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Journal : Journal of Mathematics UNP

Estimasi Parameter Model Suku Bunga Vasicek menggunakan Metode Jackknife pada Bank Indonesia Khairunnisa, Michi; Arnellis, Arnellis
Journal of Mathematics UNP Vol 9, No 2 (2024): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v9i2.14215

Abstract

Stochastic interest is exemplified by the Vasicek Interest Rate Model. Interest rates change from time to time. This study is a type of applied research in which the Jackknife Method to gauge the characteristics of the parameters of the Vasicek Interest Rate Model. The Jackknife method of parameter estimation involves resampling, which is done by taking out one observation from the data and repeating the process as often as necessary. The Jackknife technique is used to get estimates from observation with a small sample size. The goal of this study is to understand the Jackknife Method’s estimate findings for the Vasicek Model parameters. The Vasicek Model parameter estimate process involves numerous steps, including establishing the recursive solution, changing the equation into a regression form, then transformation to the matrix and estimation to the parameter using the Jackknife technique. By following the step, it is possible to determine that the Vasicek interest rate model parameters is   0.20424,  0.38909 ,  as well as   0.28083.
Model Matematika Penyebaran CVEV (Citrus vein enation virus) pada Tanaman Jeruk Nipis Melalui Serangga Kutu Daun Yani, Fitri; Arnellis, Arnellis
Journal of Mathematics UNP Vol 8, No 4 (2023): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v8i4.14209

Abstract

Citrus vein enation virus is a virus that attacks lime plants. This virus can cause swelling of the veins of the leaf veins like clumps that are spread irregularly on the underside of the leaves resulting in decreased yields and short-lived plants. This virus is spread by aphids. This research was conducted with the aim of knowing the shape of the mathematical model for the spread of the Citrus vein enation virus and interpreting the research results from the mathematical model. This research uses basic research types and descriptive methods. From the results of the study it was found that the mathematical model of the spread of the Citrus vein enation virus was in the form of a system of differential equations and the interpretation of the model obtained 2 equilibrium points including the equilibrium point  which is asymptotically stable because it obtained  which is 0.1502685768 which means the virus can disappear within a certain time and the equilibrium point  which is asymptotically stable because it gets  which means 1.502685768 which means the virus will spread in time long.
Analisis Metode Black-Scholes dan Monte Carlo Terhadap Penentuan Opsi Jual Eropa Megis, Febi Fortuna; Arnellis, Arnellis
Journal of Mathematics UNP Vol 7, No 4 (2022): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v7i4.13850

Abstract

Managing the risks that will occur when investing, things that can be done by trading options.  Stock options are used as a means of protection against stock price volatility.  Option price calculations are performed using two methods, namely the Black-Scholes method and the Monte Carlo method.  The purpose of this study is to determine the best method for determining option values.  This research is basic research.  The data used is the daily closing price of the pharmaceutical industry's shares in the New York Stock Exchanges (NYSE), namely Astra Zenecca and Abbott Laboratorie, the Dow Jones stock index, namely Pfizer Inc., Merck & Co Inc., and Johnson & Johnson for the period August 2022 to  November 2022 with a maturity of three months.  The results of the research show that the Price Absolute Error (PAE) is 18.75% or 0.1875 for the Black-Scholes method and 11.66% or 0.1166 for the Monte Carlo method, thus showing that the Monte Carlo method is more accurate than the Black-Scholes method for determining options.  selling Europe.
Penggunaan Metode Attained Age Normal dan Projected Unit Credit Pada Perhitungan Pembiayaan Dana Pensiun (Studi Kasus: PERUMDA Tirta sakti Kerinci) Miranda, Dede; Arnellis, Arnellis
Journal of Mathematics UNP Vol 7, No 4 (2022): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v7i4.13669

Abstract

The problem in this study is that PERUMDA Tirta Sakti must provide guarantees to employees regarding pension funds. This study aims to calculate the amount of normal contributions, actuarial obIigations, using the AAN and PUC methods. This is applied research, and the participants are all PERUMDA Tirta Sakti Kerinci employees. Purposive sampling is the method of sampling.When compared to the Projected Unit Credit method, the findings demonstrated that the normal contribution calculated using the Attained Age Normal method increased significantly as one approached retirement age. The PUC method yields a lower amount of actuarial liabilities than the AAN method. The total amount of accumulated pension contributions has an impact on the size of theiipension benefit. The amassed annuity commitments are straight forwardly corresponding to the benefits got by the members.
Penggunaan Metode Autoregressive Integrated Moving Average untuk Meramalkan Nilai Tukar Petani di Sumatera Barat Yosela, Fiera; Arnellis, Arnellis
Journal of Mathematics UNP Vol 7, No 4 (2022): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v7i4.13817

Abstract

Resident of West Sumatra is mostly absorbed in the agricultural sector. The welfare of farmers is the main priority which is believed to be in development in that sector. Therefore we need a benchmark to measure prosperity of peasant, either is farmer’s exchange rate. This study has goal of get best ARIMA model to predict the farmer’s exchange rate of West Sumatra. Research results to get greates model ARIMA (1,1,1) have smallest MSE vaIue 2681^(-9). The shape of the model is Y_t^0.09=0.0005685-0.5270Y_(t-1)^0.09+Y_(t-1)^0.09+0.5270Y_(t-2)^0.09+0.9921e_(t-1)+e_t.
Analisis Konjoin Dan Metode Kendall’s W Tentang Preferensi Mahasiswa Jurusan Matematika Fmipa Unp Dalam Memilih Berbelanja Online Amelia, Chairani; Arnellis, Arnellis
Journal of Mathematics UNP Vol 9, No 1 (2024): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v9i1.13623

Abstract

Online shopping is one of the processes of buying and selling goods, services and others online without meeting with sellers and buyers who provide various human needs easily. This study aims to find out how the attribute level combination of the students' liking level and the alignment of the attributes used in the study is carried out. The results in this study indicate that the combination of levels that students prefer most in choosing to shop online are products with good quality, low prices, promotions with discounts and free shipping, satisfactory service and a good reputation. The most important attribute for students of the Mathematics Department of FIMPA UNP in choosing to shop online is the price attribute because it has a very high level of relativity of 46.16%. In the Kendall's W method, it can be seen that there is harmony between the assessments of the respondents and the 5 attributes studied. This is indicated by the statistical value that is greater than the statistical value of the table, namely 61.79824 > 9.488.