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All Journal Jurnal Matematika Buletin Udayana Mengabdi Prosiding Seminar Nasional MIPA Jurnal Matematika Sains dan Teknologi BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Communication in Biomathematical Sciences International Journal of Applied Mathematics and Computing. E-Jurnal Matematika
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 Social Sciences 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.
MODEL PERSAMAAN STRUKTURAL UNTUK MENGKAJI PENGARUH MODAL SOSIAL MELALUI DIMENSI ORIENTASI KEWIRAUSAHAAN TERHADAP KESEJAHTERAAN MASYARAKAT DI KABUPATEN JEMBRANA, BALI G. K Gandhiadi; Komang Dharmawan2; Kartika Sari
Prosiding Seminar Nasional MIPA 2015: PROSIDING SEMINAR NASIONAL MIPA UNDIKSHA 2015
Publisher : Prosiding Seminar Nasional MIPA

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Abstract

Penelitian tentang modal sosial yang melibatkan variabel laten telah berkembang pesat, namun tetap memunculkan pertanyaan tentang peran modal sosial di masyarakat khususnya dalam hubungannya dengan kesejahteraan. Variabel laten tersebut dapat diukur melalui indikator-indikator yang menjelaskannya, dapat dianalisis dengan menggunakan Structural Equation Modeling (SEM) atau Pemodelan Persamaan Struktural. Premis dasar obyek penelitian ini adalah modal sosial dipandang sebagai faktor produktif yang memberikan manfaat bagi setiap individu dan mampu menjalin hubungan dengan individu lainnya. Penekanan di bidang ilmu matematika terhadap obyek penelitian ini adalah mengkaji model atau hubungan antara peran modal sosial melalui orientasi kewirausahaan bagi kesejahteraan masyarakat (pelaku UMKM) di Kabupaten Jembrana. Sampel yang diambil sebanyak 80 pelaku UMKM, menggunakan purposive random sampling (disengaja) dengan mempertimbangkan indikator modal sosial dan pembangunan ekonomi di wilayah Kabupaten Jembrana. Pengolahan dan analisis data dilakukan dengan bantuan software Smart PLS. Hasil penelitian mendapatkan bahwa model persamaan struktural untuk variabel modal sosial dengan komponen formatif trust, norms, dan network adalah,Modal Sosial = 0.456* trust +0.484* norms + 0.322*network + dengan R2 = 0.999.Sedangkan model persamaan struktural untuk variabel kesejahteraan dengan komponen variabel (variable antara) yaitu keinovasian (Inov), keproaktifan (Proaktif), dan pengambilan keputusan/resiko (Resiko), dengan premis modal sosial adalah,Kesejahteraan = -0.391*Inov + 0.135*Proaktif + 0.210*Resiko + dengan R2 = 0.118.Secara umum diperoleh bahwa modal sosial melalui semua dimensi orientasi kewiraushaan secara total tidak berpengaruh signifikan terhadap kesejahteraan pelaku UMKM (masyarakat) di Kabupaten Jembrana. Akan tetapi secara langsung modal sosial berpengaruh signifikan terhadap semua dimensi orientasi kewirausahaan, sehingga dapat disarankan kepada instansi terkait di Kabupaten Jembrana agar mengoptimalkan peran modal sosial dalam merancang strategi pembangunan ekonomi bagi pelaku UMKM yang memberikan nilai tambah outcome untuk meningkatkan kesejahteraan masyarakat.Kata kunci: Structural Equation Modeling (SEM,) modal sosial, orientasi kewirausahaan, kesejahteraan
Estimasi Risiko Kredit Obligasi Dengan Suku Bunga Stokastik Berdasarkan Probability Of Default Surma, Odilia Gratiaplena; Dharmawan, Komang; Ida Harini, Luh Putu
Jurnal Matematika Vol 13 No 2 (2023)
Publisher : Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2023.v13.i02.p166

Abstract

Bonds as a fairly safe short-term and long-term investment product certainly still have potential investment risks. One of the risks in bond products is credit risk in the form of default, where the issuer fails to pay obligations to investors. The Merton model is one method that can be applied in estimating credit risk on bonds. The interest rate applied in the Merton model is generally a constant interest rate so that in this study the constant interest rate will be replaced by the stochastic interest rate of the Cross Ingersoll Ross (CIR) model. This study aims to calculate the probability of default by applying the CIR model interest rate in the Merton model of BRI bank based on a bond value of 605 billion and a bond contract period of 7 years. The results of the calculation of the CIR model interest rate of 7.28% by substituting it into the Merton model calculation obtained a probability of default value of 0.0% which indicates that there is no risk of default by BRI bank at maturity
Mutual Fund Performance Analysis Using Information Ratio, STJ Ratio and Value at Risk Ni Putu Leony Putri Paramita; Komang Dharmawan; I Gusti Ngurah Lanang Wijaya Kusuma
International Journal of Applied Mathematics and Computing Vol. 2 No. 1 (2025): January: International Journal of Applied Mathematics and Computing
Publisher : Asosiasi Riset Ilmu Matematika dan Sains Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62951/ijamc.v2i1.66

