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All Journal Operations Research: International Conference Series International Journal of Quantitative Research and Modeling International Journal of Ethno-Sciences and Education Research Science Information System and Technology International Journal of Mathematics, Statistics, and Computing International Journal of Humanities, Law, and Politics
Rusyn, Volodymyr
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Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Environmental Science Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Physics Social Sciences Transportation Other

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Aggregate Loss Models to Calculate Risk Measures Rahmawati, Septi; Adib, Andhita Zahira; Rusyn, Volodymyr
Operations Research: International Conference Series Vol. 5 No. 2 (2024): Operations Research International Conference Series (ORICS), June 2024
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v5i2.314

Abstract

The concept of aggregate loss models pertains to a stochastic variable representing the total sum of all losses encountered within a set of insurance policies. In the non-life insurance sector, it is employed to assess the potential losses that an insurance company may face when claims made by policyholders exceed the allocated claim reserves. The purpose of studying aggregate loss models is to ascertain risk measures such as standard deviation of premium principles, value at risk (VaR), and conditional tail expectation (CTE). These steps aid insurance companies in the management and quantification of risks associated with aggregate losses. The standard deviation of premium principles is calculated analytically by substituting expected values and variances, while VaR is estimated using the Monte Carlo method to determine quantile values and confidence intervals. CTE is evaluated by computing the average losses that surpass the VaR threshold. These distributions and parameters require the Pareto distribution, which characterizes claim sizes, and the Poisson or Negative Binomial distribution, which factors in the number of claims. It is crucial to carefully consider the selection of the appropriate distribution, as it plays a significant role in determining the accuracy and reliability of the model. Furthermore, other influencing factors, such as loading factors and confidence intervals, should also be taken into account. These factors have the potential to significantly impact the quantification of risk arising from the model.
Multiobjective Optimization of Stock Portofolio Cahyandari, Rini; Kamelia, Susan; Rusyn, Volodymyr
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 1 (2024): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v2i1.65

Abstract

Diversification is a method used to reduce risks by allocating several financial, industrial, and other instruments. Investors might need to use this method to allocate their companies’ funding as efficient as they should be. Mean variance portfolio is a diversification theory designated for investors who are aware of potential risks. On the other hand, multi-objective portfolio optimization is another theory that suits for investors who are more unaware, or choose to neglect potential business risks. Multi-objective optimization can boost source of income and minimize the risks while utilizing k weighting coefficient as risk aversion index. This research aims to form an optimal portfolio from each perspective of selected investors using multi-objective optimization, as well as to analyze the benefits and risks that the investors will have. Samples used in this research are sharia stocks actively involved in Jakarta Islamic Index (JII) and non-sharia stocks which are actively involved in LQ-45 from January 2013 to January 2018.
Analysis of the Effect of Nicotine on Brain Activity and Function Using FMRI: Implications for Cigarette Dependence Saefullah, Rifki; Hidayana, Rizki; Rusyn, Volodymyr
International Journal of Humanities, Law, and Politics Vol. 2 No. 2 (2024): International Journal of Humanities, Law, and Politics
Publisher : Communication in Research and Publications (CRP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijhlp.v2i2.51

Abstract

This study examines the effect of nicotine, the main compound in cigarettes, on brain activity and function using functional Magnetic Resonance Imaging (fMRI). Nicotine influences the release of neurotransmitters such as dopamine and serotonin, which affect various aspects of life, including learning, memory, alertness, and emotional balance. Dependence on nicotine can cause withdrawal symptoms, such as anxiety, depression, and sleep disorders. Neurological research shows differences in brain activity in smokers and non-smokers, especially in the ventral (rostral anterior cingulate cortex, insula, opercular, and occipital gyrus) and dorsal (dorsal medial/lateral prefrontal cortex and dorsal anterior cingulate cortex) areas. Brain disorders are also associated with psychological disorders such as anxiety, depression and compulsive behavior. Apart from that, nicotine use can also affect the dopamine and serotonin systems, resulting in sleep disorders and emotional disorders in cigarette addicts.
Violation of the Code of Ethics for Constitutional Judges in the Constitutional Court's Decision on Requirements for Presidential and Vice Presidential Candidates Pirdaus, Dede Irman; Sidiq, Fahmi; Rusyn, Volodymyr
International Journal of Humanities, Law, and Politics Vol. 2 No. 1 (2024): International Journal of Humanities, Law, and Politics
Publisher : Communication in Research and Publications (CRP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijhlp.v2i1.84

Abstract

As a country based on legal principles, Indonesia has a responsibility to respect and prioritize the principles of the rule of law, including independence and the absence of partiality in the judicial system. The level of success in implementing this principle can be measured by the extent to which the judiciary is independent in carrying it out to realize justice based on the law. However, the power of the Constitutional Court (MK) cannot be avoided from criticism and evaluation. For example, a Constitutional Court decision attracted public attention regarding the requirements for presidential and vice presidential candidates. Therefore, this article discusses the impact of the controversy that emerged after the decision of the Constitutional Court (MK) in Case Number 90/PUU-XXI/2023 on January 4 2023. This decision, which includes the cancellation of part of Law Number 7 of 2017, has raised various criticisms and doubts about the independence of the Constitutional Court. By focusing on the role of Chief Justice of the Constitutional Court Anwar Usman in minority opinions, this article analyzes the examination carried out by the Honorary Council of Constitutional Court Judges (MKMK) regarding alleged ethical violations. The implications for the credibility of the Constitutional Court as a democratic oversight institution are a major concern in this context.
Risk Measurement of Investment Portfolio Using Var and Cvar from The Top 10 Traded Stocks on the IDX Suhaimi, Nurnisaa binti Abdullah; Rusyn, Volodymyr
International Journal of Quantitative Research and Modeling Vol. 5 No. 1 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i1.600

