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All Journal PROSIDING SEMINAR NASIONAL Media Statistika SAINS DAN MATEMATIKA Jurnal Gaussian Jurnal Statistika Universitas Muhammadiyah Semarang E-Dimas: Jurnal Pengabdian kepada Masyarakat Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) EKO-REGIONAL JURNAL PENGEMBANGAN EKONOMI WILAYAH
Abdul Hoyyi
Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Mathematics Social Sciences Other

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Journal : Media Statistika

 1 
IDENTIFIKASI AUTOKORELASI SPASIAL PADA JUMLAHPENGANGGURAN DI JAWA TENGAH MENGGUNAKAN INDEKS MORAN Wuryandari, Triastuti; Hoyyi, Abdul; Kusumawardani, Dewi Setya; Rahmawati, Dwi
MEDIA STATISTIKA Vol 7, No 1 (2014): 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 (520.109 KB) | DOI: 10.14710/medstat.7.1.1-10

Abstract

Unemployment is caused by the work force or job seekers are not proportional with the number of existing jobs. Unemployment is often a problem in the interconnected economy due to unemployment, productivity and income will be reduced. The number of unemployed in an are      a expected to be affected by unemployment in the surrounding area. This is made ​​possible because of the proximity factor or adjacency between regions, it is estimated that there are linkages to the regional unemployment rate. To determine the relationship between regional linkages used Moran’s Index method. The number of unemployed in Central Java, obtained Moran’s Index value = 0.0614. Moran's Index values​​ in the range 0 < I ≤ 1 indicating the presence of spatial autocorrelation is positive but small correlation can be said because of near zero, orit can be concluded that the similarity between the district does not have a value or indicate that unemployment among districts in Central Java has a small correlation.Keywords: Unemployment, Moran’s Index, Central Java, Autocorrelation, Spatial
OPTIMISASI MULTIOBJEKTIF UNTUK PEMBENTUKAN PORTOFOLIO Hoyyi, Abdul; Ispriyanti, Dwi
MEDIA STATISTIKA Vol 8, No 1 (2015): 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 (374.978 KB) | DOI: 10.14710/medstat.8.1.31-39

Abstract

Investing in asset such as stock; besides generate profit (return), it is also deal with a risk of loss, so that portofolio diversification is needed to reduce the risk. In the establishment of stock portofolio, the investors seeking to maximize the expected return of investment with a certain level of risk that still can be accepted. Portofolios that can achieve the above objectives called optimal portofolios. The application of multiobjective optimization on the establishment of the optimal portofolio is to maximize the return and minimize the risk at the same time. The aim of this research is to analize the proportion of each stock in order to form an optimal portofolio and to analyze the level of benefits and risks of the portofolio which is formed in accordance with the preferences of investors. The data used are monthly stock data of ASII, TLKM, SMGR, LPKR and BBNI. The optimal portofolio for risk seeker investors is a portofolio that used coefficient  k =0,01, namely by investing in SMGR whilst the optimal portofolio for risk indifference investors is a portfolia which has coefficient 1 ≤ k ≤ 100 namely by investing in ASII, TLKM, SMGR, LPKR, and BBNI. Whereas, the optimal portofolio for risk averse investors is a portfolio which has coefficient k =1000 that is by investing in ASII, TLKM, SMGR, LPKR, and BBNI. Keywords: Portofolio, Multi Objective Optimization
Perbandingan Sensitivitas Harga Obligasi Berdasarkan Durasi Macaulay dan Durasi Eksponensial dengan Pengaruh Konveksitas (Studi Empiris pada Data Obligasi Korporasi Indonesia yang Terbit Tahun 2015) Maruddani, Di Asih I; Hoyyi, Abdul
MEDIA STATISTIKA Vol 10, No 1 (2017): 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 (355.47 KB) | DOI: 10.14710/medstat.10.1.25-36

