ALFRED EDBERT YUNANTO

2602186150

Degree Strata 1

Program/Study Program Computer Science & Statistics

Faculty/School School of Computer Science

THESIS TITLE DEVELOPMENT OF THE BITRISK WEB-BASED DASHBOARD FOR BITCOIN VOLATILITY MODELING AND VALUE AT RISK (VAR) AND CONDITIONAL VALUE AT RISK (CVAR) ESTIMATION USING MARKOV-SWITCHING GARCH AND STOCHASTIC VOLATILITY MODELS