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All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan Room of Civil Society Development Journal of Mathematics, Computation and Statistics (JMATHCOS)
Abubakar, Rahmah
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Arts Humanities Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Energy Engineering Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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Revitalisasi Format Data Monografi Desa Alu melalui Kegiatan Pendampingan Aparatur Desa Abubakar, Rahmah; Mayapada, Retno; Kadi, Kadi; Fajar, Rahmat; Cici, St. Tenri; Nilawati, Nilawati; Sulaiman, Hasma
Room of Civil Society Development Vol. 3 No. 6 (2024): Room of Civil Society Development
Publisher : Lembaga Riset dan Inovasi Masyarakat Madani

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59110/rcsd.449

Abstract

Data monografi desa merupakan hal yang penting untuk mendukung pemerintah dalam pembuatan kebijakan dan pemantauan kondisi sosial ekonomi masyarakat, khususnya dalam mencapai tujuan pembangunan berkelanjutan. Namun di banyak desa, termasuk Desa Alu, Kabupaten Polewali Mandar, data monografi yang tersedia tidak lengkap, kurang akurat, dan tidak diperbarui secara berkala. Berdasarkan hasil pengamatan, pembaruan data monografi Desa Alu terakhir kali dilakukan pada tahun 2016 dan belum sesuai dengan aturan terbaru, yaitu Permendagri Nomor 13 Tahun 2012. Kondisi ini menyebabkan desa tidak dapat memperoleh data yang akurat untuk perencanaan pembangunan. Oleh karena itu, pembaruan dan perbaikan secara berkala diperlukan agar desa memiliki informasi yang lengkap dan akurat sebagai landasan pembangunan yang lebih efektif. Pengabdian kepada masyarakat ini bertujuan untuk membantu dan menyusun format data monografi Desa Alu. Kegiatan ini dilaksanakan dengan bekerja sama dengan Pemerintah Desa Alu dan melibatkan 15 perangkat desa. Pelaksanaannya menggunakan pendekatan individual dan klasikal, yang diterapkan pada saat penyampaian materi penyusunan monografi desa. Luaran dari pengabdian masyarakat ini adalah format data monografi desa yang sesuai dengan ketentuan pemerintah terbaru.
Tail-Value-at-Risk Estimation in Optimal Stock Portfolio Formation in Indonesia Using GFGM Type II-GARCH Copula Abubakar, Rahmah; Apriyanto; Ekawati, Darma
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.v8i1.6332

Abstract

Banking disintermediation encourages people to switch to investing in the capital market. Investors always hope to get capital gains and dividends from traded stocks. LQ45 stocks tend to be in demand because they promise good growth prospects. Stock investment has a high risk with a high-profit offer. One way to deal with risk is to determine the optimal portfolio composition by looking at the TVaR value. This study focuses on estimating the Tail-Value-at-Risk (TVaR) in forming an optimal portfolio of LQ45 stocks using the Copula GFGM Type II-GARCH model. The objectives of this study are (1) to estimate the TVaR of the LQ45 stock portfolio using the Copula GFGM Type II-GARCH model; (2) to apply the copula concept in measuring the dependence of the marginal distribution of LQ45 stocks; and (3) to determine the optimal portfolio of LQ45 stocks. The steps in this research method are to start by determining the return of each LQ45 stock and then testing its stationarity using ADF. Furthermore, heteroscedasticity testing is carried out to determine the best GARCH model. Next, the Copula GFGM-Type II function is used to measure the dependency of each stock. In the end, the TVaR of the portfolio formed from the Copula-GARCH model generation data is calculated. This study uses daily closing price data of stocks listed in the LQ45 index for the period 2017 to 2023. From the available data, there are 14 companies with complete data. based on the results of the data analysis obtained only. After data analysis, only 8 stocks met the assumptions. The best ARMA-GARCH model was obtained from these stocks. The results of the TVaR calculation were obtained from portfolios with different weight compositions. The best model for BBRI.JK stocks is the ARMA(2,2)- GARCH(1,1) model. The best model for BBTN.JK stocks is the ARMA(2,2)- GARCH(1,2) model. The best model for KLBF.JK stocks is the ARMA(1,1)- GARCH(1,2) model. The best model for AMRT.JK stocks is the MA(1)- GARCH(1,1) model. The best model for BRPT.JK stock is the AR(1)- GARCH(1,2) model. The best model for EXCL.JK stock is the ARMA(1,2)- GARCH(1,1) model. The best model for INDF.JK stock is the ARMA(1,1)- GARCH(1,2) model. The correlation value does not provide a significant difference to the TVaR in this portfolio.
DYNAMIC ANALYSIS OF PREDATOR-PREY MODEL WITH CANNIBALISM INTERVENTION AND DISEASE INFECTION IN PREY USING HOLLING TYPE II RESPONSE FUNCTION Fardinah, Fardinah; Hikmah, Hikmah; Abubakar, Rahmah; Qadrini, Laila; Haris, Haris; Salsabilah, Nadia
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 19 No 3 (2025): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol19iss3pp1945-1956

Abstract

This study discusses the intervention of cannibalism and disease spread with Holling Type II response function in the predator-prey model. It is assumed that disease infection is limited to the prey population and cannot be cured so that in this model there are three subpopulations namely susceptible prey, infected prey and predators. In addition, there is cannibalism in the predator population. The objectives of this study include constructing a predator-prey model with cannibalism intervention and disease infection in prey using Holling Type II response function, identifying the stability of the equilibrium point of the model and interpreting the model based on simulation results. Analysis of the stability of the equilibrium point is carried out with a linearization approach and the Routh-Hurwitz criterion was used to determine equilibrium stability. Based on the stability analysis, 5 (five) equilibrium points are obtained, namely population extinction, susceptible prey exists, predator extinction, infected prey extinction and population exists where the population extinction equilibrium point is unstable and the other equilibrium points are stable with the certain conditions. From the simulation, it is obtained that the numerical results are in accordance with the analytical results of the stability analysis of the equilibrium point of the model and for infinite time, there will be no population extinction while the state of susceptible prey exists, predator extinction, infected prey extinction and population exists can occur if the stability conditions are met. Based on the numerical simulations, it was found that changes in the parameter values of the rate of change of susceptible prey to infected prey and the coefficient of predator cannibalism in day-1 can cause changes in the type of stability of the equilibrium point. Thus, rate of change susceptible prey to infected prey and the coefficient of predator cannibalism affects the population of prey and predator.
Co-Authors Apriyanto Cici, St. Tenri Darma Ekawati Fajar, Rahmat Fardinah, Fardinah Haris Haris, Haris Hikmah Hikmah Kadi, Kadi Mayapada, Retno Nilawati Nilawati Qadrini, Laila Salsabilah, Nadia Sulaiman, Hasma