Claim Missing Document
Check
Articles

Found 38 Documents
Search

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.
Causality Model of Trading Variables Between Trading Volume, Bid-Ask Spreads, and Stock Return Volatility (Case Study: Bisnis-27 Index) Agung, Andi; Zaqiyah, Arfatuz; Rozikin, Muhammad; Wafa, Moh. Shohibul; Nuha, Agusyarif Rezka; Sulistyono, Eko
JURNAL SINTAK Vol. 3 No. 1 (2024): SEPTEMBER 2024
Publisher : LPPM-ITEBA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62375/jsintak.v3i1.317

Abstract

This research explores the causality model between trading volume, bid-ask spread, and stock return volatility in the business index-27. Utilizing historical data, Granger causality analysis is employed to determine the direction and strength of the relationships between these variables. The findings reveal significant causal relationships among trading volume, bid-ask spread, and stock return volatility. These findings offer valuable insights into understanding stock market dynamics and their implications for investment decision-making. Moreover,This article contains an analysis of the relationship between stock trading variables within the scope of two main hypothesis namely the mixture of distribution hypothesis (MDH) and the sequential information arrival hypothesis (SIAH). The calculation results identify that for most stocks there is a one way Granger causality relationship between trading volume and return volatility, which is not sufficient evidence to support the MDH theory.
Analisis Peluang Jangka Panjang Mesin Penggilingan Padi Menggunakan Rantai Markov Nasib, Salmun K.; Hasan, Riyanto; Djakaria, Ismail; Payu, Muhammad Rezky Friesta; Nuha, Agusyarif Rezka; Nashar, La Ode
Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi EULER: Volume 12 Issue 1 June 2024
Publisher : Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/euler.v12i1.25280

Abstract

The reliability of the machinery greatly affects the long-term potential of the grinding of pepper in Mustika village, Paguyaman district, and Boalemo district. The smoothness of the production process depends heavily on the condition of the machine, and if the machine's reliability is disrupted, then it will affect production. The purpose of this study is to determine the probability of the steady state of the machine and the timing of the maintenance of the grinding machine in the Mustika Village of Boalemo district. The Markov chain is a method used to deal with the purpose, whereas the Markov chain is the method used for predicting future events. The final result was an ergodic transition chance matrix, resulting in an estimated best maintenance time of 28 days of use with a steady state chance of 62.27\% of the machine being in good condition, 27.8\% in mild damage, and 9.93\% in severe damage.
Sistem Dinamik Penyebaran Coronavirus Disease Dengan Mempertimbangkan Vaksinasi Rasyid, Kamelia; Achmad, Novianita; Nuha, Agusyarif Rezka; Resmawan, Resmawan; Mahmud, Sri Lestari; Nashar, La Ode; Asriadi
JURNAL ILMIAH MATEMATIKA DAN TERAPAN Vol. 20 No. 2 (2023)
Publisher : Program Studi Matematika, Universitas Tadulako

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22487/2540766X.2023.v20.i2.16326

Abstract

Coronavirus Disease (COVID-19) adalah jenis penyakit menular yang disebabkan oleh coronavirus jenis baru yang ditemukan pada tahun 2019 yang selanjutnya disebut Sars-Cov 2 (severe acute respiratory syndrome coronavirus 2). Tujuan penelitian ini adalah membangun model matematika, penentuan titik tetap, mencari analisis kestabilan titik tetap, menentukan nilai bilangan reproduksi dasar membuat simulasi model, dan interpretasi biologis. Hasil analisis terhadap dua titik tetap diperoleh titik kesetimbangan bebas penyakit akan stabil asimtotik apabila R0 < 1, sedangkan titik kesetimbangan endemik akan stabil asimtotik apabila R0 > 1. Selanjutnya, untuk mengilustrasikan dinamika penyebaran penyakit dilakukan simulasi numerik yang memberikan interpretasi bahwa peningkatan pemberian vaksin adalah cara yang bisa dilakukan untuk mengurangi penyebaran penyakit COVID-19.
Analisis Dinamik Model Predator-Prey dengan Efek Pemanenan Pada Populasi Ikan Nike (Awaous Melanocephalus) di Provinsi Gorontalo Usman, Nunung; Nento, Abdul Djabar; Hendri, Excel Muhammad; Biga, Azril Saputra; Sigar, Leidi; Nuha, Agusyarif Rezka
Journal of Mathematics, Computations and Statistics Vol. 7 No. 2 (2024): Volume 07 Nomor 02 (Oktober 2024)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v7i2.3461

