Article Per Year (5 Year)
p-Index From 2021 - 2026
3.624
P-Index
This Author published in this journals
All Journal Al-Jabar : Jurnal Pendidikan Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Limits: Journal of Mathematics and Its Applications Jambura Journal of Mathematics Jurnal Matematika UNAND InPrime: Indonesian Journal Of Pure And Applied Mathematics Jurnal Statistika dan Matematika (Statmat) Milang Journal of Mathematics and Its Applications MILANG Journal of Mathematics and Its Applications Limits: Journal of Mathematics and Its Applications
Berlian Setiawaty
Departemen Matematika, Fakultas Matematika Dan Ilmu Pengetahuan Alam, Institut Pertanian Bogor
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Energy Engineering Mathematics Mechanical Engineering Physics Transportation Other

Published : 44 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 44 Documents
Search

 1   2   3   4   5 
Sifat Kemonotonan Barisan Trapezoid Sum dari Kelas Fungsi Nonkonveks dan Nonkonkaf Yudasril; Berlian Setiawaty; I Gusti Putu Purnaba
Limits: Journal of Mathematics and Its Applications Vol. 19 No. 1 (2022): Limits: Journal of Mathematics and Its Applications Volume 19 Nomor 1 Edisi Me
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

The objective of this research is to show the monotonicity properties of the trapezoid sum sequence in general of nonconvex or nonconcave real valued continuous functions on interval corresponding to partitions of obtained by dividing into equal length subintervals. The decreasing monotony of the trapezoid sum generically does not happen in class of nonconcave functions. The same thing happens when restricted to the monotone nonconcave functions, namely in class of nonconcave increasing or nonconcave decreasing functions. Furthermore, in class of nonconvex functions, the trapezoid sum sequence generically does not increasing, as well as in class of increasing nonconvex or decreasing nonconvex functions.
SIFAT KEMONOTONAN PADA JUMLAH TRAPESIUM DARI HAMPIRAN FUNGSI-FUNGSI KONVEKS Yudasril, Yudasril; Setiawaty, Berlian
STATMAT : JURNAL STATISTIKA DAN MATEMATIKA Vol 3 No 1 (2021)
Publisher : Math Program, Math and Science faculty, Pamulang University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32493/sm.v3i1.8340

Abstract

Selain jumlah Darboux, jumlah trapesium juga dapat digunakan dalam menghampiri luas daerah di bawah kurva dari suatu fungsi 𝑓 real taknegatif pada suatu interval [𝑎, 𝑏]. Untuk setiap partisi 𝑃𝑛 yang membagi interval [𝑎, 𝑏] menjadi 𝑛 subinterval dengan jarak yang sama, dibentuk suatu pendekatan dari nilai integral atau luas di bawah kurva 𝑓 pada [𝑎, 𝑏] yakni, jumlah trapesium 𝑇𝑛 (𝑓). Dalam tulisan ini, akan diperlihatkan bahwa terdapat suatu fungsi linear sesepenggal 𝑔 yang menghampiri fungsi konveks 𝑓 sedemikian sehingga ekor barisan dari barisan jumlah trapesium {𝑇𝑛 (𝑔)}𝑛=1 ∞ adalah monoton naik.
Point and Figure Portfolio Optimization using Hidden Markov Models and Its Application on the Bumi Resources Tbk Shares Kastolan, Kastolan; Setiawaty, Berlian; Ardana, N. K. Kutha
InPrime: Indonesian Journal of Pure and Applied Mathematics Vol. 3 No. 1 (2021)
Publisher : Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/inprime.v3i1.19376

