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All Journal Jurnal Matematika Buletin Udayana Mengabdi E-Jurnal Matematika Prosiding Seminar Nasional MIPA Jurnal Matematika Sains dan Teknologi BAREKENG: Jurnal Ilmu Matematika dan Terapan International Journal of Applied Mathematics and Computing.
Komang Dharmawan
Prodi Matematika FMIPA Universitas Udayana
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Energy Engineering Mathematics Mechanical Engineering Physics Transportation Other

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PELATIHAN PENGGUNAAN TEX-WORD DAN VISIO 2007 UNTUK MEMPERCEPAT PENULISAN RUMUS MATEMATIKA BAGI GURU-GURU DI SMPN 2 KUTA K. Dharmawan; D.P.E. Nilakusmawati
Buletin Udayana Mengabdi Vol 11 No 1 (2012): Volume 11 No.1 – April 2012
Publisher : Lembaga Penelitian dan Pengabdian kepada Masyarakat

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Abstract

The aims of this community service activity were to introduce the usage of TeX-Word and of Visio 2007 to quicken writing of mathematics formula to teachers of SMPN 2 Kuta and improve ability of teachers in writing of mathematical equation, as supporter in activity of compilation of academic writing in the form of module, lecture notes or book. This community service activity was executed to teachers at SMPN 2 Kuta. Method applied in this activity is in the form of training of writing the mathematics formula by using TeX-Word and of Visio 2007, with forwarding of material of training used presentation method, also practice directly by participant of training. Result of examination of hypothesis using t test obtained value of t is -11.235 with probability 0.000. Because probability < 0.05, hence Ho refused, meaning that giving of training of usage of TeX-Word and Visio 2007 having an effect by significant on to make-up of knowledge and ability of teachers as participant of training in writing mathematics formula quickly in SMPN 2 Kuta
PENINGKATAN KEMAMPUAN GURU-GURU DALAM PENGAJARAN MATEMATIKA DAN SAINS DALAM BAHASA INGGRIS DI SMPN 10 DENPASAR MELALUI MEDIA PELATIHAN Nilakusmawati D. P. E; K. Dharmawan
Buletin Udayana Mengabdi Vol 11 No 2 (2012): Volume 11 No.2 – September 2012
Publisher : Lembaga Penelitian dan Pengabdian kepada Masyarakat

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Abstract

The Community service concerning with “training of teaching mathematics and science in English” was held for teachers, in SMPN 10 Denpasar. The aims of this activity are introduce ways of teaching mathematics and science in English for school teachers toward independent category RSBI in SMP 10 Denpasar. The method used was in the form of training, presentation and teaching practices. Data was analyzed using descriptive qualitative, quantitative and inferential statistical analysis. Hypotheses were tested by t-test. Results of analysis of data obtained during the activity, showed : (1) Mean score of pre test is 5.229, and mean of post test is 7.438. The correlation between score of pre test and post test equal to 0.845, with probability 0.000, meaning that there are correlation which are positive and significant. The results of hypothesis testing, obtained t value is -5.673 with a probability of 0.000. Since the probability of <0.05, then Ho is rejected, meaning that the provision of training teaching mathematics and science in English significantly affect the increase of knowledge of teachers as participant of training regarding the ways of teaching mathematics and science in English at SMP 10 Denpasar.
PENENTUAN HARGA PREMI ASURANSI PERTANIAN BERBASIS INDEKS CURAH HUJAN DENGAN MENGGUNAKAN METODE PEMBANGKIT DISTRIBUSI EKSPONENSIAL CAMPURAN SAYID QOSIM; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 2 (2018)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2018.v07.i02.p196

Abstract

Agricultural insurance is an insurance in agriculture sector that is relatively newly introduced in Indonesia. Agricultural insurance based on rainfall index is one of the risk management tool to keep farmers in case of crop failure. This study aims to determine the steps in determining the value of rainfall index on agricultural insurance and calculate the value of agricultural insurance premiums based on simulated rainfall index by Stochastic weather generator with mixed exponential distribution. The results of this study provide value if the amount of rainfall 103,71 mm so that the amount of premium payments equal to Rp19.016, and if the rainfall is high 128.35 mm then the amount of premium payment equal to Rp1.088.000.
PENENTUAN NILAI VALUE at RISK PADA SAHAM IHSG MENGGUNAKAN MODEL GEOMETRIC BROWNIAN MOTION DENGAN LOMPATAN I GEDE ARYA DUTA PRATAMA; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 4 No 2 (2015)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2015.v04.i02.p091