Abstract

Gorontalo Province is one of the areas directly adjacent to Tomini Bay, which is known for its rich natural resources, especially in the fisheries sector such as Nike fish (Awaous melanocephalus). Nike fish is the main food commodity for people in the Gorontalo region. However, intensive fishing activities can pose an extinction threat to this species. This study aims to understand the dynamics of the Nike fish population using a predator-prey model that integrates the effects of harvesting on the prey population. The research process includes formulation of assumptions, model building, model validation, and data analysis through mathematical analysis and numerical simulation. The analysis showed that the model has four equilibrium points, each with different stability conditions. Numerical simulations showed that an increase in harvesting rate and natural mortality of prey, as well as a decrease in birth rate, could threaten the viability of the Nike fish population. Thus, appropriate management efforts are needed to maintain ecosystem balance and the sustainability of the Nike fish population. The calculation results show that the Nike fish production threshold in Gorontalo Province is 8.470.858 kg per year. However, the amount of Nike fish production in Gorontalo Province in 2023 only reached 56,75% of the threshold. This indicates that the production of Nike fish in Gorontalo can still be increased as long as the harvest limit is observed to prevent extinction.
ANALISIS WAKTU PELAYANAN TEKNIK GANGGUAN LISTRIK OLEH PERUSAHAAN LISTRIK NEGARA (PLN) DENGAN METODE ALJABAR MAX PLUS DAN PETRI NET Yahya, Lailany; Nuha, Agusyarif Rezka; Sari, Lia Nanda; Nurwan, Nurwan
Jurnal Sains Dasar Vol 13, No 2 (2024): Oktober 2024
Publisher : Faculty of Mathematics and Natural Science, Universitas Negeri Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21831/jsd.v13i2.74503

Abstract

Penelitian ini menggabungkan konsep Aljabar Max Plus dan jaringan Petri Net untuk mengetahui waktu optimal dalam sistem pelayanan teknik gangguan listrik. Aljabar Max Plus digunakan untuk menganalisis dengan memperhitungkan waktu proses pelayanan teknik gangguan listrik dan untuk alur Petri Net digunakan untuk menggambarkan struktur sistem pelayanan teknik gangguan listrik. Dengan menggunakan kedua metode ini, dapat mengoptimalkan alur kerja dan meningkatkan efisiensi pelayanan. Dari hasil analisis alur Petri Net pelayanan teknik gangguan listrik yang telah dibuat diperoleh bahwa Petri Netselalu Liveness dan tidak pernah deadlocks. Hasil analisis dan simulasi model Aljabar Max Plus diperoleh lamanya waktu proses pelayanan teknik gangguan listrik melalui contact center 123 sampai selesai membutuhkan waktu 40 menit 59 detik. Untuk Pelayanan teknik gangguan listrik dengan datang langsung ke kantor sampai selesai membutuhkan waktu 44 menit 26 detik dan untuk  Pelayanan teknik gangguan listrik melalui PLN mobile sampai selesai membutuhkan waktu 39 menit 30 detik.
Analysis Analisis Sistem Antrian dengan Model M/M/C dalam Meningkatkan Efektivitas Kinerja Sistem Ibrahim, Novita; K. Nasib, Salmun; Nuha, Agusyarif Rezka; Katili , Muh Rifai; Nurwan Nurwan; Wungguli , Djihad
Algoritma : Jurnal Matematika, Ilmu pengetahuan Alam, Kebumian dan Angkasa Vol. 3 No. 2 (2025): Algoritma : Jurnal Matematika, Ilmu pengetahuan Alam, Kebumian dan Angkasa
Publisher : Asosiasi Riset Ilmu Matematika dan Sains Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62383/algoritma.v3i2.431

