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All Journal Epsilon: Jurnal Matematika Murni dan Terapan Kubik Journal of Natural Sciences and Mathematics Research Jurnal Fourier Edumatsains Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Jambura Journal of Mathematics Eksakta : Berkala Ilmiah Bidang MIPA Jurnal Matematika UNAND JURNAL PENDIDIKAN MIPA Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Statistika dan Aplikasinya KUBIK: Jurnal Publikasi Ilmiah Matematika Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi International Journal of Global Operations Research International Journal of Quantitative Research and Modeling Fraction: Jurnal Teori dan Terapan Matematika Industrial Research Workshop and National Seminar SisInfo : Jurnal Sistem Informasi dan Informatika Jurnal Matematika Integratif In Search (Informatic, Science, Entrepreneur, Applied Art, Research, Humanism)

Kankan Parmikanti

Departemen Matematika FMIPA Universitas Padjadjaran

Author-ID : 2859014

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Factors Affecting the Number of Infant Morality Cases in West Java for the 2019-2020 Period using Generalized Poisson Regression (GPR) Kartika Dewi; Nurul Gusriani; Kankan Parmikanti
EKSAKTA: Berkala Ilmiah Bidang MIPA Vol. 24 No. 02 (2023): Eksakta : Berkala Ilmiah Bidang MIPA (E-ISSN : 2549-7464)
Publisher : Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Negeri Padang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/eksakta/vol24-iss02/363

The number of infant mortality cases is data in the form of counts which is modeled by Poisson regression. There is an assumption that needs to be met, namely equidispersion. Equidispersion is a condition in which the mean and variance of the variables are the same, but in practice this assumption is often not met. There are two possible events, namely overdispersion and underdispersion. The Generalized Poisson Regression (GPR) model is one solution to solve this problem. In estimating the GPR parameter, the Maximum Likelihood Estimation (MLE) method is used, but the derivation of the log-likelihood function does not always produce explicit results, so the Newton-Raphson iteration method is used. Poisson regression analysis conducted on the number of infant mortality cases in West Java showed that the model had overdispersion as seen from the value of the dispersion parameter which was more than zero, so the GPR model was used. Parameter significance test was carried out on three factors, namely the poverty gap index , the percentage of low birth weight infants , and the percentage of exclusive breastfeeding for infants the results obtained that all factors affected the number of infant mortality cases in West Java.

Application of Threshold Generalized Autoregressive Conditional Heteroscedastic (TGARCH) Model in Forecasting the LQ45 Stock Price Return Jaka Nazarudin; Nurul Gusriani; Kankan Parmikanti; Sussy Susanti
EKSAKTA: Berkala Ilmiah Bidang MIPA Vol. 24 No. 02 (2023): Eksakta : Berkala Ilmiah Bidang MIPA (E-ISSN : 2549-7464)
Publisher : Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Negeri Padang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/eksakta/vol24-iss02/369

Economics is one of the most important fields for a country. One of the activities that illustrate the importance of the economy in a country is an investment. Investment activities, especially stock investment, are included in the capital market activities that various age groups currently carry out. Stocks are generally known to have high-risk, high-return characteristics. Therefore we need a way to minimize losses in investing. This study uses time series analysis theory to analyze LQ45 stock data.The data used is the closing price of PT. Bank Central Asia, Tbk. obtained from finance.Yahoo.com. The results of this study indicate that the return of daily closing price data of PT. Bank Central Asia, Tbk. during the period 2017-2021, there are heteroscedasticity and asymmetric shocks, so variations of the ARCH/GARCH model are needed to obtain accurate forecasting results. One suitable model is Threshold GARCH (TGARCH). The results of this study indicate that the suitable forecasting model for the data is the MA(3)-TGARCH(1,1) model. The model produces forecasts with an accuracy rate based on MAPE of 0.895% for the next seven days

Model Regresi Energi Potensial Minimum pada Permukaan Hasil Interpolasi Endang Rusyaman; Ema Carnia; Kankan Parmikanti
Jurnal Matematika Integratif Vol 10, No 2: Oktober, 2014
Publisher : Department of Matematics, Universitas Padjadjaran

