memprediksi harga saham di masa yang akan datang salah satunya menggunakan metode Geometric Brownian Motion berdasarkan harga saham di masa lampau jika return saham berdistribusi normal. Pemodelan saham dengan metode Geometric Brownian Motion yang dilakukan dengan simulasi Monte Carlo pada saham BBCA.JK menghasilkan prediksi saham yang sangat baik berdasarkan nilai MAPE, yaitu sebesar 4.46%. Estimasi kerugian prediksi harga saham dapat diketahui melalui value at risk. Estimasi value at risk pada prediksi harga saham dilakukan pada tingkat kepercayaan 99% , 95%, dan 90% yang menghasilkan -0.003456279, -0.002339218, dan -0.001360275 secara berturut-turut., Investment involves investing money or capital (valuable assets) for profit. Investing capital in the form of company shares is one way to invest. Investing in shares involves a higher risk than other investments because price changes are unpredictable and have an uncertain impact on profits. Stock price movements follow a stochastic process that moves randomly at certain time intervals, which causes stock prices to be uncertain. If stock returns are normally distributed, the Geometric Brownian Motion method can be utilized to predict future stock prices by analyzing past stock prices. Stock price modeling using the Geometric Brownian Motion method on BBCA.JK shares resulted in very good stock predictions based on MAPE value, which is 4.46%. Value at risk can be used to find estimated losses from share price predictions. Value at risk estimates for share price predictions were carried out at 99%, 95%, and 90% confidence levels, which resulted in -0.003456279, -0.002339218, and -0.001360275, respectively.
Keyword: Monte Carlo, Geometric Brownian Motion, Value at Risk, Investasi, Return

Judul: Posisi Filogenetik Kura-Kura Carettochelys Insculpta  (Reptillia: Testudinata)
Abstrak: Carettochelys insculpta is an endemic freshwater turtle of southern Papua and northern Australia. Phylogenetic position of this turtle is remain unresolved until now. Most of the research conducted show close relationships of C. insculpta and members of Trionychidae family. However, some of the research show distance between C. insculpta and members of Trionychidae family. This research is conducted to analyze phylogenetic relationship between C. insculpta and other members of Testudinata using 12S rRNA, 16S rRNA, and both gene as markers. DNA samples were obtained from three different organisms of C. insculpta. Two species used as outgroups were Alligator mississippiensis and Iguana iguana. Phylogenetic analysis was carried out using Neighbor-Joining method with Felsenstein 1981 (F81) modeltest. A polytomy tree of Testudinata was produced by using 12S rRNA gene. However, analysis using 16S rRNA and both genes as markers confirmed that C. insculpta was located between the Chelonidae and the Trionychidae family.
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