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Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab Lindrawati Abdjul; Resmawan Resmawan; Agusyarif Rezka Nuha; Nurwan Nurwan; Djihad Wungguli; La Ode Nashar
Jambura Journal of Mathematics Vol 5, No 1: February 2023
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34312/jjom.v5i1.18570

Abstract

Sharia-based investment is an investment by the community to obtain profits in accordance with Islamic principles and law. This study aims to calculate the optimal portfolio return value using the Single Index Model, calculate risk with VaR (Value at Risk), and then implement it with Matlab’s GUI (Graphical User Interface). The data used is closing stock price data on the JII (Jakarta Islamic Index) using 30 stocks for two consecutive years. Furthermore, these stocks are selected which have a positive average return value. The study results show that 14 stocks are candidates for optimal portfolios with positive return values, namely: ACES, ADRO, ANTM, BRPT, BTPS, CTRA, EXCL, INCO, MDKA, MNCN, SCMA, TPIA, UNTR, and WIKA. Then the optimal portfolio of the 14 stocks is determined using the Single Index Model considering the ERB (Excess Return to Beta) value ≥ cut-off point value (C*). Based on the value, 4 shares were obtained that belong to the optimal portfolio, namely: MDKA, BRPT, BTPS, and ANTM. Furthermore, VaR calculations are performed on the 4 optimal portfolios to obtain optimum VaR consistency values with 500 repetitions. The VaR calculation results with a 95% confidence level show that the average VaR result is in the range of -0.14704 to -0.3420 so that when investors invest in 4 optimal stocks, the losses experienced by investors are no more than 34%.
Perbandingan Metode Efron dan Breslow pada Regresi Cox Propotional Hazard yang Mengandung Ties Sugito Mahendra Imran; La Ode Nashar; Nurwan Nurwan; Agusyarif Rezka Nuha
JOSTECH Journal of Science and Technology Vol 3, No 1: Maret 2023
Publisher : UIN Imam Bonjol Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15548/jostech.v3i1.5589

Abstract

This study concerned to apply the Cox proportional hazard regression model to the incidence of ties using two approaches, namely the Efron approach and the Breslow approach, and find out its application in cases of dengue hemorrhagic fever at Dr. Hasri Ainun Habibie Hospital, Gorontalo Regency. Dengue hemorrhagic fever data was taken from Dr. Hasri Ainun Habibie Hospital, Gorontalo Regency. There were seven variables considered in this study, namely age, sex, Hemoglobin, Erythrocytes, Leukocytes, Platelets, and type of treatment. Then tested the proportional hazard assumption, all variables met the proportional hazard assumption and were included in the model. After testing the Cox best model, the two approaches used gave different results where there was one significant variable, namely, leukocytes in the Efron approach, while there was no single variable. significant based on the Breslow approach
Meningkatkan Ekonomi Kreatif Penduduk Miskin Melalui Pengembangan Kualitas Sumber Daya Manusia Nursiya Bito; Franky A. Oroh; Agusyarif Rezka Nuha
MATAPPA: Jurnal Pengabdian Kepada Masyarakat Volume 6 Nomor 1 Tahun 2023
Publisher : STKIP Andi Matappa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31100/matappa.v6i1.1723

Abstract

One aspect of success in implementing regional development is the achievement of human resource quality development. This is the concern of us as academics to play a role in realizing this aspect of success through community service activities. The implementation of community service activities is realized in the form of Thematic Community Service Program to optimize the potential and quality of human resources in Alale Village. The location is selected  because the local community is still not optimal in utilizing agricultural and plantation products. In addition, Alale Village is also a flood-prone area that requires more attention. The results of the activity show that people in this area are increasingly aware of the importance of developing traditional culinary products to realize Alale Village as a tourist village. This awareness can be seen by the increasing types of traditional culinary products sold in the village. In addition, the local people also understand the method or implementation of evacuation in the event of an emergency, such as flooding.
Analisis Sensitivitas pada Model Matematika Transmisi Pengguna Narkoba dengan Faktor Edukasi Resmawan Resmawan; Anissa Dwi Wijayanti; Lailany Yahya; Agusyarif Rezka Nuha
Jurnal Matematika Integratif Vol 16, No 2: Oktober 2020
Publisher : Department of Matematics, Universitas Padjadjaran