Abstract

Macaulay duration has often been used as a measure of the bond prices sensitivity to changes in interest rates. For a small change in interest rates, the duration provides a good approximation of the actual change in price. As the change in interest rates gets larger, the duration approximation has larger errors. The convexity of bond prices change is often used as a way to improve the accuracy of the approximation. Several authors have pointed out that the natural logarithm of bond price is a better measure of percentage changes in bond prices as interest rates change. Based on this idea, this paper derives an accurate method of estimating percentage bond price changes in response to changes in interest rates, which is called exponential duration. This paper gives new estimation of bond prices using exponential duration with convexity approach. It will be shown that the new estimation bond prices is always more accurate than by Macaulay duration with convexity approach. For empirical study, it is used corporate bond data, which is published by Indonesian Bond Pricing Agency in 2015. The result support the theory that error value of Macaulay duration with convexity is more than the error value of exponential duration with convexity.Keywords:Bond Price, Convexity, Exponential Duration, Macaulay Duration, Modified Duration
ANALISIS PENGARUH STRATEGI BAURAN PEMASARAN TERHADAP PEMILIHAN MEREK LAPTOP MENGGUNAKAN REGRESI LOGISTIK MULTINOMIAL (Studi Kasus Mahasiswa Universitas Diponegoro) Himmah, Faiqotul; Wuryandari, Triastuti; Hoyyi, Abdul
MEDIA STATISTIKA Vol 5, No 1 (2012): 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 (365.579 KB) | DOI: 10.14710/medstat.5.1.17-26

Abstract

One of necessity is considered very important in this era is necessity for information. The tools that  support necessity of comsumer   for information, such as computer that use battery or better known as laptop. Laptop is a product often used by businessman/enterprise and academic actors also the student are no  exception. There are many laptop brands that revolve in Indonesia, are the Acer brand, Toshiba, Hp, Axioo, Dell, and the brand in addition to those brands. This research aim to know the effect of marketing mix  strategy, which consist of three variable factors: product, price, and promotion to the selection of laptop brand  in  Diponegoro  University  students.  The  sample  of  research  taken  by  using  non probability   sampling,  that  is  purposive  sampling  technique  dan  accidental  sampling technique. Analysis that used is multinomial logistic regression analysis, a regression analysis to  solve  problems  where  dependent  variable  has  more  than  2  categories  with  several independent variables. Based on the significance test for the overall model and the wald test for each parameter coefficient, consider that three of the marketing mix  variables has a relationship with the selection of laptop brand. The biggest probability estimates for the Acer brand in the group with medium product, high price, and high promotion in the amount of 77.461%. The biggest probability estimates for the Toshiba brand in the group with highproduct,  high  price,  and  medium  promotion  in  the  amount  of  49.239%.  The  biggest probability estimates for the Hp brand in the group with medium product, medium price, and medium promotion in the  amount of 46.074%. The biggest probability estimates for the Axioo-Dell brand  in the group with with  medium product,  medium price,  and  medium promotion in the amount of 14.764%. The biggest probability estimates for the other brands in the group with medium product, high price, and medium promotion in the  amount of 22.134%.
ANALISIS KLASIFIKASI MASA STUDI MAHASISWA PRODI STATISTIKA UNDIP dengan METODE SUPPORT VECTOR MACHINE (SVM) dan ID3 (ITERATIVE DICHOTOMISER 3) Ispriyanti, Dwi; Hoyyi, Abdul
MEDIA STATISTIKA Vol 9, No 1 (2016): 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 (642.835 KB) | DOI: 10.14710/medstat.9.1.15-29

Abstract

Graduation is the final stage of learning process activities in college. Undergraduate study period in UNDIP’s academic regulations is scheduled in 8 semesters (4 years) or less and maximum of 14 semesters (7 years). Department of Statistics is one of six departments in the Faculty of Science and Mathematics UNDIP. Study  period in this department can be influenced by many factors. Those factor are Grade Point Average (GPA) or IPK, gender, scholarship, parttime, organizations, and university entrance pathways. The aim of this paper is to determine the accuracy factors classification. We use SVM (Support Vector Machine method) and ID3 (Iterative Dichotomiser 3). The comparison of SVM and ID3 method, both for training and testing the data generate good accuracy, namely 90%. Especially ID3 training data gives better result than SVM. Keywords:  SVM, ID3
PROSES ANTRIAN DENGAN KEDATANGAN BERDISTRIBUSI POISSON DAN POLA PELAYANAN BERDISTRIBUSI GENERAL Sugito, Sugito; Hoyyi, Abdul
MEDIA STATISTIKA Vol 6, No 1 (2013): 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 (305.592 KB) | DOI: 10.14710/medstat.6.1.51-60

