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All Journal Jurnal Matematika BIMASTER Epsilon: Jurnal Matematika Murni dan Terapan CESS (Journal of Computer Engineering, System and Science) BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) KABILAH : Journal of Social Community Jurnal Pendidikan Sejarah dan Riset Sosial Humaniora (KAGANGA) BULETIN AL-RIBAATH Jambura Journal of Mathematics GERVASI: Jurnal Pengabdian kepada Masyarakat Sarwahita : Jurnal Pengabdian Kepada Masyarakat M A T H L I N E : Jurnal Matematika dan Pendidikan Matematika Transformasi : Jurnal Pendidikan Matematika dan Matematika Variance : Journal of Statistics and Its Applications International Journal of Economics, Business and Accounting Research (IJEBAR) Insan Cita Jurnal Pengabdian Kepada Masyarakat Jurnal Pendidikan Dasar Perkhasa Jurnal Pengabdian kepada Masyarakat Nusantara Journal of Mathematics Education and Science AR-RIAYAH : Jurnal Pendidikan Dasar Lumbung Inovasi: Jurnal Pengabdian Kepada Masyarakat Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi CENDEKIA : Jurnal Ilmu Pengetahuan Journal of Community Development Empiricism Journal Jurnal Eurekamatika Jurnal Forum Analisis Statistik Pattimura International Journal of Mathematics (PIJMath) STATISTIKA Bina Bahari : Jurnal Pengabdian Kepada Masyarakat Equiva
Neva Satyahadewi
Program Studi Statistika Fakultas MIPA Universitas Tanjungpura, Indonesia
Religion Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Mechanical Engineering Nursing Physics Public Health Social Sciences Transportation Other

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HIERARCHICAL CLUSTER ANALYSIS OF DISTRICTS/CITIES IN NORTH SUMATRA PROVINCE BASED ON HUMAN DEVELOPMENT INDEX INDICATORS USING PSEUDO-F Satyahadewi, Neva; Sinaga, Steven Jansen; Perdana, Hendra
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 3 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss3pp1429-1438

Abstract

Human development is needed to create prosperity and assist development in a country. In realising this, it is necessary to first look at the quality of human resources in the country, so that its use is more targeted. The measure used as a standard for the success of human development in a country is the Human Development Index (HDI). HDI figure are calculated from the aggregation of three dimensions, namely longevity and healthy living, knowledge, and decent standard of living. The longevity and healthy living dimension is represented by the Life Expectancy. Average Years of Schooling (AYS) and Expected Years of Schooling (EYS) are indicators representing the knowledge dimension. Meanwhile, the decent standard of living dimension is represented by the Expenditure per Capita indicator. The purpose of this study is to explain the characteristics of each cluster obtained from Hierarchical Cluster Analysis of districts/cities in North Sumatra Province based on HDI indicators in 2022 using Pseudo-F. The methods used are Hierarchical Cluster Analysis and Calinski-Harabasz Pseudo-F Statistic. The main concept of this method is to determine the optimum number of groups. This research uses secondary data obtained from BPS. The sample size in this study are 33 districts/cities and the number of variables are 4 variables. The results of the analysis of this study are the formation of 4 clusters with the best method is Ward. Cluster 1 consists of four members, namely Medan City, Pematang Siantar City, Binjai City, and Padang Sidempuan City, where this cluster has a very high HDI level. Meanwhile, Cluster 4 is a cluster that has a very low HDI level with four cluster members, namely Nias District, South Nias District, North Nias District, and West Nias District. Thus, it can be seen that there is a gap between regions in North Sumatra Province.
VALUE AT RISK ANALYSIS ON BLUE CHIP STOCKS PORTFOLIO WITH GAUSSIAN COPULA Ardhitha, Tiffany; Sulistianingsih, Evy; Satyahadewi, Neva
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 3 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss3pp1739-1748

