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All Journal Techno.Com: Jurnal Teknologi Informasi CAUCHY: Jurnal Matematika Murni dan Aplikasi
Kuntjoro Adji Sidarto
Institut Teknologi Bandung
Computer Science & IT Engineering Mathematics

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Optimasi Fungsi Multimodal Menggunakan Flower Pollination Algorithm Dengan Teknik Clustering Rahmat Karim; Kuntjoro Adji Sidarto; Suharsono Bantun
Techno.Com Vol 19, No 2 (2020): Mei 2020
Publisher : LPPM Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (475.427 KB) | DOI: 10.33633/tc.v19i2.3216

Abstract

Optimasi fungsi multimodal merupakan permasalahan yang banyak dijumpai dalam bidang teknik, sains, ilmu sosial dan ekonomi. Tujuan utama dari permasalahan multimodal adalah untuk melokalisir semua solusi yang tersedia baik optimum lokal maupun optimum global dalam sekali running. Flower Pollination Algorithm yang umum digunakan untuk optimasi global perlu dimodifikasi dan dikembangkan agar dapat menyelesaiakan tantangan dalam optimasi fungsi multimodal. Pada penelitian ini kami mengkombinasikan Flower Pollination Algorithm dengan teknik Clustering untuk mengoptimasi fungsi multimodal. Dalam uji coba terhadap 5 fungsi bencharmk multimodal yaitu Second minima, Six hump camel back, Rastrigin, Vincent dan Shubert diperoleh hasil bahwa metode yang disusulkan (FPAC) sukses menemukan semua solusi dari masing-masing fungsi multimodal dalam sekali running baik untuk kasus dimensi rendah maupun dimensi tinggi.
Pricing Modified Barrier Options Using the Bino-Trinomial Tree Model: A Strategy for Loss Minimization Rima Aulia Rahayu; Fitriani Agustina; Kuntjoro Adji Sidarto
CAUCHY: Jurnal Matematika Murni dan Aplikasi Vol 10, No 2 (2025): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/cauchy.v10i2.33239

Abstract

A particular exotic option that is widely traded in the global financial market is the barrier option. Barrier options are attractive because they have a limit that must be reached to activate the option. These limits may be utilized by investors as a point of reference to minimize potential losses. Accordingly, the researcher attempts to use the bino-trinomial tree model as a new approach to minimize losses. The purpose of this study is to analyze the bino-trinomial tree model to provide investors with more flexible hedging experience. The bino-trinomial tree model is obtained by combining the trinomial tree model at the first stage, then the binomial tree model at a further stage. This analysis was conducted by calculating the type of knock-out european call options. The results demonstrate that this model can effectively, accurately and flexibly manage the complex options required by modern investors, including multi-step single moving barrier options and single window barrier options.
Co-Authors Fitriani agustina Rahmat Karim Rima Aulia Rahayu Suharsono Bantun