Vol. 1 No. 1 (2020): Operations Research International Conference Series (ORICS), March 2020

Articles

• Analysis of the Aggregate Heuristic Planning for Planning and Controlling the Amount of Production to Minimize Costs

  Riana Magdalena

  1-12

  Abstract viewed: 666 PDF downloaded: 669

  DOI : 10.47194/orics.v1i1.18

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• Value-at-Risk Estimation Method Based on Normal Distribution, Logistics Distribution and Historical Simulation

  Dwi Susanti, Sukono Sukono, Maria Jatu Verrany

  13-18

  Abstract viewed: 520 PDF downloaded: 435

  DOI : 10.47194/orics.v1i1.19

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• Calculation of Value-at-Risk Variance-Covariance with the Approach of Simple Cash Portfolio, Factor Models and Cash Flow

  Puspa Liza Ghazali, Riaman Riaman, Ristifani Ulfatmi

  19-24

  Abstract viewed: 750 PDF downloaded: 413

  DOI : 10.47194/orics.v1i1.20

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• Application of ARIMA-GARCH Model for Prediction of Indonesian Crude Oil Prices

  Sukono Sukono, Emah Suryamah, Fujika Novinta S

  25-33

  Abstract viewed: 650 PDF downloaded: 810

  DOI : 10.47194/orics.v1i1.21

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• Estimation of the Value-at-Risk (VaR) Using the TARCH Model by Considering the Effects of Long Memory in Stock Investments

  Nurfadhlina Abdul Halim, Agus Supriatna, Adhy Prasetyo

  34-43

  Abstract viewed: 380 PDF downloaded: 340

  DOI : 10.47194/orics.v1i1.22

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