Vol 6, No 2 (2025)

DOI: https://doi.org/10.46336/ijqrm.v6i2

Table of Contents

Articles

Comparative Analysis of Normal Pension Benefits Using the Attained Age Normal Method and the Individual Level Premium Method
10.46336/ijqrm.v6i2.946
Atha Hukama, Kankan Parmikanti, Riaman Riaman
PDF
150-161
Analysis of the French Five Factors Fama Model on Excess Return of Stocks Listed on IDXBUMN20 for the Period 2020-2023
10.46336/ijqrm.v6i2.966
Linda Damayanti Putri, Riaman Riaman, Sukono Sukono
PDF
162-170
Optimization Model in Transportation Based on Linear Programming
10.46336/ijqrm.v6i2.1018
Angellyca Leoni Manuela, Reivani Putri Berlinda Harahap, Tina Yoefitri, Nicko Meizani, Rizki Apriva Hidayana
PDF
171-175
Investment Portfolio Optimization Using Genetic Algorithm on Infrastructure Sector Stocks Based on the Single Index Model
10.46336/ijqrm.v6i2.977
Ayyinah Nur Bayyinah, Riaman Riaman, Sukono Sukono
PDF
176-183
Investment Portfolio Optimization Using Ant Colony Optimization (ACO) Based on Fama-French Three Factor Model on IDX High Dividend 20 Stocks
10.46336/ijqrm.v6i2.978
Asthie Zaskia Maharani, Dwi Susanti, Riaman Riaman
PDF
184-195
Application of Genetic Algorithm on Knapsack Problem for Optimization of Goods Selection
10.46336/ijqrm.v6i2.1020
Indah Mauludina Hasanah, Lukman Widoyo Mulyo, Muhammad Fardeen Khan, Rizki Apriva Hidayana
PDF
196-199
IDX30 Stock Portfolio Optimization Using Genetic Algorithm Based on Capital Asset Pricing Model
10.46336/ijqrm.v6i2.981
Nayra Pavita Rahmadhisa, Dwi Susanti, Betty Subartini
PDF
200-207
Comparison of Stock Mutual Fund Price Forecasting Results Using ARIMA and Neural Network Autoregressive Model
10.46336/ijqrm.v6i2.1001
Sri Novi Elizabeth Sianturi, Betty Subartini, Sukono Sukono
PDF
208-217
Comparison of Random Forest and SVM Algorithms in Classification of Diabetic Retinopathy Based on Fundus Image Texture Features
10.46336/ijqrm.v6i2.1011
Renda Sandi Saputra, Moch Panji Agung Saputra
PDF
218-226
Stock Investment Portfolio Optimization Using Mean-Variance Model Based on Stock Price Prediction with Long-Short Term Memory
10.46336/ijqrm.v6i2.1002
Popy Febrianty, Herlina Napitupulu, Sukono Sukono
PDF
227-238
Portofolio Optimization of Mean-Variance Model Using Tabu Search Algorithm with Cardinality Constraints
10.46336/ijqrm.v6i2.1010
Lutfi Praditia Ma’mur, Riaman Riaman, Sukono Sukono
PDF
239-247
Portfolio Optimization by Considering Return Predictions Using the ARIMA Method on Jakarta Islamic Index Sharia Stocks
10.46336/ijqrm.v6i2.1012
Salwa Cendikia Millantika
PDF
248-254
Implementation of Simulated Annealing Algorithm for Portfolio Optimization in Jakarta Islamic Index (JII) Stocks with Mean-VaR
10.46336/ijqrm.v6i2.1016
Nadia Putri Riadi, Riaman Riaman, Sukono Sukono
PDF
255-263
Investment Portfolio Optimization Using the Mean-Variance Model Based on Holt-Winters Stock Price Forecasting of Food Sector in Indonesia
10.46336/ijqrm.v6i2.1017
Himda Anataya Nurdyah, Betty Subartini, Sukono Sukono
PDF
264-274
Portfolio Performance Analysis with Jensen's Alpha Using Single Index Model and CAPM on IDX30 Stocks
10.46336/ijqrm.v6i2.1013
Alim Jaizul Wahid, Jumadil Saputra
PDF
274-283