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All Journal Media Statistika MATEMATIKA Jurnal Gaussian Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) (JRAMB) Jurnal Riset Akuntansi Mercu Buana International Journal of Data Science, Engineering, and Analytics (IJDASEA) Prosiding Seminar Nasional Unimus
Di Asih I Maruddani
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Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Health Professions Mathematics Nursing Public Health Other

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CREDIT SPREADS PADA REDUCED-FORM MODEL Di Asih I Maruddani; Dedi Rosadi; Gunardi Gunardi; Abdurakhman Abdurakhman
MEDIA STATISTIKA Vol 4, No 1 (2011): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (319.946 KB) | DOI: 10.14710/medstat.4.1.57-63

Abstract

There are two primary types of models in the literature that attempt to describe default processes for debt obligations and other defaultable financial instruments, usually referred to as structural and reduced-form (or intensity) models. Structural models use the evolution of firms’ structural variables, such as asset and debt values, to determine the time of default. Reduced form models do not consider the relation between default and firm value in an explicit manner. Reduced form models assume that the modeler has the same information set as the market - incomplete knowledge of the firm’s condition. that leads to an inaccessible default time. The key distinction between structural and reduced form models is not whether the default time is predictable or inaccessible, but whether the information set is observed by the market or not. Consequently, for pricing and hedging, reduced form models are the preferred methodology. Credit spreads are used to measure credit premium, which compensates risk-averse investors for assuming credit risk. Therefore, the credit spreads should remain positive. The higher credit risk assumed by the investors, the higher credit premium got be payed by them. In this paper, we have to to determine the credit spreads of reduced-form model.   Keywords: Reduced-Form Model, Hazard Rate, Credit Spreads  
Pendampingan Strategi Pengembangan Usaha pada UKM Batik Kontemporer di Semarang Budi Warsito; Endang Purbowati; Di Asih I Maruddani; Sri Sumiyati
Prosiding Seminar Nasional Unimus Vol 1 (2018): Hilirisasi & Komersialisasi Hasil Penelitian dan Pengabdian Masyarakat untuk Indonesia
Publisher : Universitas Muhammadiyah Semarang

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Abstract

Batik merupakan salah satu warisan umat manusia yang dihasilkan oleh bangsa Indonesia.Jawa Tengah sebagaisalah satu wilayah di Indonesia yang memiliki nilai budaya tinggi juga perlu untuk melestarikan danmengembangkan industri batik. Semarang sebagai ibukota Jawa Tengah menjadi salah satu urat nadi bagipertumbuhan industri batik. Diantara usaha batik yang berkembang di Semarang adalah UKM Mutiara Hastadan UKM Katun Ungu yang dijadikan mitra pada program pengabdian ini. UKM Mutiara Hasta lebihmenitikberatkan pada penyelenggara kursus dan pelatihan batik sedangkan UKM Katun Ungu yangberanggotakan para penderita Tuna Rungu khusus memproduksi batik. Kedua UKM lebih menonjolkan padabatik kontemporer.Program ini bertujuan untuk memacu peningkatan produk UKM melalui peningkatan kualitaspelayanan dan pemasaran, mempercepat difusi teknologi dan manajemen UKM, serta mengembangkanproseslink and match antara perguruan tinggi dengan UKM.Fokus utama dari program ini adalah perbaikansistem manajemen dan akuntansi, pengembangan SDM, packaging dan promosi. Kegiatan dilakukan melaluipendampingan dan pelatihan. Setelah kegiatan pengabdian masyarakat dilaksanakan UKM mitra telahmempunyai kemampuan melakukan pengelolaan administrasi keuangan dan pembukuan secara sederhana sertapeningkatan sumber daya manusia untuk melakukan training bagi anggota baru. UKM mitra juga telahmelakukan packaging sederhana untuk mengemas produk yang dihasilkan serta mempunyai leaflet dan bukukatalog yang memuat company profile untuk keperluan promosi dan memudahkan pelanggan dalam memilihproduk.
CLUSTERING KARAKTERISTIK INDUSTRI KECIL DAN MENENGAH DI KOTA KENDARI MENGGUNAKAN ALGORITMA k-PROTOTYPES Reihanah, Khalifah Nadya; I Maruddani, Di Asih; Widiharih, Tatik
Jurnal Gaussian Vol 12, No 3 (2023): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.12.3.340-351

