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Analysis of Optimal Portfolio Formation Using Multi-Objective Optimization Method and Nadir Compromise Programming Aliwu, Randa Resvitasari; Rahmi, Emli; Nuha, Agusyarif Rezka; Yahya, Lailany; Wungguli, Djihad; Arsal, Armayani
Jambura Journal of Mathematics Vol 7, No 1: February 2025
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjom.v7i1.29065

Abstract

A portfolio is a collection of financial assets in the stocks owned by a company or individual. An optimal portfolio is a selected portfolio that aligns with the investor's preferences, drawn from a set of efficient portfolios that have been formed. This research aims to create an optimal portfolio using the Multi-Objective Optimization method and the Nadir Compromise Programming (NCP) method. Additionally, Value at Risk (VaR) analysis is applied to determine the maximum risk an investor will bear for the portfolio. The data used consists of closing stock prices on the IDX30 Index from February 2022 to July 2023. The findings indicate that the optimization approach produces portfolios that align with investor risk-return preferences. The comparison of Multi-Objective Optimization and NCP methods provides insights into their effectiveness in portfolio selection. Furthermore, the VaR analysis helps investors understand potential risk levels, offering a comprehensive perspective on portfolio performance.
Analisis Sistem Antrian Model Multiple Channel-Single Phase untuk Mengoptimalkan Efektivitas Pelayanan Teller Bank Ulfania Liputo; Muhammad Rifai Katili; Djihad Wungguli
Griya Journal of Mathematics Education and Application Vol. 5 No. 1 (2025): Maret 2025
Publisher : Pendidikan Matematika FKIP Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/griya.v5i1.531

Abstract

Queues are commonly encountered in various activities or operations, particularly when available services cannot meet the existing demand. This study aims to analyze the queue system for teller services at Bank Syariah Indonesia (BSI) Gorontalo Branch. The research adopts a quantitative approach, applying the queuing method using the Multiple Channel-Single Phase model. Data analysis was conducted using the "POM-QM for Windows" software. The results indicate that with three tellers, the system’s utility factor reaches 73%, indicating that the tellers are operating very busy. A simulation was then conducted by increasing the number of tellers to four, which resulted in a lower utility value of 55% and a service effectiveness of 37%. This system is still considered efficient, ensuring optimal service performance.
Optimization of LightGBM Model with Bayesian Optimization for Malware Detection Kasim, Afrianto Pratama; Nasib, Salmun K.; Hasan, Isran K.; Wungguli, Djihad; Yahya, Nisky Imansyah
ILKOMNIKA Vol 7 No 1 (2025): Volume 7, Number 1, April 2025
Publisher : Lembaga Penelitian dan Pengabdian Masyarakat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.28926/ilkomnika.v7i1.722

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Cyberattacks through malware on Android devices continue to rise, making accurate detection crucial. This research optimizes the LightGBM model using Bayesian Optimization to enhance accuracy and efficiency in detecting Android malware. A feature selection mechanism based on Attention Mechanism is applied to select the most relevant features for classification. The dataset used comes from the Canadian Institute for Cybersecurity (CIC) and consists of 17,804 Android applications, with a balanced distribution between malware and normal applications. The dataset is split into ratios of 80%:20%, 75%:25%, and 70%:30%. Feature selection reduces the number of features from 9503 to 300, 500, and 1000. The LightGBM model is then optimized with Bayesian Optimization to fine-tune parameters such as learning rate, number of iterations, and maximum number of leaves. The model's performance is evaluated using accuracy, precision, and recall metrics. Experimental results show that the model achieves 96,99% accuracy, 97,30% precision, and 96,70% recall with an 80%:20% dataset split and 1000 features. The combination of Attention Mechanism and Bayesian Optimization effectively improves processing efficiency without compromising performance.
Implementasi Metode Bidirectional LSTM Dengan Word Embedding FastText Dalam Analisis Sentimen Ulasan Pengguna Aplikasi Maxim Wewengkang, Hanz Franklyn Bachruddin; Wungguli, Djihad; Yahya, Nisky Imansyah; Hasan, Isran K.; Abdussamad, Siti Nurmardia
Jurnal Riset Mahasiswa Matematika Vol 4, No 5 (2025): Jurnal Riset Mahasiswa Matematika
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/jrmm.v4i5.33358