Jika beberapa titik pada sebuah permukaan elastis berbentuk persegi ditekan dari bawah, maka akan terbentuk sebuah permukaan baru yang dapat dinyatakan sebagai fungsi dua variabel hasil interpolasi yang meminimumkan energi. [2], [4], dan [6]. Energi potensial yang diformulasikan sebagai integral dari kuadrat operator Laplace dan diperluas menjadi orde fraksional ini, akan dipengaruhi oleh besarnya tekanan dan elastisitas permukaan. Makalah ini membahas tentang besarnya pengaruh dua variabel bebas yaitu tekanan dan elastisitas terhadap variabel terikat yaitu energi potensial yang terbentuk, serta bagaimana hubungan ketiga variabel tersebut yang dinyatakan dalam bentuk model regresi. Dengan terlebih dahulu mengkarakterisasi orde turunan fraksional menjadi tiga klasifikasi, maka telah dihasilkan tiga buah model untuk tiga keadaan. Dari ketiga model regresi yang dihasilkan menunjukkan bahwa pengaruh bersama variabel elastisitas (orde fraksional) dan variabel besaran tekanan terhadap energi potensial minimumadalah cukup besar, yaitu diatas 85%. Sisanya adalah pengaruh lain yang belum terduga.Kata kunci: energi, elastisitas, fraksional, pemodelan, sinus ganda

Estimasi Parameter Model Volatilitas Stokastik dengan Metode Bayesian Rantai Markov Monte Carlo untuk Memprediksi Return Saham Rahmayanti Putri Desiresta; Firdaniza Firdaniza; Kankan Parmikanti
Jurnal Matematika Integratif Vol 17, No 2: Oktober 2021
Publisher : Department of Matematics, Universitas Padjadjaran

Parameter dari suatu distribusi biasanya belum diketahui nilainya, untuk mengetahuinya dilakukan estimasi terhadap parameter tersebut. Metode estimasi parameter ada dua macam, yaitu metode klasik dan metode Bayesian. Metode Bayesian merupakan suatu metode yang menggabungkan distribusi sampel dengan distribusi prior. Untuk mendapatkan sampel secara acak adalah dengan menggunakan simulasi. Salah satu teknik simulasi yang digunakan dalam metode Bayesian adalah metode rantai Markov Monte Carlo (RMMC), yaitu suatu metode simulasi untuk membangkitkan peubah-peubah acak yang didasarkan pada rantai Markov. Pada penelitian ini dibahas tentang metode Bayesian dengan RMMC menggunakan algoritma Gibbs Sampling. Metode RMMC menggunakan algoritma Gibbs Sampling ini bekerja membangun rantai Markov dengan pengambilan sampel secara rekursif dari distribusi posterior bersyarat penuh masing-masing parameternya. Pada penelitian ini, metode Bayesian dengan RMMC menggunakan algoritma Gibbs Sampling diterapkan untuk mengestimasi parameter model Volatilitas Stokastik hingga konvergen. Model ini kemudian digunakan untuk memprediksi return saham PT. Indofood CBP Sukses Makmur Tbk. (ICBP.JK). Berdasarkan model Volatilitas Stokastik yang diperoleh didapatkan hasil prediksi untuk return saham hampir mendekati data aktualnya.

Kekekalan Proses Integral Fungsional pada Perkalian Ruang Ukuran Endang Rusyaman; Diah Chaerani; Kankan Parmikanti
Jurnal Matematika Integratif Vol 14, No 1: April, 2018
Publisher : Department of Matematics, Universitas Padjadjaran

Sifat-sifat integral, khususnya integral Lebesgue masih merupakan kajian yang menarik bagi para peneliti, misalnya penelitian tentang integral dari suatu fungsional di suatu ruang ukuran. Demikian juga apabila ruang yang diambil sebagai domainnya adalah sebuah ruang berupa perkalian dua buah ruang ukuran. Isi makalah ini dikonsentrasikan pada sebuah fungsi terukur bernilai real yang didefinisikan pada perkalian dua buah ruang ukuran. Dengan menggunakan metode pembuktian melalui konsep kekonvergenan barisan fungsi, diperlihatkan bahwa integral dari suatu fungsional pada perkalian dua ruang ukuran bersifat kekal. Apabila proses integrasi dilakukan dengan urutan yang berbeda, yaitu terlebih dahulu di ruang ukuran pertama dilanjutkan di ruang ukuran kedua, atau sebaliknya, maka nilai integral tersebut bernilai sama.

