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All Journal Jurnal Matematika Jurnal Ilmu Komputer Buletin Udayana Mengabdi E-Jurnal Matematika AdMathEdu : Jurnal Ilmiah Pendidikan Matematika, Ilmu Matematika dan Matematika Terapan PYTHAGORAS: Jurnal Program Studi Pendidikan Matematika JOURNAL OF APPLIED INFORMATICS AND COMPUTING Jurnal WIDYA LAKSMI (Jurnal Pengabdian Kepada Masyarakat) JIM: Jurnal Ilmiah Mahasiswa Pendidikan Sejarah International Journal of Applied Mathematics and Computing.
LUH PUTU IDA HARINI
Program Studi Matematika, FMIPA, Universitas Udayana
Humanities Computer Science & IT Education Languange, Linguistic, Communication & Media Library & Information Science Mathematics Social Sciences Other

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Journal : E-Jurnal Matematika

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ANALISIS PENJADWALAN PRODUKSI MENGGUNAKAN METODE CAMPBELL DUDEK SMITH DAN DANNENBRING DALAM MEMINIMUMKAN TOTAL WAKTU PRODUKSI BERAS NI KADEK DESI PUJA ANTARI; LUH PUTU IDA HARINI; NI KETUT TARI TASTRAWATI
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.p345

Abstract

The increasing needs for basic materials has resulted in an increased production process of basic materials in a company. CV. Puspa is a manufacturing company engaged in the production of rice, on the production process, CV. Puspa often has a buildup of work so that it requires an alternative production scheduling optimally. This research was conducted to minimize the total time of completion using the Campbell Dudek Smith and Dannenbring method in determining efficient production scheduling. Based on the scheduling sequence obtained, the calculation results of the total completion time using the Campbell Dudek Smith method are less than or equal to the results of calculation using the Dannenbring method. So the Campbell Dudek Smith method is more efficient than the Dannenbring method to be applied to CV. Puspa.
MENENTUKAN PORTOFOLIO OPTIMAL PADA PASAR SAHAM YANG BERGERAK DENGAN MODEL GERAK BROWN GEOMETRI MULTIDIMENSI RISKA YUNITA; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 4 No 3 (2015)
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.2015.v04.i03.p100

Abstract

Model of stock price movements that follow stochastic process can be formulated in Stochastic Diferential Equation (SDE). The exact solution of SDE model is called Geometric Brownian Motion (GBM) model. Determination the optimal portfolio of three asset that follows Multidimensional GBM model is to be carried out in this research.Multidimensional GBM model represents stock price in the future is affected by three parameter, there are expectation of stock return, risk stock, and correlation between stock return. Therefore, theory of portfolio Markowitz is used on formation of optimal portfolio. Portfolio Markowitz formulates three of same parameter that is calculated on Multidimensional GBM model. The result of this research are optimal portfolio reaches with the proportion of fund are 39,38% for stock BBCA, 59,82% for stock ICBP, and 0,80% for stock INTP. This proportion of fund represents value of parameters that is calculated on modelling stock price.
PREDIKSI INFLOW DAN OUTFLOW UANG KARTAL DI PROVINSI BALI DENGAN METODE NEURO-FUZZY I KADEK MENTIK YUSMANTARA; G.K. GANDHIADI; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 10 No 3 (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.i03.p336

Abstract

In this paper, we present a novel approach to data-driven neuro-fuzzy modeling, which aims to create accurate monthly inflow and outflow forecast of money (M0) in Bali Province. The data is monthly time series included some religious ceremony identification variables and a monthly dummy variable from January 2011 to March 2019. Well known, Bali Province has unique cultures, the only one province which Hinduism majority religion in Indonesia, and listed as top tourism destination in the world. The neuro-fuzzy models were created using ANFIS architecture and sliding window time series analysis, then simulated using walk forward validation, interpreted using MAPE, and NRMSE. Based on the simulation of the last 24 months, the model of inflow obtained MAPE 23.33% (worth considering) and NRMSE 18.68% (accurate). Meanwhile, the model of outflow obtained MAPE 19.24% (accurate) and NRMSE 8.71% (very accurate). These models and their pieces of information could assist the central bank in Bali Province to prepare cash for money (M0) outflow and managed technic for counting money (M0) inflow.
ESTIMASI VALUE AT RISK PORTOFOLIO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN PEMBANGKIT BILANGAN ACAK HALTON PUTU SAVITRI DEVI; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 11 No 2 (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.i02.p371

