TECHNICAL ANALYSIS OF FOOD AND BEVERAGE SECTOR STOCKS IN JII

ABSTRAK Investasi merupakan upaya menanamkan dana untuk dikembangkan dalam jangka waktu yang telah ditentukan untuk mendapatkan keuntungan. Investasi bisa dilakukan melalui sektor rill, maupun non rill. Pada penelitian ini akan membahas investasi sektor non rill terutama di pasar modal yang sudah jelas return dan kemanannya, yang akan berfokus pada saham. JII (Jakata Islmaic Index) adalah 30 saham syariah yang paling liquid di BEI. Terdapat empat saham sektor food and beverage, seperti ICBP, INDF, JPFA, dan UNVR. analisis teknikal menggunakan historis harga dari suatu perusahaan atau saham itu sendiri, yang berasumsi bahwa itu dapat merefleksikan harga dimasa depan, biasanya yang menggunakan analisis teknikal adalah investor jangka pendek, jangka pendek disini adalah mereka para tradder yang aktif berdagang saham. Grafik adalah indikator utama untuk analisis teknikal, terutama grafik candlestick karena grafik ini mampu menampilkan pergerakan harga secara menyeluruh. Resistance adalah keadaan dimana harga sulit bergerak lebih tinggi, sedangkan support adalah kebalikannya yaitu harga sudah sulit untuk lebih rendah, kedua garis batas ini digunakan sebagai pengambil keputusan dalam analisis teknikal. Pendekatan yang biasa dilakukan adalah menggunakan pendekatan fibonacci dan umunya dibantu lagi oleh stochastic oscillator untuk menunjukan posisi closing relatif pada suatu periode. Saham ICBP dilihat dari hasil fibonacci dan indikator stochastic oscillator yang menunjukan saham ICBP mendekati resistance dan stochastic oscillator berada pada titik 70 normal zone tetapi mulai mendekati zona overbought yaitu melewati titik 80. Kata kunci : : Investasi, Analisis Teknikal, Fibonnaci, Support, Resistance, Stochastic Oscillato

A stochastic oscillator model simulates the entrainment of vertebrate cellular clocks by light

The circadian clock is a cellular mechanism that synchronizes various biological processes with respect to the time of the day. While much progress has been made characterizing the molecular mechanisms underlying this clock, it is less clear how external light cues influence the dynamics of the core clock mechanism and thereby entrain it with the light–dark cycle. Zebrafish-derived cell cultures possess clocks that are directly light-entrainable, thus providing an attractive laboratory model for circadian entrainment. Here, we have developed a stochastic oscillator model of the zebrafish circadian clock, which accounts for the core clock negative feedback loop, light input, and the proliferation of single-cell oscillator noise into population-level luminescence recordings. The model accurately predicts the entrainment dynamics observed in bioluminescent clock reporter assays upon exposure to a wide range of lighting conditions. Furthermore, we have applied the model to obtain refitted parameter sets for cell cultures exposed to a variety of pharmacological treatments and predict changes in single-cell oscillator parameters. Our work paves the way for model-based, large-scale screens for genetic or pharmacologically-induced modifications to the entrainment of circadian clock function.

A Dynamic Level Technical Indicator Model for Oil Price Forecasting

Investment in commodities and stock requires a nearly accurate prediction of price to make profit and to prevent losses. Technical indicators are usually employed on the software platforms for commodities and stock for such price prediction and forecasting. However, many of the available and popular technical indicators have proved unprofitable and disappointing to investors, often resulting not only in ordinary losses but in total loss of investment capital. We propose a dynamic level technical indicator model for the forecasting of commodities’ prices. The proposed model creates dynamic price supports and resistances levels in different time frames of the price chart using a novel algorithm and employs them for price forecasting. In this study, the proposed model was applied to predict the prices of the United Kingdom (UK) Oil. It was compared with the combination of two popular and widely accepted technical indicators, the Moving Average Convergence and Divergence (MACD) and Stochastic Oscillator. The results showed that the proposed dynamic level technical indicator model outperformed MACD and Stochastic Oscillator in terms of profit.

A stochastic oscillator model simulates the entrainment of vertebrate cellular clocks by light

The circadian clock is a cellular mechanism that synchronizes various biological processes with respect to the time of the day. While much progress has been made characterizing the molecular mechanisms underlying this clock, it is less clear how external light cues influence the dynamics of the core clock mechanism and thereby entrain it with the light-dark cycle. Zebrafish-derived cell cultures possess clocks that are directly light-entrainable, thus providing an attractive laboratory model for circadian entrainment. Here, we have developed a stochastic oscillator model of the zebrafish circadian clock, which accounts for the core clock negative feedback loop, light input, and the proliferation of single-cell oscillator noise into population-level luminescence recordings. The model accurately predicts the entrainment dynamics observed in bioluminescent clock reporter assays upon exposure to a wide range of lighting conditions. Furthermore, we have applied the model to obtain refitted parameter sets for cell cultures exposed to a variety of pharmacological treatments and predict changes in single-cell oscillator parameters. Our work paves the way for model-based, large-scale screens for genetic or pharmacologically-induced modifications to the entrainment of circadian clock function.Author summaryThe circadian clock is a key, cell-autonomous timing mechanism that is encountered in most organisms. It is entrained by environmental lighting conditions and in turn temporally coordinates most aspects of physiology according to the time of day. Cell lines derived from zebrafish are attractive experimental models for studying how clocks are entrained by light since they possess clocks that respond directly to light stimuli. Here we describe a mathematical model for the behavior of the circadian clock in zebrafish cell lines during exposure to a range of lighting conditions. Using this model, we can determine how different pharmacological treatments may affect the entrainment dynamics of the clock and the degree of synchronization of individual cells’ circadian clocks in bioluminescent clock reporter assays. Our current model is mathematically simple and thus easy to apply and extend in future studies.