Abstract

Value at Risk (VaR) is a risk measurement tool to calculate the estimated maximum investment loss with a certain confidence level and period. VaR calculations using financial data are often not normally distributed, so the copula method is used, which is flexible on the assumption of normality on stock return data. Previous research discussed Gaussian copula using stocks from the telecommunications sector. In this research, using Gaussian copula on Blue Chip stocks. Blue Chip stocks have a good reputation and have a stable growth rate so they have a lower risk. Therefore, the research objective is to analyze the VaR portfolio of Blue Chip stock with Gaussian copula. This research uses the daily stock closing prices of BBNI and BBTN from November 2, 2020 to October 27, 2022. The analysis results suggested that a VaR portfolio using Gaussian copula with a confidence level of 90%, 95%, and 99%, respectively are 2.24%, 2.88%, and 4.02%. The value shows the percentage of investment risk that may be obtained in the next one-day period. This result also indicates that the higher the confidence level, the greater the VaR.
PRICING OF CALL OPTIONS USING THE QUASI MONTE CARLO METHOD Oktaviani, Indah; Sulistianingsih, Evy; Satyahadewi, Neva
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 4 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss4pp1949-1956

Abstract

A call option is a type of option that grants the option holder the right to buy an asset at a specified price within a specified period of time. Determining the option price period of time within a certain period of time is the most important part of determining an investment strategy. Various methods can be employed to determine the prices of options, such as Quasi-Monte Carlo and Monte Carlo simulations. The purpose of this research is to determine the price of European-type call options using the Quasi-Monte Carlo method. The data used is daily stock closing price data on the Apple Inc. for the period October 1, 2021, to September 30, 2022. Apple Inc. stock options in this study were chosen because it is the largest technology company in the world in 2022. The steps taken in this study are to determine the parameters obtained from historical data such as the initial risk-free interest rate (r), stock price (, volatility , maturity time (T), and strike price (K). Next is to generate Halton’s quasi-randomized sequence and simulate the stock price by substituting the parameters by substituting the parameters. Then proceed to calculate the call option payoff and estimate the call option price by averaging the call option payoff values. The results showed that the call option price of the company Apple Inc. using the Quasi-Monte Carlo with Halton’s quasi-randomized sequence on the 1000000th simulation with a standard error of 0,045 is $90,163. The call option price obtained can be used as a reference for investors in purchasing options to minimize losses from call option investments in that period.
CLASSIFICATION OF STUDENT GRADUATION STATUS USING XGBOOST ALGORITHM Dwinanda, Maria Welita; Satyahadewi, Neva; Andani, Wirda
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 3 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss3pp1785-1794

Abstract

College is an optional final stage in formal education. At this time, universities are required to have good quality by utilizing all the resources they have. Therefore, efforts are needed to help the faculty and study program make policies and decisions. One of the efforts that can be made is to classify student graduation status as early as possible to increase the number of students graduating on time. Thus, a classification algorithm is needed to avoid overfitting and produce good accuracy. The purpose of this study was to classified the student graduation status of the Statistics Untan Study Program using the XGBoost algorithm. XGBoost is an ensemble algorithm obtained through the development of gradient boosting. XGBoost has several features that can be used to prevent overfitting, but it can only process numerical data. Therefore, 140 numerical data were adjusted using the dummy technique in this study. The resulting XGBoost classification model is optimal at the number of rounds is 3 and the number of folds is 5. Based on the performance evaluation of the XGBoost algorithm, an accuracy of 75,00%, precision of 88,89%, sensitivity of 76,19% and specificity of 71,43% were obtained. Thus, the performance of the XGBoost algorithm is classified as good.
APPLICATION OF BAGGING CART IN THE CLASSIFICATION OF ON-TIME GRADUATION OF STUDENTS IN THE STATISTICS STUDY PROGRAM OF TANJUNGPURA UNIVERSITY Imtiyaz, Widad; Satyahadewi, Neva; Perdana, Hendra
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 4 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss4pp2243-2252

