Article Per Year (5 Year)
p-Index From 2021 - 2026
1.857
P-Index
This Author published in this journals
All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi I-Finance Journal Jurnal Fourier Jurnal Ilmiah Ekonomi Islam JTAM (Jurnal Teori dan Aplikasi Matematika) Beta: Jurnal Tadris Matematika Jambura Journal of Mathematics JISKa (Jurnal Informatika Sunan Kalijaga) Jurnal Bakti Saintek: Jurnal Pengabdian Masyarakat Bidang Sains dan Teknologi Share: Jurnal Ekonomi dan Keuangan Islam MATHunesa: Jurnal Ilmiah Matematika Kaunia: Integration and Interconnection of Islam and Science Journal
Mohammad Farhan Qudratullah
Depertemen Matematika, Fakultas Sains Dan Teknologi, UIN Sunan Kalijaga Yogyakarta
Religion Biochemistry, Genetics & Molecular Biology Chemistry Computer Science & IT Economics, Econometrics & Finance Education Electrical & Electronics Engineering Library & Information Science Mathematics Physics Social Sciences Other

Published : 32 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 32 Documents
Search

 1   2   3   4 
APLIKASI INVERS SEMU (PSEUDOINVERSE) DENGAN METODE GREVILLE’S PADA ANALISIS REGRESI LINEAR BERGANDA Muhtar Safi’i; Khurul Wardati; Mohammad Farhan Qudratullah
Kaunia: Integration and Interconnection Islam and Science Vol. 9 No. 1 (2013)
Publisher : Fakultas Sains dan Teknologi UIN Sunan Kalijaga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/kaunia.1043

Abstract

Concept of matrix inverse is limited to ???? × ???? singular matrix. Matrix with ???? × ???? or ???? × ???? a singular concept of inverse matrix solved with pseudoinvers. Pseudoinverse ???? symbol is a matrix ???? of any matrix ???? that meet the 4 traits, namely: ???????????? = ????, ???????????? = ????, ???????? = ????????, (????????)∗ = ????????, where ( )∗ is the conjugate transpose notation. One of method to find pseudoinverse is Greville's method. A Greville’s method is finite iterating method that uses  matrix partitions. The amount of iterations this method until ???? columns of the matrix inverse to search all pseudoinverse. This research will discuss the application and the properties of the estimators of regression coefficients in the multiple linear regression.
Satisfaction Level Analysis of the Library Visitor in Faculty of Science and Technology UIN Sunan Kalijaga Pipit Pratiwi Rahayu; Mohammad Farhan Qudratullah
Kaunia: Integration and Interconnection Islam and Science Vol. 13 No. 1 (2017)
Publisher : Fakultas Sains dan Teknologi UIN Sunan Kalijaga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/kaunia.1312

Abstract

This study aims to analyze the visitor satisfaction of the Faculty of Science and Technology Library by knowing whether there is a gap between the expectations and perceptions of visitors, measuring the level of service quality, and identifying things that need to be considered to improve service quality. The data was collected in November - December 2016 with systematic random sampling techniques obtained samples of 141 students respondents. The analysis tools used are gap analysis, paired data testing, and service quality formula. The results obtained there are gaps between expectations and perceptions of visitors in 5 (five) service dimensions which include: reliability, responsiveness, empathy, assurance, and tangibles, service quality levels is 80% with good category, and some things that need to be improved are availability of supporting facilities, room comfort, availability of catalogs, availability of signs in the library, and availability of collections.
Developing Analysis Method of Optimum Portfolio with Value at Risk – Sharia’ Complian Asset Pricing Model (VaR-SCAPM) Approach Mohammad Farhan Qudratullah
Kaunia: Integration and Interconnection Islam and Science Vol. 13 No. 1 (2017)
Publisher : Fakultas Sains dan Teknologi UIN Sunan Kalijaga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/kaunia.1316

Abstract

Capital Asset Pricing Model (CAPM) in portfolio analysis used the concept of interest rates in the calculation. Interest rates in the concept of Islam financial are forbidden as classified to usury. Therefore, an optimum portfolio analysis tool was developed by replacing the concept of interest rates to zakat rates combined with a Value at Risk analysis tool named Value at Risk–sharia’ Capital Asset Pricing Model (VaR-SCAPM (Z). Its implementation in the sharia’ capital market in Indonesia of January 2011 to August 2016 was obtained by three stocks of Jakarta Islamic Index (JII) of compiler the optimum portfolio of VaR-SCAPM (Z) with proportions 20.71% of KLBF, 38.95% of TLKM, and 40.34% of UNVR. As for the monthly profit rate of 1.75% and the greatest possible loss using VaR-95% of 6.65%.
Pemodelan Geographically Weighted Logistic Regression dengan Fungsi Adaptive Gaussian Kernel Terhadap Kemiskinan di Provinsi NTT Novia Amilatus Solekha; Mohammad Farhan Qudratullah
Jambura Journal of Mathematics Vol 4, No 1: January 2022
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (675.807 KB) | DOI: 10.34312/jjom.v4i1.11452