Abstract

Aplikasi transportasi online kini menjadi bagian penting dalam kehidupan masyarakat Indonesia. Maxim, sebagai salah satu penyedia layanan, perlu memahami persepsi pengguna untuk meningkatkan kualitas layanannya. Penelitian ini menerapkan metode Bidirectional Long Short-Term Memory (BiLSTM) untuk melakukan klasifikasi sentimen terhadap ulasan pengguna aplikasi Maxim di Google Play Store. Untuk memperkuat representasi kata, digunakan word embedding FastText yang mampu menangkap informasi sub-kata secara lebih baik. Data penelitian diperoleh melalui scraping menggunakan package google-play-scraper pada Python. Model BiLSTM yang dilatih dengan konfigurasi hyperparameter optimal berhasil mengklasifikasikan sentimen ulasan secara efektif, dengan hasil accuracy 94%, precision 96%, recall 95%, dan f1-score 95%. Hasil ini menunjukkan bahwa kombinasi BiLSTM dan FastText mampu mendeteksi sentimen positif dan negatif secara akurat dan seimbang, serta relevan untuk mendukung evaluasi kualitas layanan berbasis opini pengguna.
Pemanfaatan Pelabelan Harmonis Graf Ular S_n Dalam Kriptografi Polialfabetik Tahir, Fauzia D.; Katili, Muh Rifai; Yahya, Nisky Imansyah; Wungguli, Djihad; Asriadi; Nurwan; Armayani Arsal
Jurnal Derivat: Jurnal Matematika dan Pendidikan Matematika Vol. 12 No. 2 (2025): Jurnal Derivat (Agustus 2025)
Publisher : Pendidikan Matematika Universitas PGRI Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31316/j.derivat.v12i2.7815

Abstract

This research discusses harmonious labeling on the snake graph  and its application in polyalphabetic cryptography. A harmonious labeling is an injective function from the set of vertices to the set of integers modulo , defined as . This function induces an edge labeling function . For each edge connecting vertices  and , the edge label is given by , producing distinct edge labels. This study presents the construction process of harmonious labeling on the snake graph , where  and . The results show that the snake graph satisfies the conditions for being harmoniously labeled since each edge receives a unique label. The vertex set of  is defined as  and the edge set as  The harmonious labeling on this graph is then applied in cryptography, particularly in forming a cipher table used as a key in the polyalphabetic encryption and decryption process. This approach enhances cryptographic security, as a single plaintext letter can be transformed into various ciphertext possibilities, thereby increasing encryption strength and complicating message decryption attempts by unauthorized parties.  Keywords: harmonious labeling, snake graph, cryptography, polyalphabetic cipher
Penerapan Ensemble K-modes Pada Pengelompokkan Kelurahan di Kota Gorontalo Berdasarkan Kecanduan Game Online Remaja Taufik, Mohamad Alfiransyah; Achmad, Novianita; Abdussamad, Siti Nurmardia; Wungguli, Djihad; Yahya, Nisky Imansyah
Griya Journal of Mathematics Education and Application Vol. 5 No. 2 (2025): Juni 2025
Publisher : Pendidikan Matematika FKIP Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/griya.v5i2.633

Abstract

The swift advancement of digital technology has resulted in a heightened frequency of online game usage among teenagers, raising concerns about potential addiction. This study aims to cluster urban villages in Gorontalo City based on the characteristics of online game addiction in adolescents, to support the formulation of more effective preventive policies. The method used is ensemble clustering with K-modes algorithm approach, which is effective for mixed numeric and categorical data. Data were obtained through a survey of adolescents aged 10-24 years in all urban villages, including indicators of lack of attention from close people, self-control, lack of activities, stress or depression, social environment, parenting, length of time playing online games, frequency of playing online games and many favorite online games. The clustering results obtained 3 optimum clusters, where cluster 1 consists of 7 neighborhoods, cluster 2 consists of 17 neighborhoods and cluster 3 consists of 26 neighborhoods. Cluster 1 is a group of neighborhoods with a low risk and addiction level, cluster 2 with a moderate tendency, and cluster 3 with a high tendency.
Optimasi Persediaan Beras menggunakan Integer Linear Programming untuk Mengatasi Ketidakpastian Pasokan Studi Kasus Bulog Gorontalo Daud, Sriwati M.; Panigoro, Hasan S.; Arsal, Armayani; Wungguli, Djihad
Jurnal Sains Matematika dan Statistika Vol 11, No 2 (2025): JSMS Juli 2025
Publisher : Universitas Islam Negeri Sultan Syarif Kasim Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24014/jsms.v11i2.36254