Estimasi Parameter Model Regresi Nonparametrik Birespon berdasarkan Penalized Spline Pada Data Tindak Kriminal di Indonesia (Studi Kasus Jumlah Kejadian Kejahatan terhadap Kesusilaan dan Jumlah Kejadian Kejahatan terhadap Fisik di Indonesia Tahun 2020) Reffa Ayu Anggraeni; Nurul Gusriani; Kankan Parmikanti
Jurnal Matematika Integratif Vol 18, No 2: Oktober 2022
Publisher : Department of Matematics, Universitas Padjadjaran

Untuk mencapai terciptanya kehidupan bermasyarakat yang aman dan damai, tindak kriminal menjadi salah satu hal yang sangat diperhatikan. Pada tahun 2020, di Indonesia terjadi 6.872 kejadian kejahatan terhadap kesusilaan dan 36.672 kejadian kejahatan terhadap fisik. Salah satu upaya yang bisa dilakukan untuk menekan jumlah kejadian kejahatan terhadap kesusilaan dan jumlah kejadian kejahatan terhadap fisik di Indonesia adalah dengan memodelkan hal tersebut atas faktor-faktor yang memengaruhinya sehingga dapat diperoleh prediksinya. Pada penelitian ini, dilakukan estimasi parameter model regresi nonparametrik birespon berdasarkan estimator penalized spline menggunakan pendekatan metode Weighted Least Square (WLS) untuk memprediksi jumlah kejadian kejahatan terhadap kesusilaan dan jumlah kejadian kejahatan terhadap fisik di Indonesia dengan variabel prediktor kepadatan penduduk (X1), rasio jenis kelamin (X2), persentase penduduk miskin (X3) dan rata-rata upah bersih buruh/karyawan/pegawai (X4). Estimator penalized spline digunakan untuk memperhitungkan titik knot dan parameter penghalus secara bersamaan sehingga menghasilkan ketepatan dan kehalusan bentuk kurva secara simultan. Model terbaik bergantung pada penentuan titik knot dan parameter pemulus optimal yaitu dengan nilai Generalized Cross Validation (GCV) minimum. Model terbaik diperoleh saat banyaknya titik knot untuk X1 adalah satu, X2 adalah tiga, X3 adalah tiga, dan X4 adalah satu serta lambda=0,000000171 dengan GCV sebesar 568359 dan nilai koefisien determinasi sebesar 0,652.

SURVIVAL ANALYSIS OF THE FIRST JOB WAITING TIME FOR GRADUATES USING THE COX PROPORTIONAL HAZARD MODEL BASED ON THE MAXIMUM LIKELIHOOD ESTIMATION PRINCIPLE: SURVIVAL ANALYSIS OF THE FIRST JOB WAITING TIME FOR GRADUATES USING THE COX PROPORTIONAL HAZARD MODEL BASED ON THE MAXIMUM LIKELIHOOD ESTIMATION PRINCIPLE Dhea Urfina Zulkifli; Riaman; Kankan Parmikanti; Bambang Ruswandi
Fraction: Jurnal Teori dan Terapan Matematika Vol. 2 No. 2 (2022): Fraction: Jurnal Teori dan Terapan Matematika
Publisher : Jurusan Matematika, Fakultas Teknik, Universitas Bangka Belitung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33019/fraction.v2i2.41

Every university graduate certainly expects to obtain the desired job as soon as possible. But in reality, because of high competitiveness in job markets many graduates have long waiting time to get a job. Survival analysis can be used to analyse the length of waiting time to obtain the first job. Thus, the objectives of this research are to get Cox Proportional Hazard model parameter on the length of waiting time of the graduate of Faculty of Social and Political Sciences Syarif Hidayatullah State Islamic University Jakarta to obtain the first job based on Maximum Likelihood Estimation principle and to explain factors influencing the graduate’s length of waiting time to obtain the first job by analysing the variable of gender, GPA, and study program. Data used in this research are from document of the faculty. The research found Cox Proportional Hazard model parameter on the graduate’s length of waiting time to obtain the first job and its significant influential factors, namely GPA and study program.

Application of Single Index Model to Determine Optimal Stock Portfolio (A Case Study on IDX30 in 2022) Emmanuel Parulian Sirait; Kankan Parmikanti; Riaman Riaman
International Journal of Quantitative Research and Modeling Vol 4, No 3 (2023)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v4i3.493

Stock represent proof of ownership or participation of an individual or entity in a company. Investors gain profits from shares through capital gains and dividends. The difficulty in selecting an optimal composition of a stock portfolio is a major concern for investors. This study aims to determine the optimal composition of a stock portfolio, calculate the expected returns in the future, and assess the potential risks that investors may encounter later on. The data for this research consists of stocks listed on the IDX30 Index throughout the year 2022, which consistently appear in every six-month evaluation. The analysis is conducted using a single-index model. Based on the findings of this study, the following ten stocks are identified as the optimal portfolio constituents: KLBF with a weight of 17.20%, BBRI with a weight of 17.18%, BBCA with a weight of 17.08%, PTBA with a weight of 12.46%, BBNI with a weight of 9.89%, UNVR with a weight of 8.33%, INKP with a weight of 8.66%, ICBP with a weight of 5.56%, BMRI with a weight of 3.25%, and UNTR with a weight of 0,39%. The expected return from the formed portfolio is 0,1% per day, with a corresponding risk of 0,004%.