Abstract

The Geographically Weighted Logistic Regression (GWLR) model is a logistic regression model development that is applied to spatial data from non-stationary processes. This model is used to predict a model of the data set that has a binary response variable which takes into account the spatial factor. This study will discuss the use of the GWLR model using the adaptive weighting function of the Gaussian kernel in a poverty case study in East Nusa Tenggara Province in 2019.The parameter estimation of the Maximum Likelihood Estimation (MLE) method by giving different weights for each observation location. The weight used is the adaptive Gaussian kernel with the optimum bandwidth selection using the Cross-Validation (CV). Based on the results of testing the parameters of the GWLR model with a weighted adaptive Gaussian kernel, it can be concluded that the factors that influence poverty are local and vary in the 22 observation locations, including GRDP per capita, acceptance of smart Indonesian programs, and projected population growth rates, with a classification accuracy rate of 81,82%.
Analisis Statistika dalam Perencanaan Pembangunan Ekonomi Daerah (Studi Kasus: Provinsi Sumatera Utara) Mohammad Farhan Qudratullah
Beta: Jurnal Tadris Matematika Vol. 3 No. 2 (2010): Beta Nopember
Publisher : Universitas Islam Negeri (UIN) Mataram

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

Abstract

Statistika adalah suatu cabang ilmu yang dapat diterapkan pada berbagai bidang termasuk dalam bidang pembangunan ekonomi daerah, yaitu untuk mengetahui pola dan struktur perekonomian, mengetahui ada atau tidaknya ketimpangan perekonomian, mengetahui sektor/ sub sektor ungulan, merumuskan dan mengevaluasi kebijakan pembangunan ekonomi suatu daerah. Beberapa alat analisis statistika yang digunakan adalah scatterplot, angka indeks, dan analisis regresi logistik. Pertama, scatterplot digunakan sebagai alat analisis tipologi daerah untuk mengetahui struktur perekonomian suatu daerah. Kedua, bilangan indeks yang meliputi Indeks Williamson (IW) untuk mengetahui tingkat ketimpangan antar daerah, Indeks Location Quotient (LQ) untuk menentukan subsektor unggulan perekonomian suatu daerah, Indeks Spesialisasi Regional (IS) untuk mengetahui tingkat spesialisasi antar daerah. Dan ketiga, analisis regresi logistik untuk mengetahui faktor-faktor yang membedakan pengklasifikasian daerah. Pada studi kasus provinsi Sumatera Utara dengan menggunakan data PDRB Provinsi berdasarkan Kabupaten/ Kota tahun 1993-2005, melalui analisis tipologi tampak bahwa daerah yang berada di wilayah Pantai Timur cenderung lebih maju dari segi perekonomian di banding Kabupaten/ Kota yang berada di wilayah Pantai Barat. Namun, ketimpangan tersebut semakin kecil dari tahun ke tahun. Dari segi keunggulan daerah, Kabupaten/Kota yang berada di wilayah Pantai Barat cenderung unggul di sektor pertanian dan jasa-jasa sedangkan sektor lainnya masih tertinggal. Sehingga strategi pembangunan dan pemerataan ekonomi provinsi Sumatera Utara dapat dilakukan dengan pembagunan wilayah berdasarkan geografis dan pembangunan strategis sesuai dengan sektor ungulan daerah tanpa meninggalkan sektor lainnya.
Measuring Islamic Stock Performance in Indonesia with A Modified Sharpe Ratio Mohammad Farhan Qudratullah
Share: Jurnal Ekonomi dan Keuangan Islam Vol 10, No 2 (2021)
Publisher : Faculty of Islamic Economics and Business, Universitas Islam Negeri Ar-Raniry

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (206.891 KB) | DOI: 10.22373/share.v10i2.10493