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (376.75 KB) | DOI: 10.24198/jmi.v16.n2.28804.95-103

Abstract

Drugs have a bad effect on the users which is mental disorders and health problems even causing death. Cases of drug users spread can be formulated with a mathematical approach through the concept of mathematical modeling. This article discusses the mathematical model of SURS type drug users spread. Model development by adding educational factors to each population class. Furthermore, the basic reproduction number () is constructed to model the threshold value of the spread of drug addicts. The basic reproduction number is determined by using a Next Generation Matrix approach. The next step is to do a sensitivity analysis to determine the parameters that most influence the spread of drug addicts. Based on the analysis results, the parameters β and indicate the most dominant sensitivity index to the basic reproduction numbers. At the end of this article, a simulation is carried out to show the effect of changing parameters on the population of drug addicts.
Dinamika dan Stabilitas Populasi pada Model Penyebaran COVID-19 dengan Vaksinasi dan Migrasi Penduduk Resmawan Resmawan; Lailany Yahya; Agusyarif Rezka Nuha; Sri Meylanti S. Ali
Jambura Journal of Mathematics Vol 5, No 2: August 2023
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34312/jjom.v5i2.19992

Abstract

This article discusses the mathematical model of the spread of COVID-19 by considering vaccination and population migration. The former model is analyzed by determining the equilibrium point, basic reproduction number, analyzing the stability of the equilibrium point, sensitivity analysis, and accompanied by numerical simulation. Analysis of the stability of disease-free and endemic equilibrium points using the Routh-Hurwitz Criteria and the Castillo-Chaves and Song theorems. The results of the analysis show that there are two equilibrium points, namely a disease-free equilibrium point (T1), which is locally asymptotically stable when R0 1, and an endemic equilibrium point (T2), which is locally asymptotically stable when R0 1. Furthermore, the sensitivity analysis showed that the most sensitive parameters to changes in the basic reproduction number were the emigration rate parameter (m2) and the infection probability parameter after contact between infected and susceptible individuals without vaccination (h). In addition, the numerical simulation results show that the sensitive parameter values, namely m2, h, zse, g, and # have a significant effect on the basic reproduction numbers. Suppressing the chance of infection in susceptible individuals and the rate of contact between susceptible and exposed individuals, as well as increasing the number of individuals who emigrate and who are vaccinated, can reduce the transmission of COVID-19.
PENGARUH MODIFIKASI GEOMETRI FINS TERHADAP PERFORMA TERMAL HEATSINK VERTIKAL Widyastutifajri Nuha; Agusyarif Rezka Nuha; Muhammad Ikhlas
Journal Teknik Mesin, Elektro, Informatika, Kelautan dan Sains Vol 3 No 2 (2023): Jurnal Teknik Mesin, Elektro, Informatika, Kelautan & Sains
Publisher : Jurusan Teknik Mesin Universitas Pattimura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/metiks.2023.3.2.29-35

Abstract

Komponen elektronik memiliki perkembangan teknologi yang sangat pesat dalam beberapa dekade terakhir. Heatsink adalah perangkat yang digunakan untuk menghilangkan panas dari komponen elektronik dengan tujuan untuk menjaga perangkat elektronik tetap beroperasi pada temperatur kerjanya. Salah satu metode yang dapat digunakan untuk meningkatkan efisiensi perpindahan panas heatsink adalah dengan memodifikasi geometrinya untuk memperoleh model yang lebih optimal. Penelitian ini menginvestigasi pengaruh fins heatsink konvensional (Model A) dan modifikasi geometri fins heatsink (Model B) terhadap performa termal heatsink dengan variasi beban kalor. Penelitian ini menggunakan Computational Fluid Dynamics untuk mesimulasikan, menganalisis dan memodelkan perpindahan panas fluida di sekitar heatsink. Hasil penelitian ini menunjukan bahwa Model B memiliki nilai koefisien perpindahan kalor lebih besar yaitu 2,51% sampai 7,07% dibandingkan dengan Model A. Secara keseluruhan modifikasi fins heatsin Model B memberikan peningkatan pada performa termal heatsink.
Analisis Dinamik pada Model Matematika SVEIBR dengan Kontrol Optimal Untuk Pengendalian Penyebaran Penyakit Kolera Agusyarif Rezka Nuha; Resmawan Resmawan; Sri Lestari Mahmud; Asriadi Asriadi; Andi Agung; Sri Istiyarti Uswatun Chasanah
Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi EULER: Volume 11 Issue 1 June 2023
Publisher : Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34312/euler.v11i1.20611

