Oil palm is one of the largest agricultural products in Indonesia and has high economic value can improve welfare oil farmers. The research was conducted at PT. Agro Putra Lestari regarding production, having its address Jln.Imam Bonjol No.179 Kisaran with name leader being Mr. Anda Puta Lubis, SE, M, Ma. a company that produces fruit which still running. spread across Asahan area, including Me...

This paper proposes a new stochastic volatility model with time-varying expected return, which enables us to predict returns based on exponential moving averages of the past returns frequently used in practice. Particularly, exploiting a particle filter in a self-organizing state space framework, we demonstrate that a simple return predictionbased strategy is superior to well-known strategies s...

• Traditional approaches, including Box–Jenkins autoregressive integrated moving average (ARIMA) model, autoregressive and moving average with exogenous variables (ARMAX) model, seasonal autoregressive integrated moving average (SARIMA) model, exponential smoothing models [including Holt–Winters model (HW) and seasonal Holt and Winters’ linear exponential smoothing (SHW)], state space/Kalman fi...

In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

The general assumption for designing a multivariate control chart is that the multiple variables are independent and normally distributed. This may not be tenable in many practical situations, because with dependency often need to monitored simultaneously ensure process in-control. Gumbel’s Bivariate Exponential (GBE) distribution considered better model skewed data reliability analysis. In thi...