Abstract

Abstrak                                                                                                  Perum BULOG Gorontalo berperan dalam penyediaan beras untuk menjamin ketahanan pangan. Penelitian ini bertujuan untuk mengoptimalkan biaya persediaan yang meliputi pemesanan dan penyimpanan beras guna menghindari kelebihan stok yang meningkatkan biaya, dengan mempertimbangkan penyediaan pasokan. Metode yang digunakan adalah Integer Linear Programming (ILP) untuk menentukan keputusan pemesanan dan penyimpanan yang optimal, serta analisis sensitivitas untuk mentransmisikan perubahan parameter dampak terhadap solusi optimal. Hasil optimasi menunjukkan bahwa pendekatan ILP berhasil menurunkan biaya persediaan sebesar 17,6% per tahun, dari Rp 208.423.972 menjadi Rp 171.813.600. Analisis sensitivitas mengungkap bahwa perubahan permintaan dan pasokan pasokan sebesar 10% dapat menyebabkan solusi optimal menjadi tidak layak, sementara perubahan kapasitas pasokan dan biaya pembelian memiliki dampak yang lebih fleksibel terhadap hasil optimasi. Kata Kunci: Optimasi, Persediaan, Integer Linear Programming, Analisis Sensitivitas. Abstrak Perum BULOG Gorontalo memegang peranan penting dalam penyediaan beras untuk menjamin ketahanan pangan. Penelitian ini bertujuan untuk mengoptimalkan pemesanan dan penyimpanan beras guna mencegah terjadinya kelebihan stok yang dapat meningkatkan biaya, dengan mempertimbangkan ketidakpastian pasokan. Metode yang digunakan adalah Integer Linear Programming (ILP) untuk menentukan keputusan pemesanan dan penyimpanan yang optimal, serta analisis sensitivitas untuk mengevaluasi dampak perubahan parameter terhadap solusi optimal. Hasil optimasi menunjukkan bahwa pendekatan ILP berhasil menurunkan biaya persediaan sebesar 17,6% per tahun, dari Rp208.423.972 menjadi Rp171.813.600. Analisis sensitivitas menunjukkan bahwa perubahan ketidakpastian permintaan dan pasokan sebesar 10% dapat membuat solusi optimal tidak dapat dilaksanakan, sedangkan perubahan kapasitas pasokan dan biaya pembelian memiliki dampak yang lebih fleksibel terhadap hasil optimasi. Kata Kunci : Persediaan, Optimasi, Integer Linear Programming, Analisis Sensitivitas.
Prediksi Wisatawan Mancanegara di Indonesia Menggunakan Metode SARIMAX dengan Efek Variasi Kalender Libur Nasional Pakaya, Desya Neydi Putri; Achmad, Novianita; Hasan, Isran K; Wungguli, Djihad; Abdussamad, Siti Nurmardia
Jurnal Riset Mahasiswa Matematika Vol 4, No 6 (2025): Jurnal Riset Mahasiswa Matematika
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/jrmm.v4i6.34937

