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PENENTUAN HARGA OPSI BELI ATAS SAHAM PT. ANTAM (PERSERO) MENGGUNAKAN MODEL BINOMIAL FUZZY Agung Prabowo; Zulfatul Mukarromah; Lisnawati Lisnawati; Pramono Sidi
Jurnal Matematika Sains dan Teknologi Vol. 19 No. 1 (2018)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (897.882 KB) | DOI: 10.33830/jmst.v19i1.124.2018

Abstract

Option is a financial instrument where price depends on the underlying stock price. The pricing of options, both selling options and purchase options, may use the CRR (Cox-Ross-Rubinstein) binomial model. Only two possible parameters were used that is u if the stock price rises and d when the stock price down. One of the elements that determine option prices is volatility. In the binomial model CRR volatility is constant. In fact, the financial market price of stocks fluctuates so that volatility also fluctuates. This article discusses volatility of fluctuating stock price movements by modeling it using binomial fuzzy with triangular curve representation. The analysis is carried out in relation to the existence of three interpretations of the triangular curve representation resulting in different degrees of membership. In addition to volatility, this study added the size or risk level ρ. As an illustration, this study used stock price movement data from PT. Antam (Persero) from August 2015 until July 2016. The results of one period obtained from the purchase price option for August 2016 with the largest volatility, medium and smallest respectively were Rp.143,43, Rp.95,49, and Rp.79,00. There was calculated at the risk level of ρ = 90%. The degree of membership for each option price varies depending on the interpretation of the triangle curve representation. Opsi merupakan instrumen keuangan yang harganya tergantung pada harga saham yang mendasarinya. Penentuan harga opsi, baik opsi jual maupun opsi beli dapat menggunakan model binomial CRR (Cox-Ross-Rubinstein). Dalam model ini hanya dimungkinkan adanya dua parameter yaitu u apabila harga saham naik dan d pada saat harga saham turun. Salah satu unsur yang menentukan harga opsi adalah volatilitas. Dalam model binomial CRR digunakan volatilitas yang bersifat konstan. Padahal, pada pasar keuangan pergerakan harga saham mengalami fluktuasi sehingga volatilitas juga menjadi fluktuatif. Artikel ini membahas volatilitas pergerakan harga saham yang fluktuatif dengan memodelkannya menggunakan binomial fuzzy dengan representasi kurva segitiga. Analisis dilakukan terkait dengan adanya tiga interpretasi terhadap representasi kurva segitiga tersebut yang menghasilkan derajat keanggotaan yang berbeda. Selain volatilitas, dalam penelitian ini ditambahkan ukuran atau tingkat risiko ρ. Sebagai ilustrasi, digunakan data pergerakan harga saham PT. Antam (Persero) dari Agustus 2015 hingga Juli 2016. Hasil penelitian dengan perhitungan satu periode diperoleh hasil harga opsi beli untuk bulan Agustus 2016 dengan volatilitas terbesar, menengah, dan terkecil masing-masing adalah Rp.143,43, Rp.95,49, dan Rp.79,00 yang dihitung pada tingkat risiko ρ = 90%. Derajat keanggotaan untuk masing-masing harga opsi berbeda-beda tergantung pada interpretasi dari representasi kurva segitiga.
MODEL MATEMATIKA UNTUK MENENTUKAN NAMA HARI PADA SIKLUS TUJUH, LIMA DAN TIGAPULUH LIMA HARI PADA KALENDER GREGORIAN DI INDONESIA Agung Prabowo; Sukono; Mustafa Mamat
Jurnal Matematika Sains dan Teknologi Vol. 22 No. 2 (2021)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33830/jmst.v22i2.1519.2021

Abstract

In the Javanese calendar (Anno Javanica) there are two types of day names, namely saptawara and pancawara. Pancawara is a five-day cycle (Legi, Paing, Pon, Wage and Kliwon). Saptawara is a seven day cycle, like the weekly cycle on the Gregorian Calendar (Monday, Tuesday, Wednesday, Thursday, Friday, Saturday and Sunday). The Gregorian calendar does not recognize the pancawara cycle. However, the use of the Gregorian Calendar in Indonesia combines a seven-day cycle with a five-day cycle so that there are names for Monday-Legi, Tuesday-Paing and so on. The result is a 35-day combination called selapanan. With the literature review method, a mathematical model will be built to determine the names of saptawara, pancawara and selapanan days for certain dates on the Gregorian calendar. Furthermore, these mathematical models will be called the saptawara model (four models), the pancawara and the selapanan model (two models respectively).
Bilangan Fibonacci dalam Perkembangbiakan Lebah Madu Agung Prabowo
Jurnal Equation: Teori dan Penelitian Pendidikan Matematika Vol 5, No 1 (2022)
Publisher : IAIN BENGKULU