Abstract

Industri Kecil Menengah (IKM) have important roles in economic development. The large number of IKM cannot be separated from various problems. The basic problems faced by IKM in Kendari are limited capital, inadequate human resources, difficulty in obtaining raw materials, and the Indonesian economy which has slumped due to the impact of the COVID-19 pandemic. This research was conducted with the aim of classifying the characteristics of the IKM with the optimal number of clusters. The method used is k-Prototypes Clustering with values of k = 2, 3, 4, ..., and 10. The k-Prototypes method is a clustering method that maintains the efficiency of the k-Means algorithm in handling large data when compared to the hierarchical clustering method. This method can group mixed type data (consisting of numeric type data and categorical type data). Based on the analysis, the optimal number of clusters is five clusters, with a Silhouette Index value of 0.461. Cluster 5 is the best IKM cluster with the highest average number of workers and the highest average investment value, while cluster 2 has the lowest average investment value and IKM in this cluster is relatively new compared to IKM in other clusters.
THE ANALYSIS OF SOCIO-ECONOMIC EFFECT ON CRIMINALITY IN INDONESIA USING FUZZY CLUSTERWISE REGRESSION MODEL Azzarah, Dian Fatimah; Mukid, Moch. Abdul; I Maruddani, Di Asih; Rochayani, Masithoh Yessi
MEDIA STATISTIKA Vol 17, No 2 (2024): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.17.2.221-232

Abstract

Crime in Indonesia has shown a fluctuating trend and has increased significantly in recent years, with striking variations in crime rates between provinces. This phenomenon raises questions about the role of socio-economic factors such as education, poverty, and unemployment in influencing crime rates. Although there have been many studies examining the relationship between these variables and crime, the approaches used often assume that the relationship between variables is homogeneous across regions. In fact, heterogeneity in characteristics between provinces can cause different relationships. Therefore, an analysis approach is needed that can accommodate this diversity. This study proposes the Fuzzy Clusterwise Regression method which not only improves model accuracy compared to classical linear regression (with an increase in the coefficient of determination from 65.72% to more than 90%), but is also able to identify different patterns of relationships between regional groups (clusters). The results from FCR showed that the effect of socio-economic factors on crime varies between clusters and the optimum number of clusters is 4. In cluster 1, cluster 2, and cluster 3 all the variables had a significant influence on the amount of crime. Meanwhile, in cluster 4, the population poverty variable has no significant effect on the crime rate.
Co-Authors Abdul Hoyyi Abdurakhman Abdurakhman Agus Somantri ANNISA RAHMAWATI Arief Seno Nugroho Azzarah, Dian Fatimah Budi Warsito Dedi Rosadi Desy Rahmawati Ningrat Diah Safitri Dwi Ispriyanti Dyah Ayu Kusumaningrum Endang Purbowati Gunardi Gunardi Hanifa Eka Oktafiani Hasbi Yasin I Gede Susrama Mas Diyasa Irfan Afifi Khotimatus Sholihah Kumo Ratih Lia Safitri Masithoh Yessi Rochayani Moch. Abdul Mukid Muhammad Sunu Widianugraha Nurul Fauziah Oktafiani Widya Ningrum Prisma Hardi Aji Riyantoko Reihanah, Khalifah Nadya Rukun Santoso Siti Maulina Meutuah Sri Sumiyati Sugito Sugito Suparti Suparti Tarno Tarno Tatik Widiharih Triastuti Wuryandari Trimono Trimono Trimono, Trimono Yudia Yustine