Abstract

Measuring performance solely by relying on returns is probably not enough, it is important to consider both returns and risks. Some measurement methods that consider both of these factors are the Sharpe Ratio index, Treynor Ratio, Jensen Alpha, and Information Ratio. Risk analysis using Value at Risk Monte Carlo simulation is also important to determine the potential for extreme risks. The purpose of this study is to provide a good understanding of the performance and risk of mutual fund investments. Based on the performance results, Schroder is the most superior mutual fund, with the highest Information Ratio, Sharpe Ratio, and Jensen Ratio, indicating that they are able to generate good returns considering the risks taken. However, Schroder also has the highest VaR, meaning it has the potential for large losses in the worst market conditions. On the other hand, MNC is at the bottom in almost all performance methods, indicating poor performance with low returns and lower risks.
Application of Conditional Monte Carlo Simulation in Determining European Option Contract Pricing (Case Study on Toyota Motor Corporation (TM) Stock) Fransisca Emmanuella Aryossi; Komang Dharmawan; I GN Lanang Wijayakusuma
International Journal of Applied Mathematics and Computing Vol. 2 No. 1 (2025): January: International Journal of Applied Mathematics and Computing
Publisher : Asosiasi Riset Ilmu Matematika dan Sains Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62951/ijamc.v2i1.97

Abstract

When making investment decisions, it is crucial for investors to consider various risks that may arise, both in the short and long term. One method to measure risk is through volatility. Volatility represents a statistical measurement of the degree of price variation over a specific period, expressed as volatility (σ) (Aklimawati & Wahyudi, 2013). This study aims to discuss the pricing of European option contracts using Conditional Monte Carlo simulation and the Black-Scholes method. The data used in this study is secondary data obtained from Yahoo Finance. The data consists of quantitative information, namely the monthly closing prices of Toyota Motor Corporation (TM) stock, spanning 5 years from July 1, 2019, to July 1, 2024, yielding 60 data points. In this research, the pricing of European call option contracts was calculated using Conditional Monte Carlo simulation and the Black-Scholes method. The study concludes that European option contract pricing can be determined using two methods: Conditional Monte Carlo simulation and the Black-Scholes method. Conditional Monte Carlo simulation can be employed to calculate European option prices in a structured manner, utilizing stochastic volatility estimated through the Ordinary Least Squares (OLS) method. The two methods yield differing option prices; Conditional Monte Carlo simulation produces lower option price estimates with relatively lower error values compared to the Black-Scholes method at every strike price. The lower estimates from Conditional Monte Carlo simulation are due to its consideration of stochastic changes in volatility, whereas the Black-Scholes method results in higher prices due to its assumption of constant volatility. The comparison demonstrates that Conditional Monte Carlo simulation provides cheaper price estimates under market conditions with non-constant volatility, despite requiring higher computational time compared to the Black-Scholes method. ,
Determining the Price of Asian Type Call Option Contracts Using the Monte Carlo Stratified Sampling Method Susanti Marito Barus; Komang Dharmawan; Luh Putu Ida Harini
International Journal of Applied Mathematics and Computing Vol. 2 No. 2 (2025): April: International Journal of Applied Mathematics and Computing
Publisher : Asosiasi Riset Ilmu Matematika dan Sains Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62951/ijamc.v2i2.188

Abstract

Determining the price of option contracts is a crucial aspect of financial markets, particularly for investors aiming to manage risk and make informed investment decisions. In this study, the price of an Asian call option is calculated using the Monte Carlo Stratified Sampling method based on the stock price data of Tesla, Inc. (TSLA) from January 2021 to December 2023. This method has been proven to reduce variance compared to the Standard Monte Carlo simulation, leading to faster price convergence and more efficient results. The parameters used in the simulation include the initial stock price (S_0), number of simulations (N), maturity time (T)dividend = 0, risk-free rate (r), strike price ( K), and volatility
NUMERICAL COMPUTATION OF ONE- AND TWO-LAYER SHALLOW FLOW MODEL Dharmawan, Komang; Swastika, Putu Veri; Gandhiadi, G K
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/barekengvol18iss3pp1509-1518