Abstract

In the queuing process,   the distribution testing is performed to obtain the distribution of arrival and service distributions. Customer arrival distribution is obtained based on the number of arrivals or inter-arrival time. Service distribution is obtained based on the number of arrivals or inter-arrival time. In this paper we will discuss the process in queuing with the arrival of the Poisson distribution and the general pattern of service distribution   Keywords : Queuing,  Arrival Distribution, Service Distribution
KEEFEKTIFAN PRAUJIAN NASIONAL MATEMATIKA TAHUN AKADEMIK 2004/2005 (Studi Kasus di SMK Negeri dan Swasta di Jakarta Selatan 06) Hoyyi, Abdul
MEDIA STATISTIKA Vol 2, No 1 (2009): 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 (284.963 KB) | DOI: 10.14710/medstat.2.1.29-38

Abstract

National pre-exam is one way of the evaluation to the student’s ability. Through national pre-exam, it would get information how far the student’s preparation to have national exam. National pre-exam is expected to improve student’s score on national exam. In addition, national pre-exam is expected can be used to evaluate student’s preparation and it can predict national examination score. The improving of student’s achievement depends on the way the analysis of change of national examination achievement distribution and description statistics analysis national examination score. The statistics of McNemar’s test is used to know student’s preparation, because the sample is dependent. Correlation and simple linier regression analysis used for analysis prediction. The increase of national examination score not always the effect of pre-national examination. The pre-national examination can’t be used to estimate student’s preparation. The probability student that pass the national exam is higher than pre-national exam. It is caused by pre-national exam is more difficult than national exam through the same passing limit. The score of national exam prediction is obtained confidence limit wide enough. Therefore, the variant national of examination achievements is quite large.  Key words: National Pre-exam, National Exam, Description Analysis, McNemar’s Test; Predictionhttp://ejournal.undip.ac.id/index.php/media_statistika/article/view/2481
VARIANCE GAMMA PROCESS WITH MONTE CARLO SIMULATION AND CLOSED FORM APPROACH FOR EUROPEAN CALL OPTION PRICE DETERMINATION Hoyyi, Abdul; Abdurakhman, Abdurakhman; Rosadi, Dedi
MEDIA STATISTIKA Vol 14, No 2 (2021): 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.14.2.183-193

Abstract

The Option is widely applied in the financial sector.  The Black-Scholes-Merton model is often used in calculating option prices on a stock price movement. The model uses geometric Brownian motion which assumes that the data is normally distributed. However, in reality, stock price movements can cause sharp spikes in data, resulting in nonnormal data distribution. So we need a stock price model that is not normally distributed. One of the fastest growing stock price models today is the  process exponential model. The  process has the ability to model data that has excess kurtosis and a longer tail (heavy tail) compared to the normal distribution. One of the members of the  process is the Variance Gamma (VG) process. The VG process has three parameters which each of them, to control volatility, kurtosis and skewness. In this research, the secondary data samples of options and stocks of two companies were used, namely zoom video communications, Inc. (ZM) and Nokia Corporation (NOK).  The price of call options is determined by using closed form equations and Monte Carlo simulation. The Simulation was carried out for various  values until convergent result was obtained.
EXPECTED SHORTFALL DENGAN SIMULASI MONTE-CARLO UNTUK MENGUKUR RISIKO KERUGIAN PETANI JAGUNG Rita Rahmawati; Agus Rusgiyono; Abdul Hoyyi; Di Asih I Maruddani
MEDIA STATISTIKA Vol 12, No 1 (2019): 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 (526.428 KB) | DOI: 10.14710/medstat.12.1.117-128

