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Pricing Double Barrier Options with Time-Varying Interest using Standard, Antithetic, and Control Variate Monte Carlo Thalita, Bella Cindy; Darti, Isnani
CAUCHY: Jurnal Matematika Murni dan Aplikasi Vol 10, No 2 (2025): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI
Publisher : Mathematics Department, Universitas Islam Negeri Maulana Malik Ibrahim Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/cauchy.v10i2.37010

Abstract

This study develops an integrated framework for pricing double barrier options under time-varying interest rates by combining ARIMA-based forecasting with Monte Carlo simulations. Monthly U.S. Treasury Bill rates from 2019–2025 are modeled using the ARIMA(2,2,0) process to generate dynamic risk-free rates, which are incorporated into three Monte Carlo approaches standard, antithetic variate, and control variate. Tesla Inc. stock prices are used as the underlying asset modeled through Geometric Brownian Motion. The integration of ARIMA-based dynamic rates within the Monte Carlo framework enables more realistic pathwise discounting and improves simulation convergence. The results show that the control variate method provides the most accurate and stable estimates for knock-in call options, whereas the antithetic variate technique yields superior accuracy for knock-in put, knock-out call, and knock-out put options. Overall, the combined use of ARIMA-forecasted interest rates and variance-reduction techniques enhances the precision and stability of double barrier option valuation under dynamic financial conditions.
Peningkatan Kompetensi Guru Madrasah Aliyah Di Kota Batu dalam Pembelajaran Matematika Berbasis Digital Menggunakan Artificial Intelligence (DeepSeek-Canva) Marsudi, Marsudi; Suryanto, Agus; Darti, Isnani; Widhiatmoko, Fery; Musafir, Raqqasyi Rahmatullah
TRI DHARMA MANDIRI: Dissemination and Downstreaming of Research to the Community (Journal of Community Engagement) Vol 5 No 2 (2025)
Publisher : SMONAGENES Research Center, Univeritas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21776/ub.jtridharma.2025.005.02.164

Abstract

Kemajuan teknologi informasi membuka peluang besar bagi pengembangan pembelajaran matematika berbasis digital di Madrasah Aliyah (MA) Kota Batu, meskipun masih terdapat kesenjangan keterampilan teknologi di kalangan guru dan resistensi terhadap perubahan metode. Untuk menjawab tantangan tersebut, Tim Pengabdian Kepada Masyarakat (PKM) 2025 Departemen Matematika Universitas Brawijaya, yang terdiri atas lima dosen dan lima mahasiswa, menyelenggarakan pelatihan peningkatan kompetensi guru dalam pemanfaatan Artificial Intelligence (AI) DeepSeek dan aplikasi Canva sebagai media pembelajaran. Kegiatan berlangsung pada Jumat, 1 Agustus 2025 di MAN Batu dengan peserta 18 guru matematika MA dan MTs. Metode pelaksanaan meliputi koordinasi, penyebaran kuesioner, penyampaian materi, praktik pembuatan bahan ajar digital, diskusi interaktif, pendampingan kelompok, serta evaluasi melalui pre-test dan post-test. Hasil pelatihan menunjukkan peningkatan pengetahuan dan keterampilan guru, yaitu sebesar 8,66% pada penggunaan DeepSeek dan 14,7% pada Canva. Analisis statistik dengan paired t-test menegaskan bahwa peningkatan tersebut signifikan pada kedua materi, sehingga pelatihan terbukti efektif. Selain itu, suasana pelatihan yang aktif dan partisipatif mendorong motivasi guru untuk mengintegrasikan teknologi ke dalam proses pembelajaran. Monitoring dan evaluasi mengindikasikan bahwa program ini tidak hanya memperluas literasi digital, tetapi juga memperkuat kemampuan guru dalam merancang pembelajaran matematika yang inovatif, interaktif, dan berbasis teknologi digital. Disimpulkan bahwa pelatihan ini efektif meningkatkan kompetensi guru, meskipun diperlukan program lanjutan dengan durasi lebih panjang dan pendampingan berkelanjutan agar manfaatnya lebih optimal serta dapat diimplementasikan secara konsisten dalam praktik pembelajaran. KATA KUNCI: Artificial Intelligence; DeepSeek-Canva; kompetensi guru; pembelajaran matematika digital; pengabdian kepada masyarakat
New perspective in enhancing Papanicolaou-smear image using CLAHE and spider monkey optimization Khozaimi, Ach; Muharini Kusumawinahyu, Wuryansari; Darti, Isnani; Anam, Syaiful; Nahdhiyah, Ulfatun
Bulletin of Electrical Engineering and Informatics Vol 14, No 6: December 2025
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/eei.v14i6.10250

Abstract

High-quality Papanicolaou (Pap) smear images are essential for reliable early detection of cervical cancer, yet low contrast and noise often hinder accurate interpretation. This study introduces spider monkey optimization (SMO)-contrast-limited adaptive histogram equalization (CLAHE), an optimized CLAHE framework guided by the SMO algorithm. A novel signal contrast (SC) objective function is proposed, combining perceptual enhancement contrast enhancement-based image quality (CEIQ) with fidelity preservation peak signal-to-noise ratio (PSNR) to adaptively tune CLAHE parameters. Experiments on the publicly available SIPaKMeD and Mendeley LBC datasets demonstrate that SMO-CLAHE consistently outperforms manual settings and flower pollination algorithm (FPA)-based optimization, and achieves performance comparable to pelican optimization algorithm (POA) across key quality metrics including entropy, structural similarity index (SSIM), PSNR, enhancement measure estimation (EME), root mean square contrast (RMSC), standard deviation (STD-DEV), and CEIQ. Furthermore, downstream evaluation using a MobileNetV3-S classifier shows that the enhanced images lead to improved cervical cancer classification performance. These results highlight SMO-CLAHE as a robust and clinically relevant preprocessing framework, offering a new perspective for Pap smear image enhancement and diagnostic support.