Claim Missing Document
Check
Articles

Found 38 Documents
Search

Pembentukan Portofolio Optimal dengan Model Markowtz dan Two-Fund Theorem pada Saham LQ-45 di Bursa Efek Indonesia Febriani Febriani; Media Rosha
Journal of Mathematics UNP Vol 5, No 4 (2020): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (391.544 KB) | DOI: 10.24036/unpjomath.v5i4.11095

Abstract

bstract — Inflation is an increase in the level prices continually. The impact of inflation can beovercome by investing capital or resources carried in an asset with the expectation of obtaining profits in the future which is called investment. Portfolio is a set of several assets to reduce of risk. One of the way to form an optimal portfolio is Markowitz Model using Two-Fund Theorem that can present a portfolio of the smallest risk according to investor preferences. The purpose of this research is to determine the composition of optimal portfolio and proportion of fund from each stock in optimal portfolio.This research used secondary which is consist of 42 samples in LQ-45 during February-July 2019. The result of analysis 42 samples there are 7 stock to form an optimal portfolio with the proportion of them. They are BBRI 43.91%, BRPT 24.08%, EXCL 14.75%, INTP 0.35%, JSMR 8.75%, MNCN 3.57%, WIKA 4.59%.Keywords — optimal portfolio, markowitz model, two-fund theorem.
Model Matematika Pengaruh Lingkungan Terhadap Penyebaran Homoseksual Afdhal Ahkrizal; Media Rosha
Journal of Mathematics UNP Vol 4, No 3 (2019): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (618.444 KB) | DOI: 10.24036/unpjomath.v4i3.7180

Abstract

Abstract— Homosexuals are the behaviors of sexual deviations that have occurred in many countries. This homosexual behavior occurs a lot due to negative environmental influences. In Indonesia, homosexual behavior has been caused due to poor social environment such as being too close to same-sex friends, often experiencing a breakup with friends opposite sex, etc. The purpose of the study was to find out the mathematical modelling form of environmental influences on homosexual deployments. This research is a basic study using theoretical methods that analyza theories relating to the influence of the environmental on the spread of homosexual. Based on the results of the reseach of mathematical models of environmental influences on the spread of homosexuals in the form of ordinary differential equation system and stability of the system on this model is asymtotic stable indicating in case of fixed point free from the influence of homsexual behavior. Keywords—Mathematical Model, Homosexual, Environmental Influences.
Model Matematika Penyebaran Penyakit Herpes Genital dengan Vaksinasi Aziza Masli; Media Rosha
Journal of Mathematics UNP Vol 5, No 3 (2020): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (356.162 KB) | DOI: 10.24036/unpjomath.v5i3.10588

Abstract

Abstract — Genital herpes is an infectious disease that can be transmitted and caused by Herpes Simplex Virus type 2 (HSV-2). According to WHO, genital herpes caused by HSV-2 is a global issue and it is estimated that 491 million people in the world are living with HSV-2 infection in 2016. Health observers are looking for solutions to the spread of genital herpes by developing prophylactic protection vaccines. In this research, a mathematical model of the spread of genital herpes with vaccination will be sought. The purpose of this study is to learn how to use vaccination against the spread of genital herpes. This study is a basic study using descriptive method. This method is done by analyzing theories relating to the problem. The study began by determining the variables, parameters, and assumptions that related to the spread of genital herpes with vaccination. The results of the analysis show that high rates of disease transmission can lead to diseas outbreak. In addition, increasing the precentage of successful vaccines can reduce the spread of genital herpes so that outbreaks not occur. Keywords — mathematics model, genital herpes, vaccination.
Analisis Risiko Investasi pada Portofoliodengan Value at Risk (VaR) Menggunakan Simulasi Monte Carlo Afra Moudi Luthfiyanti; Media Rosha
Journal of Mathematics UNP Vol 5, No 4 (2020): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (677.094 KB) | DOI: 10.24036/unpjomath.v5i4.11118

Abstract

Abstract— Investment is the placement of a number of funds at this time for the purpose to obtain a number of benefits in the future. In investing, Value at Risk is needed as a measurement tool that serves as a risk estimator that will occur. The method used to calculate VaR is the Monte Carlo Simulation method that performs simulations by generating random numbers. The data used in this study is secondary data, that is data on the closing price of Unilever and Telekomunikasi stock in the June 2019-November 2019 period. The data analysis technique used is calculate stock returns, conduct a normality test, simulate the return value using parameter estimation, estimate the maximum loss, calculate the VaR value and the average of VaR. Based on research result at a 95% confidence level, a period of one day and an initial investment fund is assumed ????????. ????. ????????????. ????????????. ???????????? it is possibility of losses amounted to ????????. ????????. ????????????. ????????????, ????????.Keywords— investment, Value at Risk (VaR), Monte Carlo simulation.
Mathematical Model of the Number of Smokers Influenced by Migration Factors with Quadratic Root Dynamics in Relapse Conditions Tria Agus Krisan; Media Rosha
Rangkiang Mathematics Journal Vol. 1 No. 1 (2022): Rangkiang Mathematics Journal
Publisher : Department of Mathematics, Universitas Negeri Padang (UNP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (637.091 KB) | DOI: 10.24036/rmj.v1i1.5