ANALISIS TEKNIKAL PERGERAKAN HARGA SAHAM DENGAN MENGGUNAKAN INDIKATOR STOCHASTIC OSCILLATOR DAN WEIGHTED MOVING AVERAGE

<p><em>Investments in the stock market are closely related to the price movement risk. Investors used technical analysis to minimize the risk caused by changes in stock prices. Hence, investors get the right decision to buy or sell the stocks. Weighted Moving Average and Stochastic Oscillator are technical analysis indicators that investors often use due to their ease and accuracy predictions. This study combines the Stochastic Oscillator and Weight Moving Average (WMA) indicators to predict stock price movements in various industrial sectors during the 2015 to 2019 period and the first semester of the 2020 covid-19 pandemic outbreak in Indonesia. This combination aims to provide better predictive results by completing the weaknesses of each indicator. To provide recommendations for the right investment decisions for investors interested in investing their funds, especially in various industrial sectors. Using the combination of WMA and SI indicator charts from the investing.com website resulting in a better prediction of the right time to buy or sell stocks in various industry sectors. While the shares of SCCO, INDR, INDS appear stable during 2020, the movement of KLBM and KLBI's share prices seems to be affected by the Covid-19 pandemic in Indonesia.</em></p>

Analisis Komparasi Penggunaan Metode MACD, Moving Average, dan Stochastic dalam Optimalisasi Profit

Tujuan penelitian ini yaitu untuk mengambil keputusan saat yang tepat untuk jual dan beli saham pada IDX 30 dengan menggunakan analisis teknikal atara lain MACD, moving average, dan stochastic oscillator. Penelitian ini adalah penelitian kualitatif deskriptif. Populasi dalam penelitian ini adalah seluruh saham yang terdaftar dalam IDX 30 selama periode 2017-2019 berjumlah 30 perusahaan. Penarikan sampel dilakukan dengan teknik purposive sampling. Lokasi penelitian pada saham yang terdaftar di IDX30 dengan menggunakan software Chart AmiBroket. Analisis data menggunakan analisis teknikal dengan menggunakan tiga indikator yaitu MACD, moving average, dan stochastic oscillator. Berdasarkan hasil penelitian dari ketiga indikator tersebut, MACD menghasilkan profit yang paling besar. Momen yang tepat dalam menggunakan MACD adalah bila garis MACD memotong garis sinyal dari bawah ke atas atau Golden Cross sebagai adanya bullish trend. Kondisi yang memberi sinyal jual bila garis MACD memotong garis sinyal dari atas ke bawah atau Death Cross sebagai adanya bearish trend.

Transient probabilistic solutions of stochastic oscillator with even nonlinearities by exponential polynomial closure method

The current work is devoted to analyze the transient probability density function solutions of stochastic oscillator with even nonlinearities under external excitation of Gaussian white noise by applying the extended exponential polynomial closure method. Specifically, the Fokker–Planck–Kolmogorov equation which governs the probability density function solutions of the nonlinear system is presented first. The residual error of the Fokker–Planck–Kolmogorov equation is then derived by assuming the probability density function solution as the type of exponential polynomial with time-dependent variables. Finally, by making the projection of the residual error vanish, a set of nonlinear ordinary differential equations is established and solved numerically. Numerical analysis show that the extended exponential polynomial closure method with polynomial order being six is both effective and efficient for solving the transient analysis of the stochastic oscillator with even nonlinearities by comparing the numerical results obtained by the proposed method with those obtained by Monte Carlo simulation method. Numerical results also show that the transient probability density function solutions of the system responses are not symmetric about their nonzero means due to the existence of even nonlinearities.

Analisis Teknikal Return Saham dengan Indikator-Indikator Bollinger Band, Parabolic SAR, dan Stochastic Oscillator

In making a decision to buy shares in the stock market, an investor must know the analytical methods involved in stock investing. One of the methods used is technical analysis. This study aims to determine the comparison of stock returns generated using the Bollinger Band, Parabolic SAR, and Stochastic Oscillator indicators. This type of research is a quantitative approach with a comparative method. The sampling technique used purposive sampling, in order to obtain 14 companies. The results show that the indicators of Bollinger Band, Parabolic SAR, and Stochastic Oscillator can be used as guidelines in determining the buying and selling of stocks to get optimal returns.

Numerical preservation issues in stochastic dynamical systems by $ \vartheta $-methods

<p style='text-indent:20px;'>This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic <inline-formula><tex-math id="M2">\begin{document}$ \vartheta $\end{document}</tex-math></inline-formula>-mehods. The analysis also takes into account the effects of the estimation of the expected values by means of Monte Carlo simulations. The theoretical analysis is supported by a numerical evidence on a given stochastic oscillator, inspired by the Duffing oscillator.</p>