Abstract

In risk management, risk measurement plays an important role in allocating capital as well as in controlling (and avoiding) worse risk. Estimating the risk value can be done by using a risk measure. The most popular method for evaluating risk is Value at Risk (VaR). But VaR does not fulfill the coherency as a measure of risk effectiveness. In this paper, we propose Expected Shortfall (ES) which has coherency nature. ES is defined as the conditional expectation of losses beyond VaR of the same confidence level over the same holding period. For measuring ES, we use Monte-Carlo Simulation Method. This method is applied for measuring risk that will be faced by corn’s farmers due to the changes in corn prices in Pemalang city. The results show that the ES value is 0.085472 at 95% confidence level and one-month holding period. This number means that a farmer will face 8.5472% of investment as maximum loss exceeding of VaR.
Co-Authors Abdurakhman Abdurakhman Afifah Alrizqi Agus Rusgiyono Agus Somantri Ahmat Dhani Riau Bahtiyar Alan Prahutama Alan Prahutama Alifah Zahlevi Allima Stefiana Insani Alvi Waldira Alwi Assegaf Amelia Crystine Anggit Ratnakusuma Anggita, Esta Dewi Anik Nurul Aini Annisa Intan Mayasari ANNISA RAHMAWATI Ari Fakhrus Sanny Arief Rachman Hakim Arya Huda Arrasyid Aulia Desy Deria Avia Enggar Tyasti Bella Cynthia Devi Besya Salsabilla Azani Arif Bisri Merluarini Bitoria Rosa Niashinta Budi Warsito Budi Warsito Candra Silvia Chyntia Arum Widyastusti Cindy Wahyu Elvitra Darwanto Darwanto Dea Manuella Widodo Deby Fakhriyana, Deby Dede Zumrohtuliyosi Deden Aditya Nanda, Deden Aditya Dedi Rosadi Dermawanti Dermawanti Desriwendi Desriwendi Dewi Erliana Dewi Setya Kusumawardani Dhea Kurnia Mubyarjati Di Asih I Maruddani Di Asih I Maruddani Di Asih I Maruddani Diah Safitri Diah Safitri Diah Wulandari Dilla Retno Deswita Dwi Ispriyanti DWI RAHMAWATI Emyria Natalia br Sembiring Endah Cahyaningrum Erna Musri Arlita Esti Pratiwi Faiqotul Himmah Fiki Farkhati Firda Dinny Islami Fitra Ramdhani Gayuh Kresnawati Hasbi Yasin Hasbi Yasin Henny Setyowati Herwindhito Dwi Putranto Ikha Rizky Ramadani Indri Puspitasari Irfan Afifi Isowedha Widya Dewi Issabella Marsasella Christy Jeffri Nelwin J. O. Siburian Juli Sekar Sari, Juli Sekar Kartikaningtiyas Hanunggraheni Saputri Khotimatus Sholihah Khusnul Umi Fatimah Kiki Febri Azriati Koko Arie Bowo Kristika Safitri Kumo Ratih Leni Pamularsih Maidiah Dwi Naruri Saida Malik Hakam Mega Fitria Andriyani Mega Fitria Andriyani Mia Anastasia Sinulingga Moch. Abdul Hoyyi Moch. Abdul Mukid Moch. Abdul Mukid MUHAMMAD HARIS Mustafid Mustafid Mustafid Mustafid Mutiara Ardin Rifkiani Nadya Kiki Aulia Nandang Fahmi Jalaludin Malik Novika Pratnyaningrum Nurissalma Alivia Putri Nurul Fauziah Ovie Auliya’atul Faizah Priska Rialita Hardani Purina Pakurnia Artiguna Rita Rachmawati Rita Rahmawati Rita Rahmawati Rizki Pradipto Widyantomo Rizky Oky Ari Satrio Rukun Santoso Saputri, Ani Funtika Saraswati, Mei Sita Shaumal Luqman Silvia Nur Rinjani SITI NURLATIFAH Sudarno Sudarno Sudarno Sudarno Sugito - Sugito Sugito Sugito Sugito Suparti Suparti Suparti Suparti Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Tatik Widiharih Titis Nur Utami Tresno Sayekti Nuryanto Triastuti Wuryandari Triastuti Wuryandari Trisnawati Gusnawita Berutu Ubudia Hiliaily Chairunnnisa Ulfah Sulistyowati Yosi Dhyas Monica Yuciana Wilandari Yuciana Wilandari Yudia Yustine Yunisa Ratna Resti Yustian Dwi Saputra