Abstract

The aim of this research was to measure the risk of the IHSG stock data using the Value at Risk (VaR). IHSG stock index data typically indicates a jump. However, Geometric Brownian Motion (GBM) model can not catch any of the jumps. To view the jumps, it is necessary that the model was then developed into a Geometric Brownian Motion (GBM) model with Jumps. On the GBM model with Jumps, returns the data are discontinuous. To determine the value of VaR, the value of return to perform the simulation model of GBM with Jumps is required. To represent processes that contain jumps, discontinuous Poisson process using the Peak-Over Threshold is required. To determine the parameters of model, calibration of historical data using the Maximum Likelihood Estimation (MLE) method is performed. VaR value for GBM model with Jumps with a 95% and 99% confidence level are -0,0580 and -0,0818 while VaR value for GBM model with a 95% and 99% confidence level are -0,0101 and -0,0199. VaR for GBM model with Jumps with a confidence level of 95% and 99% show greater than the model VaR for GBM.
PENERAPAN MODEL ARBITRAGE PRICING THEORY DENGAN PENDEKATAN VECTOR AUTOREGRESSION DALAM MENGESTIMASI EXPECTED RETURN SAHAM (Studi Kasus: Saham-Saham Kompas100 Periode 2010-2013) VIAN RISKA AYUNING TYAS; KOMANG DHARMAWAN; MADE ASIH
E-Jurnal Matematika Vol 3 No 1 (2014)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2014.v03.i01.p061

Abstract

The Arbitrage Pricing Theory (APT) is an alternative model to estimate the price of securities based of arbitrage concept. In APT, the returns of securities are affected by several factors. This research is aimed to estimate the expected returns of securities using APT model and Vector Autoregressive model. There are ten stocks incorporated in Kompas100 index and four macroeconomic variables, these are inflation, exchange rates, the amountof circulate money (JUB), and theinterest rateof Bank Indonesia(SBI) are applied in this research. The first step in using VAR is to test the stationary of the data using colerogram and the results indicate that all data are stationary. The second step is to select the optimal lag based on the smallest value of AIC. The Granger causality test shows that the LPKR stock is affected by the inflation and the exchange rate while the nine other stocks do not show the existence of the expected causality. The results of causality test are then estimated by the VAR models in order to obtain expected returnof macroeconomic factors. The expected return of macroeconomic factors obtained is used in the APT model, then the expected return stock LPKR is calculated. It shows that the expected return of LPKR is 3,340%
APLIKASI METODE ROTATED GUMBEL COPULA UNTUK MENGESTIMASI VALUE AT RISK PADA INDEKS SAHAM PASAR ASIA IKHSAN AKBAR; KOMANG DHARMAWAN; NI MADE ASIH
E-Jurnal Matematika Vol 8 No 3 (2019)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2019.v08.i03.p255

Abstract

Value at Risk is a tool used to calculate the value of risk in investing. The purpose of this study was to estimate VaR in the portfolio using the rotated Copula Gumbel approach, which originated from the Archimedean copula family. Copula can provide an overview of the relationship between random VaRiables on a quantil scale which is very useful in explaining the interrelationships in extreme events. This VaR calculation is used in portfolios from the Indonesian stock index (JKSE), Malaysia (KLSE), Singapore (STI), and South Korea (KOSPI), in the period of June 1, 2016 to June 1, 2018 (519 data). VaR is calculated using a daily period with a confidence level of 99%. So that the VaR of each portfolio is obtained, JKSE-KLSE is 1.41%, JKSE-STI is 1.38%, JKSE-KOSPI is 1.39%, KLSE-STI is 1.44%, KLSE-KOSPI is 1.42%, KOSPI-STI is 1.48%. The highest risk level that can be derived from the portfolio contains a combination of the Singapore stock index (STI) and the South Korean stock index (KOSPI).
PERHITUNGAN NILAI BETA DARI BEBERAPA SAHAM UNGGULAN DI INDONESIA DENGAN MENGGUNAKAN METODE GARCH NI KADEK PUSPITAYANTI; KOMANG DHARMAWAN; I PUTU EKA N. KENCANA
E-Jurnal Matematika Vol 5 No 2 (2016)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2016.v05.i02.p123