Abstract

Since the late 1960s, one of the stock performance analysis tools commonly used is Sharpe Ratio. The Sharpe Ratio consists of three components, namely stock return, risk-free returns, and stock risk. Many studies approach risk-free returns with interest rates, including when measuring the performance of Islamic stocks, while interest rates are prohibited in the concept of Islamic finance. Moreover, the stock risk is measured by a standard deviation which assumes returns are normally distributed, while many stock returns are non-normally distributed. This paper intends to measure the performance of Islamic stocks listed on the Indonesian Stock Exchange (IDX) for the period of January 2011 to July 2018 using a modified Sharpe Ratio. The ratio is modified by replacing the interest rate with four approaches: eliminating the interest rate, changing with zakah rates, changing with inflation, changing with the nominal gross domestic product, and replacing the risk measurement from Standard Deviation to Value at Risk (VaR). The findings provide almost the same results as the original measurement and thus, show very high suitability for using these models in other circumstances. Therefore, on the concept of Islamic finance, risk-free returns can be measured using these four approaches, especially inflation and GDP. This study also recommends inflation and GDP to measure risk-free returns in the Sharia's Compliant Asset Pricing Model (SCAPM) or Islamic Capital Asset Pricing Model (ICAPM).====================================================================================================ABSTRAK – Pengukuran Kinerja Saham Syariah di Indonesia menggunakan Sharpe Ratio Modifikasi. Sejak akhir 1960-an, salah satu alat mengukur kinerja saham yang biasa digunakan adalah Sharpe Ratio. Model Sharpe Ratio terdiri atas tiga komponen, yaitu return saham, return bebas risiko, dan risiko saham. Return bebas risiko diukur mengunakan variabel suku bunga yang digolongkan riba dan dilarang dalam konsep keuangan islam. Sedangkan risiko saham diukur dengan standar deviasi yang mengasumsikan data berdistribusi normal. Paper ini bertujuan untuk mengukur kinerja saham syariah yang terdaftar pada Bursa Efek Indonesia (BEI) untuk periode Januari 2011 sampai Juli 2018 dengan menggunakan Sharpe Ratio modifikasi. Kajian akan memodifikasi model Sharpe Ratio dengan mencari variabel alternatif penganti suku bunga dengan empat pendekatan, yaitu: menghilangkan variabel suku bunga tersebut, mengganti dengan zakat rate, mengganti dengan inflasi, dan mengganti dengan produk domestik bruto, serta mengganti standar deviasi dengan Value at Risk (VaR) sebagai pengukur risiko saham yang selanjutnya diimplementasikan pada pasar modal syariah di Indonesia periode Januari 2011 - Juli 2018. Hasil kajian menunjukkan kesesuaian yang sangat tinggi untuk hasil pengukuran kelima model tersebut. Dilihat dari kedekatan hasil pengukuran kinerja, kelima model tersebut dapat dikelompokkan menjadi dua, yaitu model dengan tingkat suku bunga, inflasi, dan PDB sebagai kelompok pertama, sedangkan model tanpa suku bunga dan tingkat zakat sebagai kelompok kedua 
Best-Beta CAPM (BCAPM) Optimal Portfolio Performance Using EROV, Sortino, and M2 Methods Abdul Aziz; Mohammad Farhan Qudratullah
Kaunia: Integration and Interconnection Islam and Science Journal Vol. 17 No. 1 (2021)
Publisher : Fakultas Sains dan Teknologi UIN Sunan Kalijaga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/kaunia.3041

Abstract

This study discusses the optimal portfolio performance analysis using Best-Beta CAPM (BCAPM) with methods EROV, Sortino, and M2 were applied to stocks sharia incorporated the Jakarta Islamic Index (JII) in the period from October 1, 2014 – August 31, 2017. The results obtained from this study C portfolio showed an optimal portfolio. The proportion of each stock included in the optimal portfolio is stock UNTR (95.27%) and AKRA (4.73%) with a rate of return expected from optimal portfolio is 1.39%, while the risk of an optimal portfolio of 0.066%. Result of consistency test between the performance of stock portfolio with Kendall’s tau test showed that that those methods was consistent in assessing the performance of stocks portfolio.
Perbandingan Faktor-Faktor Yang Mempengaruhi Penggunaan Electronic-Know Your Customer (e-KYC) Mr. Fitree Tahe; Maria Ulfah Siregar; Mohammad Farhan Qudratullah
JISKA (Jurnal Informatika Sunan Kalijaga) Vol. 6 No. 3 (2021): September 2021
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (220.362 KB) | DOI: 10.14421/jiska.2021.6.3.189-200

Abstract

There are many technological developments in banks, one of which is online transactions. To get these transactions, an account should be opened using the electronic know you customer (e-KYC) verification system at banks. This research wants to know the differences in the factors that influence behavioral intentions to use e-KYC at SCB (The Siam Commercial Bank) Thailand and Bank Mandiri Indonesia. This is a quantitative research using a survey. The researcher has prepared a questionnaire of 160 respondents: 80 for Bank Mandiri and 80 for SCB. The results indicate that the willingness of Bank Mandiri Indonesia’s respondents to use electronic identity verification services is influenced by smaller factors compared to SCB Thailand’s respondents. In total, all of the factors defined in this research is influenced the willingness.
Rancang Bangun Modul Rak Portabel Untuk Pajang Pameran: Studi Kasus Kelompok Usaha UMKM Kapanewon Moyudan, Sleman Taufiq Aji; Syaeful Arief; Mohammad Farhan Qudratullah; Rini Puspitaningtiyas
Jurnal Bakti Saintek: Jurnal Pengabdian Masyarakat Bidang Sains dan Teknologi Vol. 6 No. 1 (2022)
Publisher : Fakultas Sains dan Teknologi, UIN Sunan Kalijaga Yogyakarta