PERAMALAN JUMLAH PENUMPANG KERETA REL LISTRIK JABODETABEK MENGGUNAKAN PROSES POISSON NONHOMOGEN Dhea Amelia; Firdaniza Firdaniza; Kankan Parmikanti
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 4 No. 2 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v4i2.315

The train is one of the alternative transportations for the community to carry out their activities in terms of work and tourism for long distances. One of the public transportation companies, namely, PT. Indonesian Commuter Train (KCI) is trusted as a provider of Electric Rail Trains (ERT) in order to optimally meet the needs of the community. The number of ERT passengers has an influence in planning the capacity of the train. For this reason, it is necessary to know the number of KRL passengers for the future. In this study we have forecasted the number of KRL passengers using the Nonhomogeneous Poisson process, where the intensity function is determined by a simple linear regression method. The results of forecasting the number of Jabodetabek ERT passengers using the Nonhomogeneous Poisson process, show that the number of Jabodetabek ERT passengers in November 2021 to April 2022 has decreased. The results of this forecasting fall into the fairly accurate category with a Mean Absolute Percentage Error (MAPE) value of 28%.

PENGGUNAAN METODE BORNHUETTER-FERGUSON UNTUK ESTIMASI CADANGAN KLAIM Riaman Riaman; Betty Subartini; Kankan Parmikanti
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 4 No. 2 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v4i2.366

Health insurance company have to determine claim reserve that’s suitable with the existing condition. There is three party that’s involved in the health insurance management, namely the policy holder, Admedika as the third party administration, and also the insurance company itself as the (insurer). When the policy holder obtained treatments whose financing is done through a health insurance, then the health insurance company have the obligation to finish the financial matters. Delays in payments from insurance companies to health facilities are caused, among others, by the administrative process. Thus, every claim submitted by the insured party to the insurance company will be settled in stages to the health facilities. The data presented from these conditions form a triangle matrix (run-off triangle) which then becomes the basis for estimating the amount of IBNR claims reserves. The Bornhuetter-Ferguson (BF) method involves the amount of premium that has become income for the company and calculates the Ultimate Claim value in estimating the amount of claim reserves. This method is the result of the development of the previous method, Chain-Ladder (CL), which only relies on historical data on claim payments. Premium calculations need to be involved in health insurance, because the insurance period is short, which is only one year. Insurance companies haven't had time to turn around the money to invest, so payment of claims will depend more on the premium that becomes income for the company (earned premium). The estimated claim reserve value is more suitable and robust than the CL method. Estimated claim reserves that occur in the 2nd event period amount to IDR50,658,714 with an estimated interval for the 2nd event period between IDR10,215,477 and IDR91,101,950

Co-Authors Agus Supriatna Atika Tresna Arianto Atje Setiawan Abdullah Badrulfalah Badrulfalah Badrulfalah Bambang Ruswandi Bambang Suhandi Betty Subartini Budi Nurani Ruchjana Dhea Amelia DHEA ARIESTA Dhea Urfina Zulkifli Diah Ayu Pratiwi Diah Chaerani Diansyah D. Darmawan Dwi Susanti Edi Kurniadi Edi Kurniadi Edi Kurniadi Edi Kurniadi Ema Carnia Emmanuel Parulian Sirait Endang Rusyaman Fadhilah, Dila Nur Fauzi Akhmad Firdaniza Firdaniza Hukama, Atha Iin Irianingsih Jaka Nazarudin Kartika Dewi Khafsah Joebaedi Luthfi Ghiffari Moisino, Misel Lindi Monika, Putri Nabila Putri nadhira, valda azka Nendi Suhendi Syafei Nurul Gusriani Nurul Gusriani, Nurul Pratiwi, Putri Nisa Queency, Aurillya Rafi', Muhammad Thufeil Rahmayanti Putri Desiresta Reffa Ayu Anggraeni Reffa Ayu Anggraeni Riaman Riaman Riaman Riaman Riaman Riaman Riaman, Riaman Soraya, Arthamevia Najwa Subartiny, Betty Supian, Sudradjat Sussy Susanti Syaâ€™imaa.HS, Audrey Ariij Syifana, Hani Tiara Aprilia K Tiara Aprilia K, Tiara Wahyu, Azkanul Zahra, Nabila

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