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Journal : JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI

SEIPR-Mathematical Model of the Pneumonia Spreading in Toddlers with Immunization and Treatment Effects Rusniwati S. Imran; Resmawan Resmawan; Novianita Achmad; Agusyarif Rezka Nuha
Jurnal Matematika, Statistika dan Komputasi Vol. 17 No. 2 (2021): JANUARY 2021
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/jmsk.v17i2.11166

Abstract

This research discussed the SEIPR mathematical model on the spread of pneumonia among children under five years old. The development of the model was done by considering factors of immunization and treatment factors, in an effort to reduce the rate of spread of pneumonia. In this research, mathematical model construction, stability analysis, and numerical simulation were carried out to see the dynamics of pneumonia cases in the population. The model analysis produces two equilibrium points, which are the equilibrium point without the disease, the endemic equilibrium point, and the basic reproduction number ( ) as the threshold value for disease spread. The point of equilibrium without disease reaches a stable state at the moment , which indicates that pneumonia will disappear from the population, while the endemic equilibrium point reaches a stable state at that time , which indicates that the disease will spread in the population. Furthermore, numerical simulations show that increasing the rate parameters of infected individuals undergoing treatment ( ), the treatment success rate ( ), and the immunization proportion ( ), could suppress the basic reproductive number so that control of the disease spread rate can be accelerated.
Optimasi Portofolio Saham Indeks Bisnis 27 Menggunakan Model Black Litterman Disertai Perhitungan Value At Risk: Bahasa Indonesia Melasarah Deswita Rahmadi; Lailany Yahya; Agusyarif Rezka Nuha
Jurnal Matematika, Statistika dan Komputasi Vol. 21 No. 1 (2024): SEPTEMBER 2024
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v21i1.36306

Abstract

An investment can provide a profit with a certain level of risk for an investor both now and in the future. This indicates that investments are important in both financial and asset management. Finance investments can be made on several stocks or portfolios. To profit from an investment, you need a tool to optimize profit and risk, which is a portfolio. This research uses the Black Litterman Model in portfolio optimization along with Value at Risk (VaR) calculations to determine the risk of each stock. The data used is close price data on the Business Index 27 for the period January-December 2023. Next, selected 9 shares in the formation of an optimal portfolio namely, AKRA, AMRT, ASII, BBCA, BBNI, BBRI, INKP, KLBF and TLKM. Based on the calculations, the rate of profit achieved on the portfolio is 5.48% with a risk of 0.40%. Then use the Historical Method and the Monte Carlo Simulation Method to calculate the VaR using nine optimal stocks, with a 95% confidence rate. In the Monte Carlo simulation, 300 repetitions of VaR calculations are performed. Different results on both methods are due to different approaches to risk calculation
Co-Authors Abdul, Nur Safitri Agung, Andi Aliwu, Randa Resvitasari Ana Nadiyyah Andi Agung Anggraini, Fitriana Anissa Dwi Wijayanti Armayani Arsal Asriadi Asriadi Asriadi Asriadi Aswata Wisnuadji Bertu Rianto Takaendengan Biga, Azril Saputra Chasanah, Sri Istiyarti Uswatun Dewi Rahmawaty Isa Djibran, Fahrudin Djihad Wungguli Djuma, Clara Anggriani Eko Sulistyono Sulistyono Fajri Ikhsan Franky Alfrits Oroh Ghivahri Sidik Mokoagow Hasan S. Panigoro Hasan, Riyanto Hendri, Excel Muhammad Hinelo, Ikrar Prasetyo Ibrahim, Novita Ismail Djakaria Isran K Hasan Janna, Miftahul K. Nasib, Salmun Kai, Ferawati La Ode Nashar Lailany Yahya Laita, Nazrilla Hasan Lindrawati Abdjul Mahmud, Sri Lestari Melasarah Deswita Rahmadi Miftahul Huda Moh Dody Afandi Rauf Mohamad, Regina Muhammad Ikhlas Muhammad Rifai Katili Nento, Abdul Djabar Nina Valentika Nisky Imansyah Yahya NISKY IMANSYAH YAHYA Novianita Achmad NUR ’AIN SUPU Nursiya Bito NURWAN NURWAN Nurwan Nurwan Nurwan Nurwan Nurwan, Nurwan Rahman, Gusti Arviana Rahmi, Emli Rasmawati Rasmawati Rasyid, Kamelia Rauf, Moh Dody Afandi Resmawan Resmawan Revandi S. Pakaya Rozikin, Muhammad Rusniwati S. Imran Salmun K. Nasib Salmun K. Nasib Saltina, Saltina Sari, Lia Nanda Sidik Susilo Sigar, Leidi Siti Nurmardia Abdussamad Sri Istiyarti Uswatun Chasanah Sri Istiyarti Uswatun Chasanah Sri Lestari Mahmud Sri Meylanti S. Ali Sugito Mahendra Imran Syarif Abdullah Taulia Damayanti Usfita Kiftiyani Usman, Nunung Usman, Sri Adiningsi B. Valentika, Nina Wafa, Moh. Shohibul Widyastutifajri Nuha Yazid Rukmayadi Zaqiyah, Arfatuz