Abstract

Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence. The purpose of this study is to estimate the risk of a portfolio represented as a VaR where the volatilities were simulated by th the Monte Carlo and Quasi Monte Carlo methods. The Monte Carlo method involves generating random numbers and the Quasi Monte Carlo method uses Halton's quasi-random sequences. This study uses secondary data, namely daily stock price closing data. Based on the calculation, the VaR of the Quasi Monte Carlo Portfolio produces a maximum loss greater than that of the Monte Carlo Portfolio. This is due to randomization performed with different random number generators for each method and the number of simulations performed. It can be concluded that the Quasi Monte Carlo method is a better method than the Monte Carlo method in estimating the risk of portfolio losses in stocks in the telecommunications sector.
IMPLEMENTASI FUZZY C-MEAN DAN ALGORITMA PARTICLE SWARM OPTIMIZATION UNTUK CLUSTERING KABUPATEN/KOTA DI INDONESIA BERDASARKAN INDIKATOR INDEKS PEMBANGUNAN MANUSIA I KADEK SONA DWIGUNA; G.K. GANDHIADI; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 11 No 3 (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.i03.p380

Abstract

This research is aimed to determine conduct clustering in accordance with the conditions of districts / cities throughout Indonesia based on the IPM indicator and to determine the performance comparison of Fuzzy C-Means using particle swarm optimization compared to ordinary fuzzy c mean. The study uses 514 district / city data in Indonesia based on four IPM indicators. The research show 4 clusters that describe the condition of the Indonesian region and based on the results of cluster validation shows that there are differences in the ordinary Fuzzy C-Means mean algorithm and Fuzzy C-Means using particle swarm optimization.
PENGGUNAAN SIMULASI MONTE CARLO DALAM ESTIMASI VALUE AT RISK (VaR) PORTOFOLIO YANG DIBENTUK DARI INDEKS HARGA SAHAM MULTINASIONAL NABILA NUR JANNAH; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 11 No 3 (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.i03.p381

Abstract

Investment is buying an asset that is expected in the future can be resold and get a high profit value. There are two factors that must be considered when you want to invest in stocks, namely the rate of return on stocks and risk factors. By forming a portfolio is expected to minimize a risk. Value at Risk (VaR) is a form of measurement of risk when making investments. In this study VaR will be calculated using the Monte Carlo Simulation method and the Historical method. This study aims to find out var portfolio estimates involving JCI and DJIA stock indices from two different countries as well as to find out the differences between VaR using Historical and VaR using Monte Carlo Simulations. From the stock index data obtained further determined the value of the parameters, namely the expected return and standard deviation values used to calculate the value of the VaR Portfolio, while the confidence increase used in this study was 99% and with a period of 1 or the next day. Based on the results of the VaR value study using the Monte Carlo Simulation method and the Historical method, the Historical method obtained results of 3,650,506 and 1,029,103. The results showed that VaR values using the Monte Carlo Simulation method got greater results than using the Historical method, because the Monte Carlo Simulation performed repeated iterations by including random number generators.
MODEL MATEMATIKA SIR PADA PENYEBARAN PENYAKIT COVID-19 DENGAN EFEKTIVITAS VAKSIN NI LUH GEDE SHINDYA ARMITA; LUH PUTU IDA HARINI; IDA AYU PUTU ARI UTARI
E-Jurnal Matematika Vol 13 No 1 (2024)
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.2024.v13.i01.p439

Abstract

Corona Virus Disease (COVID-19) is one of the disease outbreaks that has spread throughout the world since the end of 2019. This disease causes infected individuals to experience infections in the respiratory tract with a fairly high risk. One branch of mathematics that can help overcome this case is the formation of mathematical models. The model formed is the SIR model basically describes the spread of disease in the Susceptible (S), Infected (I), Recovered (R) classes, but in this study the Infected (I) class was classified into two and added parameters to decrease vaccine effectiveness. The former model is then used to find a solution in the form of a disease-free equilibrium point, where the point will be used to form a basic reproduction number. To prove that the equilibrium point found to be stable, a stability analysis will be carried out and in the model that has been formed it is found that the disease-free equilibrium point is locally asymptotic stable with the condition that. After analysis, it was found that the rate of decline in vaccine effectiveness was quite influential on the class of infection .
ANALISIS PORTOFOLIO OPTIMAL PADA INVESTASI LOGAM MULIA EMAS MENGGUNAKAN METODE MEAN ABSOLUTE DEVIATION (MAD) DENGAN ESTIMASI PARAMETER GARCH(1,1) FEBBY VERENNIKA; KOMANG DHARMAWAN; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 13 No 2 (2024)
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.2024.v13.i02.p454

Abstract

This study aims to analyze the optimal portfolio in gold precious metal investments using the Mean Absolute Deviation (MAD) method combined with the GARCH(1,1) parameter estimation. The MAD method was chosen for its ability to measure portfolio risk more stably and simply compared to other methods like Mean-Variance. Meanwhile, the GARCH(1,1) model is used to estimate the volatility of gold prices, which are often influenced by global economic and geopolitical uncertainties. The data used in this study include daily stock prices of gold companies from January 2017 to June 2021. The analysis results show that the combination of the MAD method and GARCH(1,1) can provide a more comprehensive view of forming an optimal portfolio that maximizes returns and minimizes risks for gold investors. Based on the calculations, the optimal portfolio with the best performance was identified using the Sharpe, Treynor, and Jensen indices, which indicate the superiority of the first portfolio in terms of return and risk.
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