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All Journal Jurnal Matematika Majalah Ilmiah Fisioterapi Indonesia E-Jurnal Matematika
Ni Made Asih
Prodi Matematika FMIPA Universitas Udayana
Decision Sciences, Operations Research & Management Health Professions Mathematics Neuroscience Public Health

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ANALISIS PORTOFOLIO SAHAM LQ45 MENGGUNAKAN FUNGSI UTILITAS KUADRATIK KADEK FRISCA AYU DEVI; KOMANG DHARMAWAN; NI MADE ASIH
E-Jurnal Matematika Vol 2 No 1 (2013): E-Jurnal Matematika
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.i01.p025

Abstract

Utility function can use to give risk preference for investors who want to get the benefits gained meets investment targets. Quadratic utility functions on optimal portfolio is strongly influenced by the expected return and standard deviation. The establishment of optimal portfolios using a quadratic utility function optimization problems. Under the settlement portfolio optimization, the necessary data is expected return, variance, and variance covariance matrix. The optimal portfolio is affected by some factors Risky less Rate, risk aversion index, and Borrow Rate. The results of settlement portfolio optimization is obtaining the utility value while the relatively large changes influencing by risk averse index.
FAKTOR-FAKTOR YANG MENENTUKAN KEPUASAN PELANGGAN SEPEDA MOTOR MATIC HONDA DI KOTA DENPASAR NI KADEK LESTARI PUTRI; NI MADE ASIH; DESAK PUTU EKA NILAKUSMAWATI
E-Jurnal Matematika Vol 4 No 1 (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.i01.p080

Abstract

This study aimed to elaborate the dominant factor affecting consumer’s loyalties regarding Honda motor matic and to determine effective marketing strategy for this product.  This study conducted at Denpasar where 150 respondents randomly chosen as the data sources.  From factor analysis, we found emotional factor is the most dominant factor for consumer’s loyalties with eigen value as much as 3,365 and variance explained by this factor is 48,08 percent.  Meanwhile, to determine effective marketing strategy, we found the product’s quality dominated by its design; service quality dominated by service reliability, emotional factor dominated by the product’s esthetic, each of these has communalities as much as 56,38 percent; 72,33 percent, and 65,20 percent respectively.
MENGATASI HETEROSKEDASTISITAS PADA REGRESI DENGAN MENGGUNAKAN WEIGHTED LEAST SQUARE PUTU AYU MAZIYYA; I KOMANG GDE SUKARSA; NI MADE ASIH
E-Jurnal Matematika Vol 4 No 1 (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.i01.p083

Abstract

In the regression analysis we need a method to estimate parameters to fulfill the BLUE characteristic. There are assumptions that must be fulfilled homoscedasticity one of which is a condition in which the assumption of error variance is constant (same), infraction from the assumptions homoskedasticity called heteroscedasticity. The Consequence of going heteroscedasticity can impact OLS estimators still fulfill the requirements of not biased, but the variant obtained becomes inefficient. So we need a method to solve these problems either by Weighted Least Square (WLS). The purpose of this study is to find out how to overcome heteroscedasticity in regression with WLS. Step of this research was do with the OLS analysis, then testing to see whether there heteroscedasticity problem with BPG method, the next step is to repair the beginning model by way of weighting the data an exact multiplier factor, then re-using the OLS procedure to the data that have been weighted, the last stage is back with a heteroscedasticity test BPG method, so we obtained the model fulfill the assumptions of homoskedasicity. Estimates indicate that the WLS method can resolve the heteroscedasticity, with exact weighting factors based on the distribution pattern of data seen.
MENENTUKAN HARGA KONTRAK BERJANGKA KOMODITAS KEDELAI MENGGUNAKAN MODEL MEAN REVERSION WIRYA SEDANA; KOMANG DHARMAWAN; NI MADE ASIH
E-Jurnal Matematika Vol 5 No 4 (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.i04.p137

Abstract

It has been discussed in many literatures that commodity prices tend to follow mean reversion model. This means that when there is a jump price in certain time, the price will revert to the mean price in the future. In this research, the method to determine the existence of mean-reversion of soybean price dynamics is discussed. Then, the future contract of soybeans is calculated using mean-reversion simulation and the spot-future parity theorem. Both methods are applied to the closing price of soybeans for the period of 19 September 2011 to 28 April 2016. The results show that the future contract price calculated by Model Mean-Reversion simulation under estimate the future contract price determined by the spot-future parity theorem.
ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO MAKBUL MUFLIHUNALLAH; KOMANG DHARMAWAN; NI MADE ASIH
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.p209

Abstract

Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market. The management of instruments in finance depends on the accuracy of forecasting of variables for example volatility. Volatility is a statistic of the degree of price variation in one period to the next which is expressed by ?. Volatility values can be estimated using Implied Volatility. Implied Volatility is the volatility used in determining the price of European options obtained by equalizing the price of the theoretical options, the price obtained from the Black-Scholes model, with the option price in the market. In this research will discuss how to estimate Implied Volatility value using the option obtained from simulation with Monte Carlo.
IDENTIFIKASI FAKTOR-FAKTOR YANG MEMENGARUHI REMAJA BERMAIN ROLE PLAYING GAME PADA SMARTPHONE I GEDE ARY SUARTAMA; NI LUH PUTU SUCIPTAWATI; NI MADE ASIH
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.p252