Abstract

The timeliness of graduation is used as the success of students in pursuing education which can be seen from the time taken and measured by the predicate of graduation obtained. The characteristics of students who tend to graduate not or on time can be analyzed using classification techniques. Classification and Regression Tree (CART) is one of the classification tree methods. There is a weakness in CART, which is less stable in predicting a single classification tree. The weaknesses in CART can be improved by using Ensemble methods, one of which is Bootstrap Aggregating (Bagging) which can reduce classification errors and increase accuracy in a single classification model. This study aims to classify and determine the accuracy of Bagging CART in the case of the accuracy of student graduation classification. The number of samples used is 140 data on the graduation status of Untan Statistics Study Program students from Period I of the 2017/2018 academic year to Period II of the 2022/2023 academic year. The variables used are the timeliness of graduation which is categorized into two namely Not and On Time, Gender, Semester 1 GPA, Semester 2 GPA, Semester 3 GPA, Semester 4 GPA, Region of Origin Domicile, High School Accreditation, Entry Path, Scholarship, and first TUTEP. A good classification can be seen from the accuracy value. The CART method obtained an accuracy value of 70%. While using the CART Bagging method obtained an accuracy value of 85.71%. Based on the accuracy value obtained, the application of the CART Bagging method can increase accuracy and correct classification errors on a single CART classification tree by 15.71% by resampling 25 times.
APPLICATION OF FUZZY ANALYTICAL NETWORK PROCESS IN DETERMINING THE CHOICE OF AREAS OF INTEREST Tiara, Dinda; Sulistianingsih, Evy; Perdana, Hendra; Satyahadewi, Neva; Tamtama, Ray
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 4 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss4pp2253-2262

Abstract

The Untan Statistics Study Program offers students a choice of areas of interest to develop competencies, attitudes, and skills. This study aims to analyze the decision to determine the choice of field of interest according to lecturers and students using the Fuzzy Analytical Network Process (FANP) method. A combination of ANP methods and Fuzzy logic, FANP is used to model and analyze complex networks of several factors determining the choice of areas of interest. The step in this study begins with the determination of the criteria and sub-criteria used for tissue formation. Then a comparison was carried out in pairs using the Fuzzy scale, so that the calculation of the global weight value of each criterion and sub-criteria was obtained. The resulting weight can be used for decision making. Data in research affects the opinions of lecturers and students. The decision obtained using the FANP method in this study is in the opinion of lecturers and students that the fields of business and finance are priority alternatives with the highest weight of 44.5%. The second priority with a weight of 37.5%, namely social and industrial interests, and the environmental and disaster sector occupies the last priority with a weight of 18%.
DETERMINING STUDENT GRADUATION BASED ON SCHOOL LOCATION USING GEOGRAPHICALLY WEIGHTED LOGISTIC REGRESSION Perdana, Hendra; Satyahadewi, Neva; Arsyi, Fritzgerald Muhammad
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 4 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss4pp2273-2280

Abstract

Faculty of Mathematics and Natural Sciences (FMIPA) is one of the Faculties in Tanjungpura University with 9 Undergraduate Programs (S1). Based on the graduation data of the 2014 batch of FMIPA students, the number of students who did not complete their studies was 131 students or 29% of the total 445 students and 187 schools in Indonesia. If the study period of students can be predicted early, the study program can provide advice or recommendations so that students can complete their studies in/exactly 8 semesters. This study aims to determine the model for analyzing the factors that influence the graduation of FMIPA students using GWLR. Geographically Weighted Logistic Regression (GWLR) is a developing logistic regression model applied to spatial data. This model is used to predict data with binary dependent variables that consider the location characteristics of each observation. The units of observation in this study are the school location of 455 students spread across Indonesia. The variables used in this study were sourced from the Academic and Student Affairs Bureau UNTAN and divided into dependent variables (Y) and independent variables (X), i.e. Gender, college selection, Accreditation, School Type, School Location, and Name of Study Program. The dependent variable analyzed is the graduated status of FMIPA UNTAN students, i.e. completed and not completed their studies. The results showed that gender and the name of the study program are factors that affect the graduation of FMIPA UNTAN 2014 students with a classification accuracy of 72.6%.
ANALYSIS OF OPTIMAL PORTFOLIO FORMATION ON IDX30 INDEXED STOCK WITH THE MEAN ABSOLUTE DEVIATION METHOD Pratama, Aditya Nugraha; Satyahadewi, Neva; Sulistianingsih, Evy
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 3 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss3pp1753-1764