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Cholera is an infectious disease that attacks the human digestive system and can cause death. This article discusses the research results related to the mathematical model of the spread of cholera in the form of an optimal control system by combining three control strategies: vaccination, quarantine, and environmental sanitation. Pontryagin's maximum principle is applied to obtain optimal conditions based on the control strategy applied. Referring to the optimal conditions set, the model was solved numerically using the Runge-Kutta Order 4 method to describe the theoretical results. The calculation results show that applying the three control strategies in controlling the spread of cholera positively impacts reducing the number of cases of infection so that disease transmission can be discontinued.
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
Penerapan Metode Kano, Customer Satisfaction Index dan Quality Function Deployment dalam Menganalisis Kepuasan Mahasiswa Terhadap Penerapan MB-KM Usman, Sri Adiningsi B.; Isa, Dewi Rahmawaty; Nuha, Agusyarif Rezka
ESTIMASI: Journal of Statistics and Its Application Vol. 5, No. 1, Januari, 2024 : Estimasi
Publisher : Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/ejsa.v5i1.26740

Abstract

The implementation of the MB-KM program in Higher Education has a variety of obstacles based on points of view. Internship is a form of implementing the MB-KM program which involves students as executors of the program. This study aims to analyze student satisfaction with the implementation of MB-KM using the Kano method, Customer Satisfaction Index (CSI) and Quality Function Deployment (QFD). The Kano method aims to categorize variable attributes, the CSI method to calculate the overall level of satisfaction and the QFD to determine priority attribute improvements. Kano's results show that 5 attributes are in quadrant A, 30 attributes are in quadrant O, 5 attributes are in quadrant I and 13 attributes are in quadrant M. The results of the analysis of the Customer Satisfaction Index are 87.57% meaning students are "very satisfied". The final result of the HOQ attribute that is the priority is attribute .
Implementation of A Contemporary Model Between Trading Volume, Bid-Ask Spreads, And Stock Return Volatility (Case Study : The Business-27 Index) Agung, Andi; Zaqiyah, Arfatuz; Rozikin, Muhammad; Wafa, Moh. Shohibul; Nuha, Agusyarif Rezka
JURNAL SINTAK Vol. 2 No. 2 (2024): Vol. 2 No. 2 (2024): MARET 2024
Publisher : LPPM-ITEBA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62375/jsintak.v2i2.223

Abstract

Artikel ini memuat analisis hubungan antar variabel perdagangan saham yakni volume perdagangan, bid-ask spreads, dan volatilitas return saham dalam ruang lingkup dua hipotesis utama yakni the mixture of distribution hypothesis (MDH) dan the sequential information arrival hypothesis (SIAH). Hasil perhitungan mengidentifikasi bahwa pada sebagian besar saham terdapat hubungan kontemporer positif antara volume perdagangan terhadap voltilitas return tidak cukup bukti mendukung teori MDH.
Co-Authors Abdul, Nur Safitri Abubakar, Agung Sucipto Agung, Andi Aliwu, Randa Resvitasari Andi Agung Anggraini, Fitriana Anissa Dwi Wijayanti Aprina Manggarai 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 Kasim, Ranan La Ode Nashar Lailany Yahya 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 Nadiyyah, Ana Nento, Abdul Djabar Nina Valentika NISKY IMANSYAH YAHYA Novianita Achmad NUR ’AIN SUPU Nursiya Bito Nurwan Nurwan NURWAN NURWAN Nurwan Nurwan Nurwan, Nurwan Pakaya, Revandi S. Rahman, Gusti Arviana Rahmi, Emli Rasmawati Rasmawati Rasyid, Kamelia Rauf, Moh Dody Afandi Resmawan Resmawan Rozikin, Muhammad Rusniwati S. Imran 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 Syafrudin, Marisa Syarif Abdullah Taulia Damayanti Usfita Kiftiyani Usman, Nunung Usman, Sri Adiningsi B. Valentika, Nina Wafa, Moh. Shohibul Widyastutifajri Nuha Yazid Rukmayadi Zaqiyah, Arfatuz