Analisis regresi linier berganda menggunakan R untuk melihat pengaruh IQ dan kehadiran terhadap nilai UAS, dilengkapi uji hipotesis, evaluasi model, dan uji asumsi klasik.

The motivation behind this project stems from a desire to deepen my understanding of financial risk management and quantitative portfolio analysis. In modern finance, accurately measuring and managing portfolio risk is crucial for informed investment decisions, regulatory compliance, and capital preservation. By focusing on multiple approaches to Value-at-Risk (parametric, historical, and Monte Carlo) and implementing rigorous backtesting techniques such as the Kupiec test, I aimed to explore the strengths and limitations of different risk measurement methodologies in real-world markets. This project provides a practical framework for assessing portfolio vulnerabilities, understanding tail risk through Expected Shortfall, and visualising risk exposure, thereby bridging theoretical concepts in financial engineering with applied quantitative analysis. Ultimately, it reflects my motivation to develop robust, data-driven tools for evaluating and managing financial risk in a professional setting.

Class Activity Mar 24-27

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