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All Journal Bioma : Berkala Ilmiah Biologi Media Statistika SAINS DAN MATEMATIKA Jurnal Gaussian E-Dimas: Jurnal Pengabdian kepada Masyarakat

Moch. Abdul Mukid

Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

Author-ID : 324112

Agriculture, Biological Sciences & Forestry Decision Sciences, Operations Research & Management Education Mathematics Social Sciences Other

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VALUE AT RISK IN STOCK PORTFOLIO USING T-COPULA: Case Study of PT. Indofood Sukses Makmur, Tbk. and Bank Mandiri (Persero), Tbk. Qorina Rara Sartika; Tatik Widiharih; Moch Abdul Mukid
MEDIA STATISTIKA Vol 12, No 2 (2019): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Value at Risk (VaR) is a measuring tool that can calculate the amount of the worst losses that occur in the stock portfolio with a certain level of confidence and in certain period of time. In general, financial data has a high volatility value, which is caused the variance of residual model is not constant and nonnormally distributed. In this case, Copula-GARCH can be used to calculate the VaR. The Generalized Autoregressive Conditional Heterocedasticity (GARCH) model can resolve the time series models that have non-constant residual variance. This research use the t-Copula to model the dependency structure in the combined distribution of stock returns. The t-copula function is good in terms of reaching the extreme value state that often occurs in the financial data of stock returns and has heavytails. The empirical data uses the stock return data of PT. Indofood Sukses Makmur, Tbk (INDF) and Bank Mandiri (Persero) Tbk (BMRI) in the period of October 8, 2012 - October 8, 2017. In this research, Value at Risk is calculated using the period 1 day ahead at 90% confidence level that is 0.042, at 95% confidence level that is 0.025 and at 99% confidence level that is 0.017 with weight of each stock is 50%.

ANALYSIS OF THE NUMBER INFANT AND MATERNAL MORTALITY IN CENTRAL JAVA INDONESIA USING SPATIAL-POISSON REGRESSION Alan Prahutama; Budi Warsito; Moch. Abdul Mukid
MEDIA STATISTIKA Vol 11, No 2 (2018): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Maternal and infant mortality are one of the most dangerous problems of the community since it can profoundly affect the number and composition of the population. Currently, the government has been taking heed on the attempt of reducing the number of maternal and newborn mortality in Central Java which requires data and information entirely. Poisson regression is a nonlinear regression that is often used to model the relationship between response variables in the form of discrete data with predictor variables in the form of discrete or continuous data. In space analysis, GWPR is one of method in space modeling which can model regional-based regression. It is based on some factors including the number of health facilities, the number of medical personnel, the percentage of deliveries performed with non-medical assistance; the average age of a woman's first marriage; the average education level of married women; average amount of per capita household expenditure; percentage of village status; the average rate of exclusive breastfeeding; percentage of households that have clean water and the percentage of poor people. Based on the analysis, it is revealed that the determinants of maternal and infant mortality in Central Java using Poisson and GWPR models, among others are the number of health facilities, the number of medical personnel, the average number of per capita household expenditure and the percentage of the poor. In the maternal and infant mortality model, the AIC value of GWPR model produces better modeling than Poisson regression. Keywords: Maternal and Infant mortality, Poisson, GWPR

CREDIT SCORING MENGGUNAKAN METODE LOCAL MEANS BASED K HARMONIC NEAREST NEIGHBOR (MLMKHNN) Tatik Widiharih; Moch Abdul Mukid
MEDIA STATISTIKA Vol 11, No 2 (2018): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Credit Scoring is designed so that lenders can easily make decisions regarding whether a loan proposal from a prospective customer is worthy of approval or not. This study examines the application of the Multi Local Means Based K Harmonic Nearest Neighbor (MLMKHNN) method in the case of motorcycle credit in a financial institution. The classification capability of this method in detecting potential borrowers into the credit category is either good or bad compared to its previous method, Local Means Based K Harmonic Nearest Neighbor (LMKNN). In this case the MLMKHNN method has not shown better performance than the LMKNN method. At the same level of total accuracy, MLMKHNN requires more numbers of neighbors than the number of neighbors required by the LMKNN method. Keywords: sampling design, all possible samples, statistical efficiency, cost efficiency

ANALISIS DISKRIMINAN BERGANDA DENGAN PEUBAH BEBAS CAMPURAN KATEGORIK DAN KONTINU PADA KLASIFIKASI INDEKS PRESTASI KUMULATIF MAHASISWA Nur Walidaini; Moch. Abdul Mukid; Alan Prahutama; Agus Rusgiyono
MEDIA STATISTIKA Vol 10, No 2 (2017): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Multiple discriminant analysis is one of the discriminant analysis techniques where the dependent variable are grouped into more than two groups. This paper discussed how to categorize Grade Point Average (GPA) of undergraduate student of Faculty of Sciences and Mathematics Diponegoro University based on categorical and continuous independent variable including gender, internet usage, time per week for learning, average score in national examination, amount of pocket money per month and the way to enter to Diponegoro University. The GPA grouping refers to the Academic Regulations of Diponegoro University i.e. satisfactory GPA (2,00 to 2,75), very satisfactory (2,76 to 3,50) and with honors (cum laude) (3,51 to 4,00). By using the multiple discriminant analysis with mixture variables, the accuration of classification based on training and testing data reach to 71,875% and 41,667% respectively.

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

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 Agung Waluyo Agus Rusgiyono Agus Setyawan Agus Subagio Alan Prahutama Alwi Assegaf Ana Kartikawati Anastasia Arinda Annisa Sugesti Azzarah, Dian Fatimah Budi Warsito Dani Al Mahkya Desy Ratnaningrum Desy Ratnaningrum, Desy Di Asih I Maruddani Dini Anggreani Djalal Er Riyanto Dwi Ispriyanti Dwi Rahmayani, Dwi Erna Fransisca Angela Sihotang fatimah Fatimah Finisa, Husnul Fuad Muhammad Hasbi Yasin I Gusti Ngurah Antaryama Ilham Muhammad Inas Hasimah Jatmiko Endro Suseno Lies Kurnia Irwanti Masithoh Yessi Rochayani Maulida Azkiya, Maulida Mesra Nova Muhammad Mujahid Muhammad Nur Munifatul Izzati Mustafid Mustafid Noviana Nurhayati Nur Walidaini Nurhikmah Megawati Qorina Rara Sartika Redemtus Heru Tjahjana Restu Sri Rahayu, Restu Ririn Sulpiani Rita Rahmawati Saraswati, Mei Sita Satriyo Adhy Siska Alvitiani Sitomurang, Rosalina Aprilda Sri Wahyuningrum Sudarno Sudarno Sugito - Sugito Sugito Suparti Suparti Tarno Tarno Tatik Widiharih Tatik Widiharih Triastuti Wuryandari Udi Harmoko Wetty Anggun Werti, Wetty Anggun Yuciana Wilandari Yudha Subakti, Yudha Yulia Agnis Sutarno Yundari, Yundari Zulfa Wahyu Mardika, Zulfa Wahyu

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