Abstract

Smoking is a habit that some people likes, but it causes health, economic, social, and environmental burdens not only for smokers but also for others. This study describes a mathematical model of the number of smokers which is influenced by the distribution factor of smokers using the dynamics of the square root in the relapse condition. The population was divided into three subpopulations, namely potential smokers, light smokers and heavy smokers. Based on the results of model analysis, it was found that one endemic equilibrium point of smokers was stable. Environmental influences make there always interactions between potential smokers and light smokers so that there are always smokers. The smaller the interaction between potential smokers and light smokers, the smaller the number of light smokers and heavy smokers.
Pengukuran Value At Risk (Var) Saham Perbankan Dalam Indeks IDX30 Dengan Metode Simulasi Historis wahdini wahdini; Media Rosha
Journal of Mathematics UNP Vol 6, No 4 (2021): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (706.04 KB) | DOI: 10.24036/unpjomath.v6i4.12282

Abstract

The problem of the investor is to determine assets for invested until gets profits and not losses. Calculate value the risk using the measurement Value at Risk. The method used Historical Simulation Method by ignoring the normality and time series. This research using secondary data,  closing price daily data  of the stock banking listed on the IDX30 index in the period August 2020 - July 2021. Calculate data analysis of the daily return of a stock, determine the confident level  and time period, estimate the maximum loss and calculate the value of the VaR of each stock. Based on the results of the research  when the range of confident  95%, the time series of one day and the initial investment is assumed to Rp.100.000.000 to six banking stocks that BBCA Rp. 2.189.429, BBNI Rp.3.176.740, BBRI Rp. 3.129.625, BBTN Rp. 3.939.326, BMRI Rp. 3.348.373 and BTPS  Rp.3. 953.960. 
Pengukuran Kinerja Portofolio Optimal Model Stochastic Dominance Pada Indeks LQ-45 Masa Pandemi Covid-19 Sintia Arzelina; Media Rosha
Journal of Mathematics UNP Vol 6, No 3 (2021): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (235.375 KB) | DOI: 10.24036/unpjomath.v6i3.11946

Abstract

Abstract- Investment is one aspect that is in the spotlight of investors during the outbreak of the Covid-19 pandemic. Investing cannot be separated from the words return and risk, to optimize the rate of return and minimize risk, a portfolio of Stochastic Dominance models can be formed. This study aims to form an optimal portfolio of the LQ-45 Index during the Covid-19 pandemic by applying the stochastic dominance model as well as measuring the optimal portfolio performance formed by three measurement methods, namely the Jensen Index, Treynor Index, and the Jensen Index. Based on the analysis conducted on 10 stocks, the LQ-45 Index produces 9 dominant stocks. The nine stocks and their proportions are INCO 17.587%, ERAA 14.286%, INKP 14.286%, SCMA 14.285%, TBIG 14.286%, ANTM 14.286%, PTPP 3.571%, TKIM 3.571%, and WIKA 3.571%. The expected return and risk generated by the portfolio formed are 0.1267134 and 0.00762, respectively. Performance measurement with the Sharpe Index, Treynor Index, and Jensen Index both produce positive performance, in other words the formed portfolio has a good performance.
Pemodelan Matematika SITRS Penyebaran Pengguna Narkoba dengan Treatment Fathiya Putri Dayustin; Media Rosha
Journal of Mathematics UNP Vol 6, No 3 (2021): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (947.357 KB) | DOI: 10.24036/unpjomath.v6i3.11945

Abstract

Abstract-Drugs are compounds that can affect the brain's functioning system. To slow the spread of drug users, which continues to rise, holistic treatment is used. The goal of this study was to determine the form of the SITRS mathematical model of drug user distribution by treatment and to interpret the results of the analysis of the SITRS mathematical model on drug user distribution by treatment. This is a fundamental or theoretical study. The human population is divided into four population groups in the development of a mathematical model: susceptible, infected, treatment, and removed. According to the model analysis, there are one equilibrium point free of drug users and one endemic equilibrium point with treatment for drug users. The stability analysis of the system resulted in a basic reproduction ratio of 0,1751824818 for the equilibrium point free and 4,61528461 for the endemic equilibrium point. Stability using eigenvalue criteria. The results obtained by each individual who becomes a drug user when receiving treatment on a regular basis can help to reduce the spread of drug users.