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Journal : E-Jurnal Matematika

PERAMALAN KUNJUNGAN WISATAWAN MANCANEGARA KE PROVINSI BALI MENGGUNAKAN METODE ARTIFICIAL NEURAL NETWORK I KETUT RESTU WIRANATA; G.K. GANDHIADI; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 9 No 4 (2020)
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.2020.v09.i04.p301

Abstract

Bali has an increasing tourism potential. This is evidenced by the increasing number of foreign tourist visits to Bali Province each year. Although Bali's tourism trends have continued to increase over the past few years, efforts to improve the quality of Bali tourism need to be made. One way is to do forecasting. To support improvement efforts in Bali's tourism sector, the author created a forecasting system for foreign tourists to Bali province using artificial neural network methods with back propagation algorithms. Artificial Neural Networks with back propagation algorithms are neural network algorithms by finding optimal weight values. The forecast results using the binary sigmoid activation function were obtained by 489,862 foreign tourists in November 2019 with MAPE at 1.62% and 487,342 foreign tourists in December 2019 with MAPE of 11.78%. The forecast results using the bipolar sigmoid activation function were obtained by 493,200 foreign tourists in November 2019 with MAPE of 0.95% and 484,090 foreign tourists in December 2019 with MAPE of 12.37%.
PERBANDINGAN PROFIT TESTING MODEL DETERMINISTIK DAN STOKASTIK PADA ASURANSI UNIT LINK VALERIA TRISNA YUNITA; I NYOMAN WIDANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 2 (2018)
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.2018.v07.i02.p203

Abstract

Profit testing is a method to find out the potential loss or gain of unit link life insurance product. Unit-link life insurance is a combination of life insurance and investment. The aim of this research was to determine the potential benefits or losses of unit-linked life insurance products using a deterministic model and stochastic model. The calculation result using these model for a policy issued to a life aged 35, 45, and 55 and the benefit is paid till age 99 showed that the profit which insurer can claim only for insurance issued to a life age 25 years old.
PERAMALAN PERSEDIAAN INFUS MENGGUNAKAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) PADA RUMAH SAKIT UMUM PUSAT SANGLAH I PUTU YUDI PRABHADIKA; NI KETUT TARI TASTRAWATI; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 2 (2018)
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.2018.v07.i02.p194

Abstract

Infusion supplies are an important thing that must be considered by the hospital in meeting the needs of patients. This study aims to predict the need for infusion of 0.9% 500 ml of NaCl and 5% 500 ml glucose infusion at Sanglah General Hospital (RSUP) Sanglah so that the hospital can estimate the many infusions needed for the next six months. The forecasting method used in this research is the autoregressive integrated moving average (ARIMA) time series method. The results of this study indicate the need for infusion at Sanglah Hospital as many as 154,831 units for infusion of 0.9% NaCl 500 ml and 8,249 units for 5% 500 ml Glucose infusion.
PENERAPAN FUZZY MULTIPLE ATTRIBUTE DECISION MAKING DALAM PEMILIHAN TEMPAT INDEKOS I NYOMAN DICKY WIJAYA; G.K. GANDHIADI; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 11 No 1 (2022)
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.2022.v11.i01.p357

Abstract

Boarding house is an alternative choice for students to fulfill their need for a place to live. The variety of boarding houses, along with their respective advantages and disadvantages, becomes a challenge for students in determining the boarding house that suits their desires and needs. An in-depth evaluation is needed by comparing boarding houses based on certain criteria. In this study will be known the best boarding house based on four assessment criteria, price, facility, location, and room area. This research was conducted in Mathematics Department, Udayana University, using the combination of Fuzzy Analytic Hierarchy Process (FAHP) and Simple Additive Weighting (SAW) method. Sample in this study amounted to 118 respondents, with purposive sampling was the sampling technique. FAHP method is used to obtain the weight of each criterion, with the use of triangular fuzzy numbers for pairwise comparison scale of FAHP, and the use of the extent analysis method for the synthetic extent value of the pairwise comparison. SAW method is used for the ranking process of 75 boarding houses alternative. The result showed that the weight of each criterion being 32% (price), 23% (facility), 40% (location), and 5% (room area), obtained A46 as the best boarding houses with a percentage gain value of 71%.
PERBANDINGAN KEEFISIENAN METODE NEWTON-RAPHSON, METODE SECANT, DAN METODE BISECTION DALAM MENGESTIMASI IMPLIED VOLATILITIES SAHAM IDA AYU EGA RAHAYUNI; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 5 No 1 (2016)
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.2016.v05.i01.p113