Abstract

Fluctuations in the number of foreign tourist arrivals often produce outlier values that can interfere with the accuracy of the forecasting model. This study uses a boxplot approach to detect outliers, followed by Natural Logarithm (ln) transformation as a treatment step. The Seasonal Autoregressive Integrated Moving Average with Exogenous Variables (SARIMAX) method is applied by considering three exogenous variables that show the effect of variations in the National Holiday calendar in the form of Nyepi Day, Idul Fitri Day and year-end holidays. The results of the analysis show that the three variables have a positive effect on the increase in the number of foreign tourist arrivals, where Nyepi Day makes the largest contribution compared to the other two holiday periods. Model 2 (0,1,1)(1,0,1)[12] was selected as the most optimal model based on the evaluation results of several models that have been compared. This model shows excellent performance, indicated by the Mean Absolute Percentage Error (MAPE) value of 3.75\% which indicates that the model has very high prediction accuracy. So that the SARIMAX model is effective in modeling and predicting the number of foreign tourist visits in Indonesia.
ANALISIS SISTEM ANTRIAN PADA BANK SULUTGO CABANG BINTAUNA MENGGUNAKAN MODEL ANTRIAN MULTI CHANNEL SINGLE PHASE Kintan Sakinah Kaluku; Nurwan Nurwan; Djihad Wungguli
JURNAL ILMIAH EKONOMI DAN MANAJEMEN Vol. 3 No. 7 (2025): Juli
Publisher : CV. KAMPUS AKADEMIK PUBLISING

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61722/jiem.v3i7.5945

Abstract

. Proses antrian sering dijumpai dalam kehidupan sehari-hari di tempat tertentu, baik dalam skala kecil maupun besar dan memerlukan solusi yang optimal. Antrian sering terjadi dikarenakan banyak orang menginginkan layanan yang sama pada waktu yang bersamaan, sementara pada situasi itu proses pelayanan hanya dapat dilakukan satu persatu saja. Antrian pelayanan di bank adalah salah satu contoh permasalahan antrian, dimana bank merupakan suatu institusi penyelenggara layanan keuangan. Panjangnya antrian saat melakukan transaksi di bank yang menghabiskan banyak waktu seringkali menimbulkan ketidaknyamanan bagi nasabah. Unit Bank SulutGo Bintauna merupakan salah satu tempat Bank yang ramai dikunjungi oleh masyarakat. Terdapat dua teller dan satu customer service, sehingga model yang diterapkan saat ini yaitu multi channel single phase. Aturan pelayanan yang digunakan menurut urutan kedatangan nasabah menggunakan sistem FCFS/FIFO. Adapun tujuan dari penelitian ini adalah untuk menentukan hasil optimalisasi sistem antrian dan ukuran kinerja sistem antrian pada pelayanan teller Bank di Unit bank SulutGo Bintauna. Sistem antrian Multi Channel Single Phase digunakan karena hanya terdapat satu jenis pelayanan dan terdapat beberapa fasilitas pelayanan dalam sistem antrian tersebut. Hasil penelitian ini menunjukan bahwa ukuran kinerja selama lima hari diperoleh tingkat efisiensi kinerja dari ukuran steady state terpenuhi. Oleh karena itu, berdasarkan hasil penelitian ini, pelayanan teller pada unit Bank SulutGo Bintauna sudah optimal.
IMPLEMENTATION OF THE TAGUCHI METHOD WITH TRAPEZOIDAL FUZZY NUMBER IN THE TOFUPRODUCTION PROCESS Wungguli, Djihad; Isa, Jefri N.; Payu, Muhammad Rezky Friesta; Nurwan, Nurwan; Nasib, Salmun K; Junus, Stella
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 3 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss3pp1313-1324

Abstract

Indonesians consume more tofu every week, proving that it is one of the country's most well-liked and potential food ingredients. Therefore, several people benefit from this positive potential as a business opportunity and improve the quality of their products as part of a market competition strategy. This study uses the Taguchi method and fuzzy logic to optimize the multi-response characteristic tofu production process. These multi-responses include water and protein content, each of which has the characteristics of "nominal is best" and "larger is better". In this experiment, three independent variables were varied: soybean soaking time, soybean porridge boiling time, and tofu lump pressing time. The experimental design used is the orthogonal matrix L9. This study aims to determine the optimal combination of independent variables and determine the contribution of each varible to the multi-response of water content and protein content simultaneously. The findings indicated that soaking soybeans for 4 hours, boiling soybean porridge for 70 minutes, and pressing tofu lumps for 20 minutes are the ideal settings to produce optimal multi-response simultaneously. Additionally, the duration of soybeans soaking contributed 14,74%, the duration of boiling soybean porridge contributed 29,50%, and the duration of pressing lumps of tofu contributed 38,18% to the multi-response.