Abstract

The objective of investment in the capital market is to acquire dividends and capital gain. The fact proves that the advantage of investation risky assets is uncertain . This is because of the difficulty in analyzing and predicting Return and stock losses due to factors that affect the movement of the stock price , such as economic factors , political , social , and security. The model can be used by investors in predicting stock returns expected that Generalized Autoregressive Conditional Heteroscedaticity (GARCH). In this study calculations beta value of some leading stocks in Indonesia by using Generalized Autoregressive Conditional Heteroscedaticity (GARCH) are presented . The data used this search is secondary data covering daily data sampled 5 shares of PT Unilever Indonesia Tbk , PT Indosat Tbk , PT Indofood Sukses Makmur Tbk , PT Telkom Indonesia Tbk , PT Holcim Indonesia Tbk. From the results described fifth beta value of these shares using the method GARCH beta greater than the market in the period from 23 September 2013 until 24 September 2014.
PENENTUAN HARGA JUAL OPSI BARRIER TIPE EROPA DENGAN METODE ANTITHETIC VARIATE PADA SIMULASI MONTE CARLO LUH HENA TERECIA WISMAWAN PUTRI; KOMANG DHARMAWAN; I WAYAN SUMARJAYA
E-Jurnal Matematika Vol 7 No 2 (2018)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2018.v07.i02.p187

Abstract

The purpose of this research is to compare the selling price of down and out barrier option when the prices are simulated by the Antithetic Variate Monte Carlo and the standar Monte Carlo. Barrier options are path dependent options and the payoff depend on whether the underlying asset price touched the barrier or not during the life of the option. In this research, we conducted simulations against the closing price of the shares of PT Adhi Karya using Standard Monte Carlo simulation and the Monte Carlo-Antithetic Variate simulation. After the simulation, we obtained that the option prices using Antithetic Variate produces a cheaper price than the standar one. We also found that the analytic solution has a smaller error on its confidence interval compare to the Monte Carlo Standar.
ESTIMASI VALUE AT RISK MENGGUNAKAN VOLATILITAS DISPLACED DIFFUSION MIRANDA NOVI MARA DEWI; KOMANG DHARMAWAN; KARTIKA SARI
E-Jurnal Matematika Vol 8 No 4 (2019)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2019.v08.i04.p268

Abstract

Value at Risk (VaR) is a measure of risk that is able to calculate the worst possible loss that can occurs to stock prices with a certain level of confidence and within a certain period of time. The purpose of this study was to determine the VaR estimate from PT. Indonesian Telecommunications by using Displaced Diffusion volatility. The Displaced Diffusion Model is a stochastic volatility model that describes changes in a financial asset assuming volatility is not constant, but follows a stochastic process. Displaced Diffusion model are capable of modelling skewed implied volatility structures and frequently applied by interest rate quants. Based on the estimation of Displaced Diffusion volatility, it is found that volatility for PT. Indonesian Telecommunications is 0.010168 and VaR estimation using Displaced Diffusion volatility with a confidence level of 95 percent of 1.63%.
PENENTUAN NILAI KONTRAK OPSI TIPE BINARY PADA KOMODITS KAKAO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN BARISAN BILANGAN ACAK FAURE DEWA AYU AGUNG PUTRI RATNASARI; KOMANG DHARMAWAN; DESAK PUTU EKA NILAKUSMAWATI
E-Jurnal Matematika Vol 6 No 4 (2017)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2017.v06.i04.p168