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29300/equation.v5i1.5442

Abstract

Barisan Bilangan Fibonacci dapat digunakan untuk menganalisis pertumbuhan populasi, termasuk populasi kelinci dan lebah madu. Pada penelitian ini, Barisan Bilangan Fibonacci dimodelkan dengan perspektif dinamika populasi yang direpresentasikan sbagai jumlah lebah madu pada setiap generasi. Tujuan dari penelitian ini adalah untuk mengnalisis perkembangbiakan lebah madu dan menemukan keteraturan pola matematis di dalam perkembanga tersebut. Metode penelitian yang digunakan adalah studi pustaka dengan mempelajari beberapa buku dan artikel yang berkaitan dengan tujuan penelitian. Hasil penelitian menunjukkan bahwa total banyaknya lebah pada setiap generasi berturut-turut adalah 1, 1, 2, 3, 5, 8, .... yang merupakan Barisan Bilangan Fibonacci (BBF). Jumlah lebah betina lebih banyak dibanding lebah jantan dengan rasio keduanya menghasilkan Nisbah Emas.
On Generalization of Fibonacci, Lucas and Mulatu Numbers Agung Prabowo
International Journal of Quantitative Research and Modeling Vol 1, No 3 (2020)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (362.037 KB) | DOI: 10.46336/ijqrm.v1i3.65

Abstract

Fibonacci numbers, Lucas numbers and Mulatu numbers are built in the same method. The three numbers differ in the first term, while the second term is entirely the same. The next terms are the sum of two successive terms. In this article, generalizations of Fibonacci, Lucas and Mulatu (GFLM) numbers are built which are generalizations of the three types of numbers. The Binet formula is then built for the GFLM numbers, and determines the golden ratio, silver ratio and Bronze ratio of the GFLM numbers. This article also presents generalizations of these three types of ratios, called Metallic ratios. In the last part we state the Metallic ratio in the form of continued fraction and nested radicals.
Hasil bagi dari jumlahan sepuluh bilangan Fibonacci yang berturutan oleh 11 adalah bilangan Fibonacci ketujuh Glenn Brillian Putra Herman Fernando; Agung Prabowo
JUMLAHKU: Jurnal Matematika Ilmiah STKIP Muhammadiyah Kuningan Vol 5 No 2 (2019): Edisi Vol. 5 No. 2 Nopember
Publisher : Program Studi Pendidikan Matematika STKIP Muhammadiyah Kuningan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33222/jumlahku.v5i2.735

Abstract

Tujuan penelitian ini adalah membuktikan bahwa penjumlahan sepuluh bilangan Fibonacci yang berturutan apabila dibagi 11 hasilnya adalah bilangan Fibonacci ketujuh dalam susunan bilangan tersebut. Metode penelitian yang digunakan adalah studi literatur. Pembuktian dilakukan dengan Prinsip Induksi Matematika. Hasil penelitian mendapatkan teorema baru bahwa hasil bagi atas jumlahan sepuluh bilangan Fibonacci yang berturutan oleh 11 adalah bilangan Fibonacci yang ketujuh dalam susunan bilangan tersebut.
The Role of the School in Developing Student Development Tasks Jumadil Saputra; Agung Prabowo
International Journal of Ethno-Sciences and Education Research Vol 1, No 4 (2021)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (520.659 KB) | DOI: 10.46336/ijeer.v1i4.244

Abstract

The development of student life is the responsibility of the parents who gave birth to it. If we empathize and can live the dynamics of a student's psychic life, we as adults will regret having treated a child or student incorrectly. This shows that we need to know about the world of children or students both at home and at school. So that we know how necessary parents, teachers, and anyone who is engaged in the field of education understand the stages and tasks of child or student development. In this study only focused on the role of educators and teachers for student development. The purpose of this paper discusses the school efforts to achieve student development into a better person. The method used in this research is literature studies with a focus on student development. The results show the role of the school is very important for the development of students to face the world of work in the future. The explanation presented in this paper, still seems to be dominated by the opinions or findings of experts from the West. Therefore, for further research, it is necessary to conduct a more comprehensive study, both textually and contextually.
CADANGAN ZILLMER DENGAN DISTRIBUSI PARETO DAN TINGKAT BUNGA COX-INGERSOLL-ROSS Hasriati; Ihda Hasbiyati; Audia Kirana; Agung Prabowo
Jurnal Matematika Sains dan Teknologi Vol. 23 No. 2 (2022)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33830/jmst.v23i2.3541.2022

