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All Journal Jurnal Matematika Buletin Udayana Mengabdi E-Jurnal Matematika Prosiding Seminar Nasional MIPA BIOTROPIA - The Southeast Asian Journal of Tropical Biology Jurnal Matematika Sains dan Teknologi BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) International Journal of Applied Mathematics and Computing.
Komang Dharmawan
Prodi Matematika FMIPA Universitas Udayana
Agriculture, Biological Sciences & Forestry Biochemistry, Genetics & Molecular Biology Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Energy Engineering Immunology & microbiology Mathematics Mechanical Engineering Physics Transportation Veterinary Other

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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): 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): 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.  
The POTENTIAL OF LACTIC ACID BACTERIA, ISOLATED FROM SEVERAL SOURCES, TO INHIBIT THE GROWTH OF Candida albicans ATCC10231 Ramona, Yan; Darmayasa, Ida Bagus Gede; Dharmawan, Komang; Sudaryatma, Putu Eka; Teriyani, Ni Made; Batho, Yanuarius Felix; Inabuy, Fainmarinat Selviani
BIOTROPIA Vol. 31 No. 2 (2024): BIOTROPIA Vol. 31 No. 2 August 2024
Publisher : SEAMEO BIOTROP

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11598/btb.2024.31.2.1868

Abstract

ARTICLE HIGHLIGHTS- Lactic acid bacteria have potential to control candidiasis or Candida albicans. - The novelty of this study is to advance the potential of lactic acid bacteria to control candidiasis infection in human, with a view to develop novel LAB-based probiotic candidates with capability to inhibit/prevent infection by C. albicans, the causative agent of candidiasis.ABSTRACTThe main aims of this research were to isolate and identify potential lactic acid bacteria (LAB) inhibitory to Candida albicans. The LAB sources were kimchi, honey and vaginal secrete of healthy women. They were isolated with a view to develop a novel alternative method with reduced use of antifungal agents in the treatment of patients infected by such fungal pathogen. Isolation of the LABs was conducted by applying dilution spread method on de Mann Rogosa Sharpe agar (MRSA) medium supplemented with bromo cresol purple (BCP) indicator. Once purified, they were tested for antagonism against C. albicans in dual culture assays. LAB isolates that showed significant inhibition against the pathogen were identified using 16s rDNA sequences and their sequences were aligned with those of known sequences deposited at the Gene Bank (http://www.ncbi.nlm.nih.gov). The results showed that 46 among more than 100 LABs isolated in this study significantly inhibited the growth of C. albicans in the in vitro dual culture assays, and all showed resistance property to antifungal agent (fluconazole). This indicated that they all have potential to be synergically applied with reduced use of fluconazole in the therapy. The most potential isolates (10 isolates) were closely related to three LAB species, namely Lactobacillus paracasei, Lacticaseibacillus paracasei, and Pediococcus pentosaceus, based on their 16s rDNA sequence similarities with those deposited in the GenBank.
Co-Authors A.A DWI MARSITA ANGGRAENI AA Sudharmawan, AA ADE AYU NITA DEVI AULIA ATIKA PRAWIBTA SUHARTO Batho, Yanuarius Felix 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 Ida Bagus Gede Darmayasa IKHSAN AKBAR Inabuy, Fainmarinat selviani 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 Eka Sudaryatma 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 Teriyani, Ni Made 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