Abstract

Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date. A binary or asset-or-nothing option is an option in which the option holder will perform or not the option. There are many methods used in determining the option contract value, one of this is the Monte Carlo Quasi method of the Faure random. The purpose of this study is to determine the value of binary type option contract using the Quasi Monte Carlo method of the Faure random and compare with the Monte Carlo method. The results of this study indicate that the option contract calculated by the Monte Carlo Quasi method results in a more fair value. Monte Carlo method simulation 10.000 generate standard error is 0.9316 and the option convergence at 18.9144. While Quasi Monte Carlo simulation 3000 generate standard error is 0.09091 and the option convergence at 18.8203. This show the Quasi Monte Carlo method reaches a faster convergent of Monte Carlo method.
Co-Authors A.A DWI MARSITA ANGGRAENI AA Sudharmawan, AA ADE AYU NITA DEVI AULIA ATIKA PRAWIBTA SUHARTO DERY MAULANA DESAK PUTU DEVI DAMIYANTI Desak Putu Eka Nilakusmawati DEVI NANDITA. N DEWA AYU AGUNG PUTRI RATNASARI ELVINA LIADI FEBBY VERENNIKA Fransisca Emmanuella Aryossi G. K Gandhiadi G. K. GANDHIADI Gandhiadi, G K GEDE SUMENDRA HAMITA HAKMI HERLINA HIDAYATI I G. A. Widagda I GEDE ARYA DUTA PRATAMA I GEDE ERY NISCAHYANA I GEDE RENDIAWAN ADI BRATHA I Gusti Ayu Made Srinadi I GUSTI AYU MITA ERMIA SARI I GUSTI MADE AYU ANGGUN TIARA PRATINI I GUSTI PUTU NGURAH MAHAYOGA I KOMANG GDE SUKARSA I KOMANG TRY BAYU MAHENDRA I NYOMAN BRYAN ANDIKA I Nyoman Widana I Putu Eka Nila Kencana I PUTU OKA PARAMARTHA I PUTU YUDHI PRATAMA I Wayan Sumarjaya I WAYAN WIDHI DIRGANTARA ICHA WINDA DIAN SAFIRA IDA AYU EGA RAHAYUNI IDA AYU GDE KHASMANA PUTRI IDA AYU PUTU CANDRA DEWI IDA BAGUS ANGGA DARMAYUDA IKHSAN AKBAR INTAN AWYA WAHARIKA INTAN LESTARI IRENE MAYLINDA PANGARIBUAN KADEK FRISCA AYU DEVI KADEK INTAN SARI KADEK MIRA PITRIYANTI Kartika Sari Ketut Jayanegara LUH HENA TERECIA WISMAWAN PUTRI LUH PUTU IDA HARINI Luh Putu Ratna Sundari LUSIA EMITRIANA MAGOL MADE ASIH MAKBUL MUFLIHUNALLAH MERARY SIANIPAR MIRANDA NOVI MARA DEWI N. N. Rupiasi NABILA NUR JANNAH NI KADEK NITA SILVANA SUYASA NI KADEK PUSPITAYANTI Ni Ketut Tari Tastrawati NI LUH NIKASARI NI LUH PUTU KARTIKA WATI Ni Luh Putu Suciptawati Ni Made Asih NI MADE NITA ASTUTI NI NYOMAN AYU ARTANADI Ni Nyoman Rupiasih NI PUTU AYUNDA SURYA DEWI Ni Putu Leony Putri Paramita NI PUTU WIDYA ISWARI DEWI NI WAYAN UCHI YUSHI ARI SUDINA PUTU AMANDA SETIAWANI PUTU AYU DENI PUTU IKA OKTIYARI LAKSMI PUTU MIRAH PURNAMA D. PUTU SAVITRI DEVI PUTU WIDYA ASTUTI Ratna Sari Widiastuti RISKA YUNITA SAYID QOSIM SORAYA SARAH AFIFAH Surma, Odilia Gratiaplena Susanti Marito Barus Swastika, Putu Veri Tjokorda Bagus Oka VIAN RISKA AYUNING TYAS VIKY AMELIAH WAYAN ARTHINI Wijayakusuma, I Gusti Ngurah Lanang WIRYA SEDANA Yan Ramona YOHANA Th.V. SERAN YOSEVA AGUNG PRIHANDINI