This paper is trying to unveil general statistical characteristic of financial; time series data that is subjected to several financial time series data present in Indonesia, e.g. individual index such as stock price of PT. TELKOM, stock price of PT HM SAMPOERNA, and compiled stock price index (Jakarta Stock Exchange I…
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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
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Spatial machine learning improves poverty targeting in Indonesia.
This project presents the results of a partnership between the Data Science for Social Good fellowship, Jakarta Smart City and Pulse Lab Jakarta to create a video analysis pipeline for the purpose of improving traffic safety in Jakarta. The pipeline transforms raw traffic video footage into databases that are ready to …
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro-simulation analysis. Theoretical exploration is carried out by using comparisons of some usual financial economy syste…
This study seeks to validate a search protocol of ill health-related terms using Twitter data which can later be used to understand if, and how, Twitter can reveal information on the current health situation. We extracted conversations related to health and disease postings on Twitter using a set of pre-defined keyword…
The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in the investment decision making process i.e. buying or selling shares. This research takes data of "A" on the Indonesia Stock Exchange(IDX or BEI) 29 November 2006 until 20 September 2016 period. To see t…
Study improves portfolio optimization for Indonesian banks using robust methods.
Study shows financial literacy, social capital, and financial tech positively impact financial inclusion of Indonesian students.
Commercial banks and other depository institutions in some countries are required to hold in reserve against deposits made by their customers at their Central Bank or Federal Reserve. Although some countries have been eliminated it, this requirement is useful as one of many Central Bank's regulation made to control rat…
Model shows worldwide trade crises can be localized or global, depending on trade balance.
Study examines how institutional differences and crises affect volatility in ASEAN stock markets.
We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives more useful information about the formation of clusters as compar…
SLIC-UAV monitors forest recovery using UAVs and machine learning.
Study examines stock price correlations between Indonesian holding companies and their subsidiaries.