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Teknik Mengkonstruksi Distribusi Bivariat Copula Clayton pada Data Marginal Diskrit dengan Implikasi Kebergantungan Andi Fitriawati; Werry Febrianti; Ariestha Widyastuty Bustan; Amris -
Delta: Jurnal Ilmiah Pendidikan Matematika Vol 8, No 2 (2020): Delta Jurnal Ilmiah Pendidikan Matematika
Publisher : Universitas Pekalongan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31941/delta.v8i2.1075

Abstract

Data memiliki peranan yang sangat penting dalam berbagai aspek kehidupan. Ketika memiliki dua jenis data, maka hal menarik yang diketahui dalah peluang kedua jenis data tersebut dapat terjadi secara serentak/bersamaan. Hal ini berarti bahwa perlu dikonstruksi distribusi bivariatnya, baik fungsi peluang maupun fungsi distribusi (fungsi peluang kumulatif). Dalam mengkonstruksi distribusi bivariat, diperlukan distribusi marginal dari masing-masing data serta perlu diketahui sifat kebergantungannya. Adanya informasi mengenai kebergantungan pada data akan mempengaruhi teknik yang digunakan dalam mengkonstruksi distribusi bivariatnya. Jika data memiliki kebergantungan, maka mengkonstruksi distribusi bivariatnya dapat menggunakan Copula. Copula merupakan salah satu alat popular yang digunakan untuk mengkonstruksi distribusi bivariat maupun multivariat dengan implikasi kebergantungan. Namun, ketika data berasal dari distribusi marginal diskrit maka mengkonstruksi distribusi bivariat Copula secara langsung akan menghasilkan Copula C yang tidak unik sesuai dengan teorema Sklar. Akibatnya, akan menghasilkan interprestasi yang tidak jelas, terutama pada sifat kebergantungannya. Oleh sebab itu, perlu adanya teknik tertentu dalam mengkonstruksi distribusi bivariat Copula pada data marginal diskrit. Idenya, dengan mengkontinukan distribusi marginalnya melalui transformasi jitters. Hasil transformasi jitters inilah yang kemudian digunakan untuk mengkonstruksi distribusi bivariat Copula. Distribusi bivariat Copula pada data jitters sama dengan distribusi bivariat pada data aslinya karena data jitters mampu mempresentasikan data aslinya. Adapun Copula yang digunakan adalah Copula Clayton. Semua proses mengkonstruksi distribusi bivariat Copula Clayton pada data marginal diskrit dengan implikasi kebergantungan akan diilustrasikan melalui data simulasi.
Analysis factors that affect participant interest in cattle farm business insurance in Indonesia Ikhsan Maulidi; Juanda Kelana Putra; Werry Febrianti; Vina Apriliani
Jurnal Ilmu-Ilmu Peternakan (Indonesian Journal of Animal Science) Vol 32, No 1 (2022): April 2022
Publisher : Faculty of Animal Science, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21776/ub.jiip.2022.032.01.06

Abstract

The Cattle Business Insurance Program is a protection cow yields program launched by the government to anticipate the risk of loss of farmer due to crop failure. The government started this program in 2015 by working together with an insurance company PT. Jasindo. This program is beneficial for farmer in Indonesia. Unfortunately, the impact of this program is still having a negligible effect on society because there is still a lack of attraction from the farmer to follow this insurance program. This research has a purpose in analyzing factors that caused the farmer’s interest, making them want to join this insurance. We use a structural equation model (SEM) of data that has been obtained to provide the method. Based on the results, we can conclude that the accuracy factor is a dominant factor that influences the farmer’s decision to join the AUTS program. This insurance has been beneficial in developing a better Cattle business insurance program in the future and motivates farmer to join this insurance. For insurance companies, this research has provided information for companies interested in opening similar and better insurance programs to increase the enthusiasm of local farmer and national cattle productions.
PENENTUAN HARGA OPSI DENGAN MODEL BLACK-SCHOLES MENGGUNALKAN METODE BEDA HINGGA FORWARD TIME CENTRAL SPACE Werry Febrianti
Journal of Fundamental Mathematics and Applications (JFMA) Vol 1, No 1 (2018)
Publisher : Diponegoro University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (317.39 KB) | DOI: 10.14710/jfma.v1i1.6

Abstract

Option can be defined as a contract between two sides/parties said party one and party two. Party one has the right to buy or sell of stock to party two. Party two can invest by observe the put option price or call option price on a time period in the option contract. Black-Scholes option solution using finite difference method based on forward time central space (FTCS) can be used as the reference for party two in the investment determining. Option price determining by using Black-Scholes was applied on Samsung stock (SSNLF) by using finite difference method FTCS. Daily data of Samsung stock in one year was processed to obtain the volatility of the stock. Then, the call option and put option are calculated by using FTCS method after discretization on the Black-Scholes model. The value of call option was obtained as $1.457695030014260 and the put option value was obtained as $1.476925604670225.
Penentuan Semua Akar Real Polinomial Secara Serentak Menggunakan Integrasi Metode Evolusi Diferensial-Cauchy-Niching Dan Newton Polishing Ainol Yaqin; Werry Febrianti
BULLET : Jurnal Multidisiplin Ilmu Vol. 5 No. 3 (2026): BULLET : Jurnal Multidisiplin Ilmu (INPRESS)
Publisher : CV. Multi Kreasi Media

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Determining all real roots of high-degree polynomials remains a challenge in numerical analysis, particularly when roots are adjacent or clustered. Conventional methods, such as Newton-Raphson, require precise initial guesses and tend to fail when roots are adjacent, often converging to only one dominant root. This study proposes an integration of three complementary methods for the simultaneous determination of all real roots of polynomials: (a) Cauchy Bound to automatically determine the search space, (b) Differential Evolution (DE) with a Niching mechanism for global exploration and simultaneous localization of all roots, and (c) Newton Polishing to enhance root accuracy. The Differential Evolution parameters employed are mutation factor F = 0.5 and crossover probability Cr = 0.9. The method was tested on three fifth-degree polynomials with distinct characteristics: large coefficients (P1), decimal coefficients (P2), and adjacent roots separated by 0.1 (P3). Simulation results demonstrate that the proposed method successfully identified all real roots of the three test polynomials in a single execution, without requiring multiple initial guesses. The average computation time was less than 5 seconds per polynomial. This integrated approach proves more effective than the conventional Newton-Raphson method, which requires initial guesses and remains prone to failure when roots are adjacent.