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

Abstract

Usaha Mikro Kecil Menengah merupakan bagian dari perekonomian nasional yang memiliki peran penting pada pertumbuhan ekonomi negara. Namun demikian, UMKM merupakan unsur pembangunan ekonomi yang mengalami kerentanan, salah satunya dalam hal pemasaran.Penelitian ini, bertujuan mengembangkan rak modular yang sesuai dengan kriteria keperluan kelompok usaha. Rancangan diperoleh dengan metode perancangan modular, untuk mendapatkan rancangan yang ringkas dan fleksibel. Hasil rancangan adalah modul alat pajang pameran, berjumlah 5 modul. Uji coba rancangan, dilakukan pada pameran gelar produk di tingkat lokal. [Small and Medium Enterprises (UmKM) are part of the national economy that have an important role in the country's economic growth. However, UMKM are elements of economic development that experience vulnerability, one of which is in terms of marketing. This study aims to develop a modular shelf that meets the criteria for the needs of a business group. The design is obtained by the modular design method, to obtain a concise and flexible design. The result of the design is an exhibition display module, totaling 5 modules. Design trials, carried out at product exhibitions at the local level.]
Model Pemberdayaan Lembaga Keuangan Mikro Syariah dalam rangka Pengembangan Usaha Mikro Kecil Menengah pada Masyarakat Mohammad Farhan Qudratullah; Slamet Haryono
Jurnal Bakti Saintek: Jurnal Pengabdian Masyarakat Bidang Sains dan Teknologi Vol. 7 No. 1 (2023)
Publisher : Fakultas Sains dan Teknologi, UIN Sunan Kalijaga Yogyakarta

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

Abstract

Industri keuangan syariah global berkembang sangat pesat termasuk di Indonesia, Otoritas Jasa Keuangan (OJK) menyebutkan bahwa 88% aset keuangan syariah Indonesia ada di pasar modal, 10% ada di perbankan dan sisanya 2% ada pada industri keuangan non-bank (IKNB). Hal ini menunjukan bahwa kontribusi lembaga keuangan mikro syariah (LKMS) masih sangat minim di Indonesia, sedangkan Indonesia memilki potensi sangat besar sebagai negara berkembang dan mayoritas masyarakatnya adalah muslim. Penelitian ini bertujuan untuk melakukan eksplorasi terkait model pengembangan LKMS secara kualitatif. Hasil yang diperoleh bahwa terdapat dua fungsi pokok LKMS, yaitu: funding dan financing, untuk mengembangkan usaha kecil masyarakat yang erat kaitannya financing. Secara umum terdapat dua model financing, yaitu berbasis ekuitas dan berbasis utang. Model financing berbasis ekuitas kurang populer dibanding yang berbasis utang karena komplektifitasnya, sedangkan model ini memiliki risiko lebih rendah dan langsung berdampak pada sektor riil. Sehingga model yang paling ideal untuk pemberdayaan LKMS dalam rangka pengembangan UMKM adalah model financing berbasis ekuitas. [The global Islamic finance industry is developing very rapidly, including in Indonesia, the Financial Services Authority (OJK) stated that 88% of Indonesia's Islamic financial assets are in the capital market, 10% are in banking and the remaining 2% are in the non-bank financial industry (IKNB). This shows that the contribution of Islamic microfinance institutions (LKMS) is still very minimal in Indonesia, while Indonesia has enormous potential as a developing country and the majority of its people are Muslims. This study aims to explore the development model of LKMS qualitatively. The results obtained show that there are two main functions of LKMS, namely: funding and financing, to develop community small businesses which are closely related to financing. In general, there are two financing models, namely equity-based and debt-based. The equity-based financing model is less popular than the debt-based one because of its complexity, while this model has a lower risk and has a direct impact on the real sector. So that the most ideal model for empowering MFIs in the context of developing MSMEs is an equity-based financing model.]
Co-Authors Abdul Aziz Didik Krisdiyanto Hanafi, Syafiq Mahmadah Indah Puspita Sari Khurul Wardati Laeli Nurani Maria Ulfah Siregar Mr. Fitree Tahe Mr. Riyanto, Mr. Muhammad Safi’ Mulhan Muhammad Zakuan Muhammad Zakuan, Muhammad Muhtar Safi’i Mulat Arja’i, Mulat Mulat Arja’i Novia Amilatus Solekha Pipit Pratiwi Rahayu Rini Puspitaningtiyas Riyanto Riyanto Salsabila, Salsabila Slamet Haryono Sunaryati Sunaryati Syaeful Arief Syarif Hidayatullah Taufiq Aji Tri Anton Saputro Tutik Farihah