Abstract

Black-Scholes model suggests that volatility is constant or fixed during the life time of the option certainly known. However, this does not fit with what happen in the real market. Therefore, the volatility has to be estimated. Implied Volatility is the etimated volatility from a market mechanism that is considered as a reasonable way to assess the volatility's value. This study was aimed to compare the Newton-Raphson, Secant, and Bisection method, in estimating the stock volatility value of PT Telkom Indonesia Tbk (TLK). It found that the three methods have the same Implied Volatilities, where Newton-Raphson method gained roots more rapidly than the two others, and it has the smallest relative error greater than Secant and Bisection methods.
PENERAPAN REGRESI COX PROPORTIONAL HAZARD UNTUK MENDUGA FAKTOR-FAKTOR YANG MEMENGARUHI LAMA MENCARI KERJA I GEDE ARI SUDANA; NI LUH PUTU SUCIPTAWATI; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 2 No 3 (2013)
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.2013.v02.i03.p041

Abstract

Survival analysis is a statistical method that accommodates the collection of censored data. One of popular method in survival analysis is the Cox Proportional Hazard Regression. The Cox Proportional Hazard Regression can be used to see old looking for work where data may contain censored data. This article aims investigate the characteristics of job seekers and the variables that affect old looking for work. To establish the best model using Stepwise Selection method. Prior to that the assumption of Cox Proportional Hazards Regression is tested using log minus log curve. The results obtained from Cox Proportional Hazards Regression model is as follows  
PENENTUAN HARGA PREMI ASURANSI UNIT LINK DENGAN GARANSI MINIMUM NI LUH PUTU RATNA DEWI; I NYOMAN WIDANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 8 No 3 (2019)
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.2019.v08.i03.p249

Abstract

The goal of this research is to determine the pricing of unit-linked insurance after attaching the minimum guarantees, which are guaranteed minimum maturity benefit (GMMB) and guaranteed minimum death benefit (GMDB) using the Black-Scholes-Merton Method. Before the new price is determined, the previous steps are find the value of and for GMMB or and for GMDB. The result of pricing on the cases in this research, resulted if the new price included GMMB with the interest rate 6% and management expenses 0% and 2% are changed from Rp 21.000.000,00 become Rp 21.003.000,00 and Rp 21.031.000,00. On the other hand, the new price for interest rates 14% and 20% with both management expenses are constant. Furthermore, the new price included GMDB with management expense 0% and 2% also interest rates 6%, 14%, and 20% in succession are changed from Rp 21.000.000,00 become Rp 25.132.000,00; Rp 21.031.000,00; Rp 21.002.000,00; Rp 44.521.000,00; Rp 44.520.000,00 and Rp 44.520.000,00.
PERHITUNGAN VALUE AT RISK DENGAN PENDUGA VOLATILITAS STOKASTIK HESTON DESAK PUTU DEVI DAMIYANTI; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 4 (2018)
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.2018.v07.i04.p220

Abstract

Value at risk is a method that measures financial risk of an security or portfolio. The aims of the research is to find out the value at risk of an exchange rate using the Heston stochastic volatility model. Heston model is a strochastic volatility model that assumes that volatility of the security follow stochastic process and consider the mean reversion. Based on simulation results, the value of volatility using Heston volatility estimastor is 0.2887, and the value of Heston VaR with 95 percent confident level is 0.0297. Based on result of backtesting, there are 48 violations obtained VaR using Heston model, while historical VaR there are 2 violations. Thus, VaR using Heston model is more strict in estimating risk.
MENYELESAIKAN VEHICLE ROUTING PROBLEM MENGGUNAKAN ALGORITMA FUZZY EVOLUSI I PUTU ARYA YOGA SUMADI; I PUTU EKA NILA KENCANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 3 (2018)
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.2018.v07.i03.p211