Abstract

In this research, we study a proficient computational model designed to simulate shallow flows involving one- and two-layer shallow flow. This numerical model is built upon the Saint Venant equations, which are widely used in hydraulics to depict the behavior of shallow water flow. The numerical scheme used here is constructed based on the conventional leapfrog technique implemented on a staggered grid framework, referred to as MCS. The primary objective of this research is to re-examine and implement the MCS in accurately modelling the free surface and interface waves produced by different flows passing through irregular geometries. Unlike the conventional MCS, we modify the momentum conservation principle to be more general, accommodating a non-negative wet cross-sectional area due to irregular geometry. We successfully conduct numerous numerical simulations by examining various scenarios involving one-layer and two-layer flow through irregularly shaped channels or structures. Our results show that the correct surface wave profile generated by a one-dimensional dam break through the triangular obstacle in the open channel can be simulated very well. Comparison with the existing experimental data seems promising although some disparities are being found due to dispersive phenomena with RMSE less than 5%. Furthermore, our scheme is successfully extended to simulate the steady sub-maximal exchange in two-layer flows using specific boundary conditions. The alignment between the submaximal numerical results with exchange flow theory is noticeable in the interface profile, characteristics of flow conditions and the flux values achieved when the steady situation occurs. These satisfying results indicate that our proposed numerical model can be used for practical needs involving various flow situations both one and two-layer cases
Modeling and Analysis of the Dynamic Model of Bali Starling (Leucopsar Rothschildi) Breeding in West Bali National Park Gandhiadi, G. K.; Jayanegara, Ketut; Dharmawan, Komang
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 7, No 4 (2023): October
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v7i4.16313

Abstract

Antara, the official news agency of the state, reported a record-breaking population of 303 Bali starlings in the West Bali National Park (WBNP) in June 2020, attributing this achievement to the park's captive reproduction initiative. This paper presents a study on the dynamic equilibrium of Bali Starlings and proposes a mathematical model for analyzing this dynamic. The research also examines parameters ensuring the stability of the captive breeding model for Bali starlings in WBNP in a sustainable manner. The Bali starlings are categorized into two groups: those in the wild and those in captive breeding, with hatched eggs in captivity included in the latter. The dynamic model is analyzed for system stability around the endemic critical point using the Routh-Hurwitz stability criteria. As an illustrative example, a simulation is conducted to assess the model's suitability under real field conditions. The model analysis reveals that the existence of an endemic critical point can be maintained if the percentage of stolen Bali starlings or eggs reintroduced to the wild is less than the difference between the percentage of Bali starlings laying eggs and the population growth rate in WBNP. Furthermore, the stability of the endemic critical point is confirmed as long as the percentage of Bali starlings laying eggs exceeds the population growth rate. This dynamic model offers a valuable tool for evaluating the sustainability of Bali starling breeding programs and optimizing the benefits associated with their conservation efforts.  
PENENTUAN KINERJA PORTOFOLIO PADA SAHAM INVESTOR33 MENGGUNAKAN METODE GARCH DAN EWMA BERBASIS PADA INDEKS SHARPE ULFA MAULIDA; KOMANG DHARMAWAN; DESAK PUTU EKA NILAKUSMAWATI
E-Jurnal Matematika Vol. 14 No. 3 (2025)
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.2025.v14.i03.p488

Abstract

Assessing stock portfolio peirformancei is a cruicial steip in deiteirmining an optimal inveistmeint strateigy. This stuidy aims to analyzei thei peirformancei of thei Inveistor33 stock portfolio uising thei GARCH (Geineiralizeid Auitoreigreissivei Conditional Heiteiroskeidasticity) and EiWMA (Eixponeintially Weiighteid Moving Aveiragei) volatility eistimation meithods, which arei thein evaluated uising thei Sharpei indeix as a risk-to-reituirn indicator. Thei daily stock pricei data uiseid comeis from 33 seileicteid stocks activeily tradeid on thei Indoneisia Stock Eixchangei duiring a speicific obseirvation peiriod. Thei volatility eistimateis from both meithods arei uiseid to calcuilatei risk-adjuisteid portfolio reituirns. Thei Sharpei indeix is thein applied to asseiss thei portfolio's eifficieincy in geineirating reituirns reilativei to thei volatility eincouinteireid. Thei stuidy findings indicatei a significant diffeireincei in portfolio peirformancei beitweiein thei reisuilts calcuilateid uising thei GARCH and EiWMA meithods, with thei GARCH meithod teinding to providei morei accuiratei volatility eistimateis in volatilei markeit conditions. Thuis, thei choicei of volatility eistimation meithod significantly influieinceis risk asseissmeint and inveistmeint deicisions baseid on thei Sharpei indeix.
Co-Authors A.A DWI MARSITA ANGGRAENI AA Sudharmawan, AA ADE AYU NITA DEVI ANJAR ANGGRAINI 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 G.K. GANDHIADI Gandhiadi, G K Gautama, P.W. 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 KADEK WIDIADNYANA 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 Tastrawati, N.K. Tjokorda Bagus Oka ULFA MAULIDA VIAN RISKA AYUNING TYAS VIKY AMELIAH WAYAN ARTHINI Wijayakusuma, I Gusti Ngurah Lanang WIRYA SEDANA Yan Ramona YOHANA Th.V. SERAN YOSEVA AGUNG PRIHANDINI