Abstract

In investing in stocks, an investor must be able to form a stock portfolio to obtain optimal results. Factor analysis is one way to select stocks to form a portfolio. Factor analysis with Principal Component Analysis (PCA) extraction is used to summarize many variables into new smaller factors by producing the same information. The new factor formed is called a portfolio. This study aims to form an optimal portfolio using the Mean Absolute Deviation (MAD) method, which is an alternative to Markowitz optimization, and assess the stock portfolio's performance using the Sharpe index. This research uses IDX30-indexed stocks because the stocks in this index have high market capitalization and liquidity. The data used in this study are daily close stock price data on the IDX30 index from September 20, 2022, to September 20, 2023. The data used is secondary data obtained from the official website https://finance.yahoo.com/. From the analysis, three stock portfolios were obtained. With MAD optimization, the investment weight of each stock is obtained namely, in the first portfolio, the investment weight of AMRT shares is 21.95%, BBCA shares are 30%, BBNI shares are 18.05%, and BBRI shares are 30%. In the second portfolio, the investment weight of AKRA shares is 34.03%, BRPT shares are 40%, and MEDC shares are 25.97%. In the third portfolio, the investment weight of BMRI shares is 50%, and INDF shares are 50%. By measuring the performance of the Sharpe index, the optimal portfolio is obtained in the second portfolio with an expected return portfolio of 0.155% and a portfolio risk of 1.927%.
APPLICATION OF ADASYN OVERSAMPLING TECHNIQUE ON K-NEAREST NEIGHBOR ALGORITHM Marlisa, Herina; Satyahadewi, Neva; Imro'ah, Nurfitri; Debataraja, Naomi Nessyana
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 3 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss3pp1829-1838

Abstract

The K-Nearest Neighbor Algorithm is a commonly used data mining algorithm for classification due to its effectiveness with large datasets and noise. However, class imbalance may impact classification results, where data with unbalanced classes may classify new data based on the majority class and ignore minority class data. The research analyzed whether applying the Adaptive Synthetic (ADASYN) oversampling technique in the K-Nearest Neighbor Algorithm can handle data imbalance problems. The study looks at the resulting accuracy, specificity, and sensitivity values. ADASYN oversamples the minority class data based on the model's difficulty level of data learning using distribution weights. This research uses the Pima Indian Diabetes Dataset from the Kaggle website. The dependent variable was diabetes mellitus status, while the independent variables were number of pregnancies, glucose levels, diastolic blood pressure, insulin levels, Body Mass Index (BMI), and age. The study found that the accuracy, specificity, and sensitivity values were 72.88%, 73.42%, and 71.79%, respectively. Based on the results of the analysis, it can be concluded that using ADASYN in the K-Nearest Neighbor Algorithm to classify diabetes mellitus in Pima Indian women is good enough to address imbalanced data. It is shown that the ADASYN oversampling technique can help the K-Nearest Neighbor Algorithm to classify new data without ignoring the data of the minority class.
APPLICATION OF K-MEANS++ WITH DUNN INDEX VALIDATION OF GROUPING WEST KALIMANTAN REGION BASED ON CRIME VULNERABILITY Sary, Rifkah Alfiyyah; Satyahadewi, Neva; Andani, Wirda
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 4 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss4pp2283-2292