Abstract

This article discusses Zillmer's reserves for endowment life insurance. Zillmer reserves are a type of modification of premium reserves which are calculated using prospective reserves and the Zillmer rate. In Zillmer reserves, loading which is the difference between gross premium and net premium in the first policy year is greater than standard loading, so the purpose of this research is to find a way to make the loading smaller. To achieve this goal, this article uses the Pareto distribution and the Cox-Ingersoll-Ross (CIR) interest rate model. Based on the illustration, even though in the first policy year there was still a negative loading, however, Zillmer's reserves have been increasing from time to time since the second policy year.
Beginning of Fasting Based on the Javanese Aboge and Asapon Calendars Agung Prabowo; Diah Paramita Amitarwati; Sukono Sukono
International Journal of Ethno-Sciences and Education Research Vol 2, No 4 (2022)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v2i4.386

Abstract

The Javanese calendar has been in use since July 8, 1633 AD, during the time of Sultan Agung. In the Javanese calendar, there is a cycle called kurup. Aboge is one of the kurup in the Javanese calendar, the third kurup after Awahgi and Amiswon. Currently, the Javanese calendar has reached the fourth circle, namely Asapon. Even though it is kurup, Aboge is special because Aboge is seen as a religious sect. Regarding determining the beginning of fasting and other religious holidays, Aboge has its own method based on the Javanese-Aboge Calendar, better known as the Aboge Calendar. This research was made to explain the inconsistency in determining the start of fasting calculated by the Aboge and Asapon calendars, compared to government regulations. The research method is a literature study and a case study surveying government regulation regarding the beginning of fasting and Eid al-Fitr. The study results show that both the Aboge Calendar and the Asapon Calendar are not appropriate when used as a guide for determining the implementation of religious holidays. 
Improving Students' Learning Achievement Through Cooperative Learning and Padlet Application in Class XI MIPA 3 Nita Rulianah; Agung Prabowo; Sukono Sukono
International Journal of Ethno-Sciences and Education Research Vol 2, No 4 (2022)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v2i4.355

Abstract

Chemistry learning is still less active which can be seen t students tend to be passive and less enthusiastic in learning. Students participate in learning activities with less enthusiasm and tend to wait for explanations from the teacher. One of the solutions used to overcome this is the cooperative learning model and the use of padlet application media. The purpose of this study was to find out the application of cooperative learning and padlet application media in class XI MIPA 3. The research sample was students in class XI MIPA 3 SMA N 1 Mirit, Kebumen consisting of 36 students. The research was conducted in 3 meetings. This type of research is quantitative research using descriptive analysis. Screening data through pretest and posttest value data. The results showed that learning using cooperative learning and padlet applications increased 30.94% of student achievement in class XI MIPA 3 SMA N 1 Mirit.
PENENTUAN JUMLAH POPULASI DAN TOTAL LIFETIME MENGGUNAKAN INTEGRAL GANDA, DIAGRAM LEXIS DAN METODE GRACE-NESBITT Agung Prabowo; Silfina Nihayatul Islamiyyah; Zalfa Diba Adzkia; Ratri Maharsi; Annisa Wulansari
VARIANCE: Journal of Statistics and Its Applications Vol 4 No 2 (2022): VARIANCE: Journal of Statistics and Its Applications
Publisher : Statistics Study Programme, Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Pattimura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/variancevol4iss2page99-116

Abstract

The stationary population is population growth in a constant state which shows the number of births and deaths in balance. In this population, the number of young people is equal to that of adults. For a more in-depth analysis and to build a theoretical basis for the analysis of the stationary population model, assumptions are added such as the probability of each birth in a period a year is the same and the mortality profile in the Life Table is also valid. This can also be done by calculating the total lifetime, which is the sum of the total future lifetimes that will still be lived by individuals plus the number of lifetimes that have been lived by a number of individuals. To calculate the total lifetime, multiple integrals and lexis diagrams can be used. Therefore, in this study, an example of the use of multiple integrals and lexis diagrams will be described to determine the total lifetime. By using a literature study method, namely the method of obtaining data from the results of reading and studying and processing the data obtained. To determine the total lifetime can be done using multiple integrals and lexis diagrams through manual calculations. By using multiple integrals and lexis diagrams, both methods get the same results.