Abstract

AbstractThe problem of portfolio optimization is to select a trading strategy which maximizes the expected terminal wealth. Since the stocks are traded at discrete random times in a real-world market, we are interested in a time sampling method. The sampling of stock price is obtained from the process of time sampling which is used in a point and figure chart. Point and figure (PF) chart displays the up and down movements of unbalanced stock prices. The basic idea is to describe essential movements of the unbalanced stock prices using a hidden Markov model. The model parameters are transition probability matrices. They are estimated using maximum likelihood method and expectation maximization algorithm. The estimation procedure involves change of measure. The model is then applied to the stock price of Bumi Resources Tbk. collected on a daily basis. The estimated parameters are used to calculate the optimal portfolio using a recursive algorithm. The results show that the discrete hidden Markov model can be applied to describe essential movements of the stock price. The best result gives 93.63% accuracy of the estimate of observation sequence with mean absolute percentage error (MAPE) 3.63%. The numerical calculation shows that the optimal logarithmic PF-portfolio increases the wealth.Keywords: point and figure portfolio; optimization portfolio; discrete hidden Markov model; expectation maximization algorithm; stock price of Bumi Resources Tbk. AbstrakMasalah pengoptimalan portofolio adalah pemilihan strategi perdagangan yang dapat memaksimalkan kekayaan terminal yang diharapkan. Karena di pasar dunia nyata, saham diperdagangkan pada waktu acak yang berbeda, sehingga kami tertarik pada metode pengambilan sampel waktu. Proses pengambilan sampel waktu diperoleh sampling harga saham yang digunakan dalam diagram point and figure (PF-chart). Grafik point and figure hanya menampilkan pergerakan naik atau turun harga saham yang tidak seimbang. Ide dasarnya adalah untuk mendeskripsikan pergerakan esensial dari harga saham yang tidak seimbang menggunakan model hidden Markov. Parameter dari model ini adalah matriks probabilitas transisi. Parameter diestimasi menggunakan metode maximum likelihood dan algoritma expectation maximization. Prosedur estimasi melibatkan perubahan ukuran. Model ini kemudian diaplikasikan pada harga saham Bumi Resources Tbk. dari tanggal 2 Januari 2007 sampai dengan 31 Januari 2011. Hasil estimasi parameter tersebut digunakan untuk menghitung portofolio optimal menggunakan algoritma rekursif. Hasil penelitian ini menunjukkan bahwa model hidden Markov diskrit dapat diterapkan untuk menggambarkan pergerakan esensial dari harga saham. Model terbaik memberikan akurasi 93.63% dari estimasi deretan observasi dengan mean absolute percentage error (MAPE) 3,63% dan 5 faktor penyebab kejadian. Perhitungan numerik menunjukkan bahwa logaritma portofolio-PF yang optimal dapat meningkatkan kekayaan.Kata kunci: portofolio point and figure; optimalisasi portofolio; model hidden Markov diskrit; algoritma expectation maximization; harga saham PT Bumi Resources.
LOSS INSURANCE MODEL OF RISK FOR AGRICULTURAL COMMODITY BASED ON MAXIMUM DAILY RAINFALL INDEX CONSIDERATION Muna, Siti Umamah Naili; Putu Purnaba, I Gusti; Setiawaty, Berlian
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 20 No 1 (2026): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol20iss1pp0167-0178

Abstract

Agricultural commodities in rainfed areas face significant risks of yield loss and crop failure due to uncertain rainfall patterns and intensities. Index-based crop insurance has been introduced as an adaptive strategy to simplify loss assessment using climate indicators. However, most existing schemes cover only a single peril, such as drought. This study aims to develop a loss model of risk for agricultural commodity using maximum daily rainfall index that accounts for both drought and flood risks. The model consists of two components: rainfall modelling and insurance modelling. Rainfall modelling identifies the appropriate probability distribution to define rainfall index parameters—trigger and exit—which represent thresholds for yield reduction and total crop failure, respectively. These parameters are derived through numerical integration and can be approximated using percentiles when crop-specific water requirement data are unavailable. Insurance modelling determines a benefit claim model based on rainfall probability and parameters of rainfall index, with three possible benefit claim conditions: full, partial, and none. A case study using maximum daily rainfall data (September–December, 1984–2014) for paddy in Dramaga, Bogor, indicates that the Burr Type XII distribution fits the data better than the GEV distribution. The estimated premium ranges from IDR 300000 to 300822.9 per hectare. In high-rainfall areas like Dramaga, premiums are primarily influenced by the probability of excess rainfall, while drought risk is negligible. Analysis over a 10-year actual maximum daily rainfall data (September–December, 2015–2024) shows that lower insured percentiles result in lower premiums. To improve accuracy, trigger and exit should ideally be determined based on the specific crop's water requirements. Despite data limitations, this model provides a conceptual model for developing more representative and actuarially fair loss model for agricultural commodity risk.
Co-Authors A. K. CRENATA Adilla, Indrya Ardana, N. K. Kutha D. A. MUNAWAR D. C. LESMANA D. H. SANTOSO D. N. SARI D. P. ANGGRAINI Donny Citra Lesmana Erliana, Windiani F. BUKHARI Fendy Septyanto Fikri, Miftahul Fikriyah, Laila Qudrah Grifin Ryandi Egeten H. HIRASAWA I Gusti Putu Purnaba Indrya Adilla Istiadi, H. A. F. Kastolan Kastolan Kastolan, Kastolan L. KRISTINA Laila Qudrah Fikriyah M. FIKRI Maharani, Mutiara Muhammad Taufik Abdillah Muhammad Yusuf Sulaiman Muna, Siti Umamah Naili Muwafiqo Zamzami Dhuha N. K. K. ARDANA N. K. Kutha Ardana N. NURHASANAH Nahrul Hayati P. UTARI Putu Purnaba, I Gusti Rafika Septiany Retno Budiarti Ruhiyat Ruhiyat Ruhiyat Ruhiyat Ruhiyat, Ruhiyat S. A. PURNOMO S. F. NIKMAH Septiany, Rafika Sugi Guritman Sulaiman, Muhammad Yusuf Windiani Erliana Windiani Erliana Windiani Erliana Y. ADHARINI Yudasril Yudasril Yudasril Yudasril Yudasril Yudasril, Yudasril