Abstract

Portfolio investment reflects a commitment to the allocation of funds or resources which is considered a strategic step in managing assets to achieve future profits. This research begins with a careful analysis of a portfolio consisting of the ten best stocks on the Indonesia Stock Exchange (IDX). Through in-depth processing and analysis of stock data, the dynamics of performance, risk and volatility involved in each investment commitment are revealed. The Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) methods at the 90%, 95%, and 99% confidence levels take centre stage, highlighting the potential for increased losses as confidence levels increase. In-depth analysis illustrates that CVaR, considering the extreme risks in the distribution, provides a more holistic picture than VaR. With a VaR (99%) value of IDR 84,973,959,424 and CVaR (99%) of IDR 471,795,822,064, this research provides a concrete picture of potential risks at the highest level of confidence. These results confirm that CVaR has a crucial role in identifying and measuring the potential for more significant losses, especially in the face of unexpected market uncertainty. As a guide for investment decision makers, this research forms an important basis for carefully considering the level of risk and potential return at various levels of confidence. This allows the development of smarter and more informed investment strategies.
Arduino Uno Programming Training for Senior High School in the City of Tasikmalaya Sambas, Aceng; Gundara, Gugun; Mujiarto, Mujiarto; Rusyn, Volodymyr; Andriana, Aan; Aziz, Faisal Abdul
International Journal of Ethno-Sciences and Education Research Vol. 2 No. 3 (2022): International Journal of Ethno-Sciences and Education Research (IJEER)
Publisher : Research Collaboration Community (Rescollacom)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v2i3.319

Abstract

This study aims to program basic Arduino UNO. First, we create an Arduino simulation circuit to turn on the Light Emitting Diode (LED) in the Proteus software. Next, make Arduino programming for the running LED. Finally, enter the Arduino program into the Arduino circuit on Proteus. This Arduino UNO programming training will be introduced to teachers in online training activities. With this training, it is hoped that teachers will be able to increase innovation and creativity in the subjects taught,
Analysis of Students' Communication Politeness Capabilities Towards Lecturers in an Academic Environment: Case Study at FKIP Universitas Perjuangan Tasikmalaya Saputra, Jumadil; Yohandoko, Setyo; Rusyn, Volodymyr
International Journal of Ethno-Sciences and Education Research Vol. 4 No. 1 (2024): International Journal of Ethno-Sciences and Education Research (IJEER)
Publisher : Research Collaboration Community (Rescollacom)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v4i1.572

Abstract

This research investigates students' polite communication skills towards lecturers in an academic environment. Data was collected through observations and interviews with students from the Indonesian Language and Literature Education Study Program at FKIP Universitas Perjuangan Tasikmalaya. The main finding is that most students tend to use less polite language in communication with lecturers, including the use of slang, non-compliance with communication ethics, and lack of use of polite words such as "thank you." Factors such as the living environment and relationships outside campus influence student communication patterns. The modern era of technology and easy access to digital content has also influenced their communication practices. This influence has the potential to damage the campus' reputation and create disharmony in the academic environment. Awareness of the importance of language politeness and the active role of educational institutions and lecturers in providing guidance on communication ethics can help create a more conducive academic environment.
Advancing Animal Health: A Web-Based Expert System Utilizing Forward Chaining for Disease Diagnosis Sarmidi, Sarmidi; Bastian, Ade; Taufiq, Muhammad; Rusyn, Volodymyr; Arshad, Adnan; Siti Sundari, Ristina
West Science Information System and Technology Vol. 2 No. 02 (2024): West Science Information System and Technology
Publisher : Westscience Press

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58812/wsist.v2i02.1207

Abstract

The increasing prevalence of animal diseases, along with the increasing need for animal products, highlights the urgent need for efficient diagnostic tools in veterinary medicine. The aim of this research is to create an expert system that uses a forward chaining algorithm to diagnose animal diseases. The forward chaining algorithm is a deductive reasoning approach that starts with existing facts and uses expert tree rules for hypotheses. This process continues until the desired goal is achieved or no additional conclusions can be drawn. Even though there are developments in expert systems, there are still shortcomings in implementing the forward chain for rapid and precise diagnosis of livestock diseases. This work aims to fill this gap by developing an expert system that improves the accuracy and efficiency of disease diagnosis in the livestock industry. A database of animal diseases and symptoms was created by observing and interacting directly with farmers. The system architecture is specifically intended to optimize data processing and user engagement, enabling rapid diagnosis and treatment recommendations. This test shows a level of accuracy and precision, thereby reducing the possibility of misdiagnosis. The capacity of expert systems to provide fast and reliable diagnoses has the potential to improve livestock health management, thereby helping farmers maintain animal welfare and productivity. The results of this work advance the field of veterinary diagnostics and propose other uses of expert systems in animal health management.
Co-Authors Aceng Sambas, Aceng Ade Bastian Adib, Andhita Zahira Andriana, Aan Arshad, Adnan Aziz, Faisal Abdul Gugun Gundara, Gugun Hidayana, Rizki Kamelia, Susan Muhammad Taufiq Mujiarto, Mujiarto Pirdaus, Dede Irman RAHMAWATI, SEPTI Rini Cahyandari Ristina Siti Sundari Saefullah, Rifki Saputra, Jumadil Sarmidi Sarmidi Sidiq, Fahmi Suhaimi, Nurnisaa binti Abdullah Yohandoko, Setyo