Abstract

This research is aimed to determine the factors that influence teenagers playing Role Playing games (RPG) games using factor analysis. Sample of this study were 120 respondents. The respondents were teenager aged 16 years to 24 years who like to play RPG games. The data were obtained from primary sources using questionnaires distributed using Google form. The results showed there were three factors that influence teenagers playing RPG games. Those factors are : 1)The interest and satisfaction when playing the game, 2) Quality of the smartphone and friends, and 3) The quality of internet. The cumulative percentage of the three factors is able to explain 67.34% of the total variable.
APLIKASI ANALISIS DISKRIMINAN DALAM MENENTUKAN KEPUTUSAN PEMBELIAN PRODUK McCafe (Studi Kasus: McDonald’s Jimbaran Bali) TRISNA RAMADHAN; I WAYAN SUMARJAYA; NI MADE ASIH; I PUTU EKA N. KENCANA
E-Jurnal Matematika Vol 7 No 1 (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.i01.p184

Abstract

McDonald’s is one of fast food company that is growing rapidly. McDonald’s continues to innovate to satisfy customers. It introduced the concept of a cafe with the name McCafe. Because of the competition with other fast food restaurants, McDonald’s needs to improve the quality of McCafe favored by customers. Thus, this research was conducted to aim at getting the indicators that are best describing customers characteristic. This research used discriminant analysis methods. Discriminant analysis was used to classify customers into groups of loyal customers or non loyal customers.. The indicators that distinguished the decision of the customer to buy McCafe Jimbaran product were affordable prices and locations that are easily accessible to customers. The formed discriminant function had an accuracy of 91,67 percent in classifying the customers.
PERBANDINGAN METODE SEPARABLE PROGRAMMING DAN QUADRATIC PROGRAMMING DALAM PEMECAHAN MASALAH PEMROGRAMAN NONLINIER I GEDE WIKAN ADIWIGUNA; G.K GANDHIADI; NI MADE ASIH
E-Jurnal Matematika Vol 8 No 4 (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.i04.p265

Abstract

The Separable programming method solves nonlinear programming problems by transforming a nonlinear shape that consists of a single variable into a linear function and resolved by the simplex method. Meanwhile, the quadratic programming method accomplishes the two degrees nonlinear model by transforming the nonlinear shape into linear function with the Kuhn Tucker Conditions and resolved by the simplex Wolfe method. Both of these methods are applied to the Markowitz’s portfolio model, which is to find the proportion of stock funds to obtain maximum profits by combination of three shares, such as BMRI, GGRM, and ICBP. The completion using the quadratic programming method is more effective and efficient with the same optimum value.
HUBUNGAN MOTIVASI BELAJAR DAN KEAKTIFAN DALAM ORGANISASI TERHADAP HASIL BELAJAR SISWA (STUDI KASUS: KELAS XI SMAN 2 KUTA) EKA VIRGIA PURWANTI; DESAK PUTU EKA NILAKUSMAWATI; NI MADE ASIH
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.p219

Abstract

The success of student learning is influenced by several factors such as learning motivation and student activeness in the organization. Each factors has several indicators. This research aims to see the relationship of learning motivation and activeness in the organization of learning outcomes,as well as to know indicators have the greatest real impact. The data used is the primary data in the form of questionnaires distributed, and secondary data in the form of the results of student report cards grade XI IPA academic year 2016/2017 in SMAN 2 Kuta. The research method used to process the data using Canonical Correlation Analysis. The results showed that the factors of learning motivation have a real effect of 0.00000000 on student learning outcomes with the closeness of the relationship of 0.7462935.. While the activeness in the organization does not have a real effect on learning outcomes. Passion and desire are the indicators of learning motivation which have the greatest influence among the other indicators with the closeness of the relationship of 0.5798190.
MENAKSIR VALUE AT RISK (VAR) PORTOFOLIO PADA INDEKS SAHAM DENGAN METODE PENDUGA VOLATILITAS GARCH INTAN AWYA WAHARIKA; KOMANG DHARMAWAN; NI MADE ASIH
E-Jurnal Matematika Vol 2 No 1 (2013): E-Jurnal Matematika
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.i01.p022

Abstract

Value at Risk (VaR) is a concept which was used to measure a risk on risk management. VaR explained the worst amount of financial loss in a financial product with the horizon and certain degree of believe. In the calculation of VaR, it was needed a prediction in volality, volality from a series of time which can be homokedasticity (constant) or heterokedasticity (ever changed). Changed volality can be found on the stock and stock index. One of the method which was done in modeling of changed volality was GARCH. In this research, GARCH was used to estimate VaR’s Value from IHSG and LQ45 to be sold in Jakarta Stock Exchange on 4 January to 23 August 2012 (650 observations) VaR can be calculated with a periode of horizon, 1 day, 10 days, and 22 days with the degree of believe 95%
Co-Authors Ayuk Dwi Cahyani Desak Putu Eka Nilakusmawati EKA VIRGIA PURWANTI FEMY AYU ASTITI G. K. GANDHIADI I GEDE ARIS JANOVA PUTRA I GEDE ARY SUARTAMA I GEDE WIKAN ADIWIGUNA I Gusti Ayu Made Srinadi I KOMANG GDE SUKARSA I Nyoman Widana I PUTU EKA IRAWAN I Putu Eka Nila Kencana I Wayan Sumarjaya IDA AYU PUTU CANDRA DEWI IKHSAN AKBAR INTAN AWYA WAHARIKA KADEK FRISCA AYU DEVI Ketut Jayanegara Komang Dharmawan Lilik Ika Rahmawati Lilik Ika Rahmawati MAKBUL MUFLIHUNALLAH MOH. GHISTA KUSUMA SHAFARDA NANDA NINGTYAS RAMADHANI UTAMI NI KADEK LESTARI PUTRI Ni Luh Putu Suciptawati PUTU AYU MAZIYYA TRISNA RAMADHAN VICTOR MALLANG WIRYA SEDANA