Abstract

Crime is an unlawful behavior that will be given a punishment or sanctions based on Kitab Undang-Undang Hukum Pidana (KUHP) or other regulations in Indonesia. One of the provinces in Indonesia, namely West Kalimantan reported that criminal cases are increasing in 2021 and 2022. One of the solutions to minimize that case is grouping the district and city in West Kalimantan based on the level of vulnerability so the authority can be more responsive in solving these problems. The grouping can be done by cluster analysis. This analysis aims to group some objects based on the similarity of characteristics. K-Means++ is one of the methods of cluster analysis. K-Means++ is the development of K-Means, in which K-Means++ is smarter than K-Means in selecting the initial centroid because only one initial centroid is chosen randomly, and the initial centroids of the other clusters are done through calculations. This research uses secondary data from BPS of West Kalimantan, consisting of 10 variables. This research aims to form clusters to determine the level of vulnerability of each district and city in West Kalimantan. The selection of the optimal cluster is done by evaluating the cluster. One of these evaluations is the Dunn Index. Based on the analysis results, the optimum number of clusters is with a Dunn Index value of 0.55. The first cluster is categorized as non-vulnerable with ten members, the second cluster as vulnerable with three members, and the third cluster as very vulnerable with one member.
Co-Authors . Apriansyah Afghani Jayuska Afghany Jayuska Al-Ham, Hairil Amriani Amir Amriani Amir Amriani Amir Andani, Wirda Antoni, Frans Xavier Natalius Apriliyanti, Rita Aprizkiyandari, Siti Ardhitha, Tiffany Ari Hepi Yanti Arsyi, Fritzgerald Muhammad Arti, Reyana Hilda Ashari, Asri Mulya Asri Mulya Ashari Asty Fistia Ningrum Atikasari, Awang Aulia Puteri Amari Bambang Kurniadi Banu, Syarifah Syahr ciptadi, wahyudin Cornellia, Amanda Crismayella, Yuveinsiana Dadan Kusnandar Dadan Kusnandar Dadan Kusnandar David Jordy Dhandio Debataraja, Naomi Nessyana Della Zaria Desriani Lestari Desriani Lestari Desriani Lestari Dhandio, David Jordy Dinda Lestari Dwi Nining Indrasari Dwinanda, Maria Welita Eka Febrianti, Eka Esta Br Tarigan Evy Sulistianingsih Ewaldus Okta Ferdina Ferdina Feriliani Maria Nani Fitriawan, Della Fransisca Febrianti Sundari Fransiska Fransiska Grikus Romi Gusti Eva Tavita Gusti Eva Tavita Hairil Al-Ham Halim, Alvin Octavianus Hamzah, Erwin Rizal Handayani, Aditya Hanin, Noerul Harimurti, Puspito Harnanta, Nabila Izza Helena, Shifa Hendra Perdana Hendrianto, El Herina Marlisa Huda, Nur'ainul Miftahul Huriyah, Syifa Khansa Ibnur Rusi Ikha Safitri Imro'ah, Nurfitri IMRO’AH, NURFITRI Imtiyaz, Widad Isra’ Sagita Jawani Jawani Karlina, Sela Kusnandar, Dadan Tonny Lucky Hartanti Lucky Hartanti Lucky Hartanti M. Deny Hafizzul Muttaqin Maga, Fahmi Giovani Margareta, Tiara Margaretha, Ledy Claudia Marlisa, Herina Marola, Geby Martha, Shantika Mega Sari Juane Sofiana Mega Sari Juane Sofiana Mega Tri Junika Millennia Taraly Misrawi Misrawi Muhammad Ahyar Muhammad fauzan Muhammad Radhi Muhammad Rizki Muliadi Muliadi Muslimah (F54210032) Nabil, Ilhan Nail Nanda Shalsadilla Naomi Nessyana Debataraja Naomi Nessyana Debataraja Noerul Hanin Nona Lusia Nugrahaeni, Indah Nur Asih Kurniawati Nur Asiska Nurfadilah, Kori’ah Nurfitri Imro'ah Nurfitri Imro’ah Nurhalita Nurhalita Nurmaulia Ningsih Oktaviani, Indah Ovi Indah Afriani Paisal Paisal Pertiwi, Retno Pratama, Aditya Nugraha Preatin, Preatin Putri Putri Putri, Aulia Nabila Qalbi Aliklas R Puspito Harimurti Radhi, Muhammad Radinasari, Nur Ismi Rafdinal Rafdinal Rahadi Ramlan Rahmadanti, Putri Rahmanita Febrianti Rusmaningtyas Rahmawati, Fenti Nurdiana Ramadhan, Nanda Ramadhania, Wahida Reni Unaeni Retnani, Hani Dwi Ria Andini Ria Fuji Astuti Rina Rina Risky Oprasianti Rita Kurnia Apindiati Rivaldo, Rendi Riza Linda Rizki Nur Rahmalita Rizki, Setyo Wira Rosi Kismonika Roslina Rosi Tamara Rovi Christova Safira, Shafa Alya Salsabilla, Arla Santika Santika Sary, Rifkah Alfiyyah Seftiani, Seftiani Selvy Putri Agustianto Setyo Wir Rizki Setyo Wira Rizki Setyo Wira Rizki Setyo Wira Rizki Shantika Martha Shantika Martha Sinaga, Steven Jansen Sintia Margun Sista, Sekar Aulia Siti Aprizkiyandari Siti Aprizkiyandari, Nurul Qomariyah, Shantika Martha, Siti Hardianti Suci Angriani Sukal Minsas Sukal Minsas syuradi, Syuradi Tamtama, Ray Taraly, Inggriani Millennia Tiara, Dinda Trifaiza, Fadhela Wahyu Diyan Ramadana Wahyudin Ciptadi Warsidah Warsidah Warsidah, Warsidah Wilda Ariani Wirda Andani Yopi Saputra Yudhi Yuliono, Agus Yumna Siska Fitriyani Yundari, Yundari Yuveinsiana Crismayella Zakiah, Ainun