Abstract

Study This aim For analyze system queue at the Population and Registration Service Civil ( Disdukcapil) Bone Bolango Regency as well as apply the M/M/C (Multi Channel Single Phase ) queuing model optimizing performance system and upgrade effectiveness service to public . Arrival data visitors and time service collected for 5 days through observation . Analysis results show system applied queue moment This is the model (M/M/4 ): (FIFO/∞/∞) with level arrival visitors Poisson distribution , time service distribute Exponential , 4 counters service , discipline first-come first-served (FCFS) queues , as well source arrival and capacity queue No limited . Size performance the system in existing conditions shows time wait for the average visitor in system amounting to 26.4 minutes and time Wait in queue amounting to 44.4 minutes . For optimizing performance , research recommend application of the model (M/M/7 ) : (FIFO/∞/∞) with add amount counter service into 7 counters . In this model , level utility system (ρ) is below 50 % ie about 41%, which is considered effective Because enter in range level utility low (5%-10%). Application of the queuing model with 7 counters projected can shorten time wait for the average visitor in system to 18.42 minutes and time Wait in queue to 18 minutes . Findings This expected can increase effectiveness service and satisfaction public to service Disdukcapil Bone Bolango Regency.
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.
Evaluation of the Adaptive Fuzzy Neuro Inference System and Fuzzy Model Time Series Markov Chains in Forecasting Crude Oil Prices Hinelo, Ikrar Prasetyo; Nuha, Agusyarif Rezka; Hasan, Isran K; Nasib, Salmun K; Abdussamad, Siti Nurmardia
Journal of Mathematics, Computations and Statistics Vol. 8 No. 1 (2025): Volume 08 Nomor 01 (April 2025)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v8i1.6763

Abstract

The development of a country's economy is greatly influenced by global economic conditions, given the increasingly close links between countries through economic relations and international cooperation. One of the main factors in economic growth is international trade, particularly export and import activities. Crude oil is one of the most actively traded commodities. Given the highly volatile crude oil market, accurate price forecasts are crucial in economic and financial decision-making. This study compares the performance of Adaptive Neuro-Fuzzy Inference System (ANFIS) and Fuzzy Time Series Markov Chain (FTSMC) in forecasting the price of West Texas Intermediate (WTI) crude oil using time series data from 2020 to 2024 with saturated sampling technique. The implementation of both methods is carried out through Matlab Online and R-Studio software, with results showing that ANFIS has higher accuracy than FTSMC, as evidenced by the Mean Absolute Percentage Error (MAPE) value of 1,8010% for ANFIS and 3,7567% for FTSMC. Further analysis shows that ANFIS with a triangular membership function as well as significant lags at lag 1, lag 3, lag 4, and lag 7 is able to produce more accurate predictions and match the trend of actual data. Therefore, ANFIS is recommended as a more effective method in forecasting WTI crude oil prices, which can provide valuable insights for policy makers and industry stakeholders.
Determination of Premium Price for Rice Crop Insurance in Gorontalo Province Based on Rainfall Index with Black Scholes Method Ana Nadiyyah; Emli Rahmi; Salmun K. Nasib; Agusyarif Rezka Nuha; Nisky Imansyah Yahya; La Ode Nashar
Pattimura International Journal of Mathematics (PIJMath) Vol 3 No 2 (2024): Pattimura International Journal of Mathematics (PIJMath)
Publisher : Pattimura University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/pijmathvol3iss2pp51-62

Abstract

With its complex topography, Gorontalo Province experiences significant rainfall variations that impact the agricultural sector, particularly rice crops. These variations can cause substantial losses for farmers. One way to address uncertain probabilities caused by rainfall is through agricultural insurance. This research aims to calculate the value of agricultural insurance premiums based on the rainfall index. The Black- Scholes method is used to calculate the premiums, while the Burn Analysis method is employed to determine the rainfall index. The research results classify the rainfall index values in Gorontalo Province into 7 (seven) percentiles. The lowest is at the 20th percentile, with 17.37 mm and a premium value of IDR 1,574,190, while the highest is at the 80th percentile, with 17.65 mm and a premium value of IDR 2,154,574. This indicates that the higher the rainfall, the greater the premium to be paid.
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