Abstract

The purpose of this research is to know the performance of Fuzzy Evolutionary Algorithm in solving one type of Vehicle Routing Problem that is Capacitated Vehicle Routing Problem (CVRP). There are 8 different CVRP data to be solved. The performance of the algorithm can be determined by comparing the value obtained by AFE with the optimal value of the data. The result of this research is fuzzy evolution algorithm yields the best average relative error from all data for distance that is equal to 69,5855% and for minimum vehicle equal to 26%.
PENGGUNAAN METODE PROJECTED UNIT CREDIT DAN AGGREGATE COST PADA ASURANSI PENSIUN NORMAL SARAH VERONICA HUTABALIAN; I NYOMAN WIDANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 10 No 4 (2021)
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.2021.v10.i04.p344

Abstract

Employees can be referred to as company assets because they play an important role in the progress and decline of a company. So the company can protect the welfare of employees when their age can no longer be productive, one of which is to include employees in pension fund insurance. This study aims to calculate and compare the normal contributions that participants must pay using the methods Projected Unit Credit and Aggregate Cost. The calculation of normal contributions using the method Projected Unit Credit uses the present value of the pension benefits divided by the length of service. The Method Aggregate Cost uses the present value of the pension benefits minus the accumulated funds and divided by the term annuity. The result of this research is that the normal contribution amount using the method Projected Unit Credit is lower in the payments in the first years than using the method Aggregate Cost. The Method contribution Projected Unit Credit increases significantly as the length of service period and the method Aggregate Cost increases slowly but increases sharply as the retirement age approaches.
Co-Authors AA Sudharmawan, AA Ananda*, Gusti Ayu Rica ANGGIE EZRA JULIANDA HUTAPEA COKORDA BAGUS YUDISTIRA DESAK PUTU DEVI DAMIYANTI Desak Putu Eka Nilakusmawati Eka N. Kencana EKA N. KENCANA FEBBY VERENNIKA FITRI ANANDA DITA SARASWITA G. K. GANDHIADI GEDE AGUS HENDRA YOGANGGA Gusti Ayu Rica Ananda* I GEDE ARI SUDANA I GEDE ARYA DUTA PRATAMA I GEDE DICKY ARYA BRAMANTA I GEDE HARDI KARMANA I Gede Santi Astawa I GN Lanang Wijayakususma I GUSTI PUTU NGURAH MAHAYOGA I KADEK MENTIK YUSMANTARA I KADEK SONA DWIGUNA I KETUT RESTU WIRANATA I MADE DWI UDAYANA PUTRA I NYOMAN DICKY WIJAYA I Nyoman Widana I PUTU AGUS DARMAWAN DARMA YADNYA I PUTU ARYA YOGA SUMADI I Putu Eka Nila Kencana I PUTU YUDI PRABHADIKA I Wayan Sumarjaya I WAYAN YOGA ASTAWA IDA AYU EGA RAHAYUNI Ida Ayu Putu Ari Utari ISTIQOMAH ISTIQOMAH Jocelynne, Charlotte KADEK INTAN SARI Kartika Sari Ketut Jayanegara Komang Dharmawan KOMANG WAHYUDI SUARDIKA LIA APRIYANI MADE ADI GUNAWAN MADE ASIH Made Susilawati Mahardika, Putu Harry MOH. HERI SETIAWAN NABILA NUR JANNAH Ngurah Agus Sanjaya ER NI KADEK DESI PUJA ANTARI Ni Kadek Emik Sapitri NI KADEK MAYULIANA Ni Ketut Tari Tastrawati NI KOMANG AYU SEDANA DEWI NI LUH GEDE SHINDYA ARMITA NI LUH PUTU RATNA DEWI Ni Luh Putu Suciptawati PANDE GDE DONY GUMILAR PRADITA Z. TRIWULANDARI Putri Cahyaning Putu Harry Mahardika Putu Harry Mahardika PUTU IKA OKTIYARI LAKSMI PUTU SAVITRI DEVI RISKA YUNITA SANI SAEFULOH SARAH VERONICA HUTABALIAN SAYID QOSIM Surma, Odilia Gratiaplena Susanti Marito Barus TIRA CATUR ROSALIA Tjokorda Bagus Oka TRI YANA BHUANA VALERIA TRISNA YUNITA WAYAN ARTHINI Wijayakusuma, I Gusti Ngurah Lanang Wijayakususma, I GN Lanang