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PENENTUAN HARGA OPSI PUT DAN CALL TIPE EROPA TERHADAP SAHAM MENGGUNAKAN MODEL BLACK-SCHOLES Marthin Nosry Mooy; Agus Rusgiyono; Rita Rahmawati
Jurnal Gaussian Vol 6, No 3 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (422.448 KB) | DOI: 10.14710/j.gauss.v6i3.19344

Abstract

Option is a contract that gives the right, but not obligation, to individuals to buy (call) or sell (put) certain stocks by a certain price at a specified date. One method that can be used to estimate option price is by using Black-Scholes Model. This model is introduced by Fisher Black and Myron Scholes in 1973. Black-Scholes Model was derived in certain assumptions, such as no dividens, no transaction cost, free-risked interest rates, the option is “European”, and stock price follows a random walk in continuos time, thus the distribution of possible stock prices is lognormal. Application of Black-Scholes Model on Honda Motor Company, Ltd.’s stocks shows that investors can get profits by investing on certain contracts, which is call options with the price of 10,1 US$; 8,9 US$; and 1,15 US$, and also put option with the price of 6,12 US$, all with maturity date at January 20th 2017. Keywords: Option, call option, put option, stock, Black-Scholes model.
PEMETAAN CABANG PERUSAHAAN ASURANSI X BERDASARKAN LAPORAN BEBAN KLAIM DAN PENERIMAAN PREMI MENGGUNAKAN BIPLOT Maharani Febriana Putri; Yuciana Wilandari; Rita Rahmawati
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (561.797 KB) | DOI: 10.14710/j.gauss.v4i2.8580

Abstract

The number of cars currently make everyone aware of the benefits of insurance to protect against financial loss. Insurance products that demand a lot of people are motor vehicle insurance product that car. As an entrepreneur it is necessary to determine whether or not a company healthy in order to determine the condition of the company and what things need to be considered to improve the financial condition of the company. To see healthy or not an insurance company then needs to be analyzed on the income and expenditures of the company. The company has a good insurance premium income is greater than the burden of claims. This makes the company should strive to find that a lot of customers and minimize the burden of the claims that the company is in good financial condition. This study was conducted to find out how the condition of the company by using biplot analysis. This analysis can be applied to determine the company branch mapping, information and determine which branch company has the top achievers. The results obtained from these studies is the premium income report greater than the burden of claims and the top achievers is Surabaya Tunjungan. In addition, mapping that can be explained by a biplot analysis reached 100% which means it can explain the total data properly.Keywords : company branch mapping, biplot analysis, premium income and            burden of claims
ANALISIS PENGARUH KURS RUPIAH TERHADAP INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN DISTRIBUTED LAG MODEL Wilis Ardiana Pradana; Rita Rahmawati; Sugito Sugito
Jurnal Gaussian Vol 5, No 1 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (373.108 KB) | DOI: 10.14710/j.gauss.v5i1.11060

Abstract

Analysis of distributed lag Statistics is a branch of science that discuss the case of time series data. The method can be used in a distributed lag analysis there are two Koyck Method and Almon Method. At Koyck Method of regression coefficients are assumed to have the same sign and decreases geometrically. In this method there is the dependent variable at a time ago as the independent variable so that the equation is autoregressive. By using this method to analyze the effect of the exchange rate against IHSG. Data used were 35 data. The results showed that the regression coefficient does not decrease geometrically, so that Koyck Method can not be used to resolve this case. To resolve this case, the used Almon Method. In the Almon Method assumed regression coefficient can be approximated by a polynomial has degree. Before applying this method to be specified maximum length of lag and the degree polynomial. To determine performed several experiments using lag length and degree polynomial different. Through these experiments the best results are obtained with a lag of three and a maximum length of second degree polynomials. The results indicate that the effect of the exchange rate against IHSG inversely. Keywords:      Distributed Lag, Koyck Method, Almon Method, Autoregressive, Lag, Polynomial
ANALISIS SISTEM ANTREAN PELAYANAN DI PT POS INDONESIA (PERSERO) KANTOR POS II SEMARANG Anggraini Susanti Kusumawardani; Sugito Sugito; Rita Rahmawati
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (371.888 KB) | DOI: 10.14710/j.gauss.v3i4.8066

Abstract

PT Pos Indonesia (Ltd.) is one of state-owned enterprise engaged the field of service. Along with the development of communication device which more sophisticated and modern, PT Pos Indonesia (Ltd.) has to restructure, reform, and transform. Hence, that mail and delivery service through post remains used and preferred by community. There are many things to do by the customers, this is the reason why PT Pos Indonesia (Ltd.) Kantor Pos II Semarang is always crowded by customers. Therefore, it’s important to analyze queuing system that describe the condition of service line and measures of performance of four types of service counters in PT Pos Persero (Ltd.) Kantor Pos II Semarang, those are Postage counter, Special Delivery, Express, and EMS counter, Money Orders counter, and Tax counter. Base on the observation that has been done, the queuing model at the Postage counter is (M/G/1):(GD/∞/∞), Special Delivery, Express, and EMS counter is  (M/M/3):(GD/∞/∞), Money Orders counter is (M/M/2):(GD/∞/∞), and Tax counter is (M/M/2):(GD/∞/∞). Key words    :    PT Pos Indonesia (Ltd.) Kantor Pos II Semarang, Queuing Model, Measures of Performance.
SISTEM ANTRIAN PADA PELAYANAN CUSTOMER SERVICE PT. BANK X Melati Puspa Nur Fadlilah; Sugito Sugito; Rita Rahmawati
Jurnal Gaussian Vol 6, No 1 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (648.545 KB) | DOI: 10.14710/j.gauss.v6i1.14769

Abstract

Customer Service is one form of service facility at PT. Bank X which is directly related with the public as customers. It contains kind of transactions that often caused a queue. To increase public interest in the activities of banking transactions, the facility provider tries to gives satisfaction to the customers who come, so they do not have to wait too long but without make disadvantages to the existing service system. Queueing analysis have been done in order to determine how the service system of Customer Service. Based on the analysis of research data on June, 27th 2016 to July, 1st 2016, a queueing model on Customer Service PT. Bank X is (Poisson/Weibull/3):(FCFS/∞/∞) with the customer arrival rate does not exceed the service rate. In that queueing model, the number of arrivals is Poisson distribution, service time is Weibull distribution and there are three service counters. Queueing discipline that applied is customers will be served were the first comes to the bank, with the system capacity and the calling population of customers is infinite. To provide information as a reference or consideration to the PT. Bank X, then a simulation with the software called Arena has been done to determine the performance of the service system with the addition or subtraction of the number of Customer Service.Keywords: Service, Customer, Bank, Customer Service, Queueing Model, Simulation, Arena.
KETEPATAN KLASIFIKASI KEIKUTSERTAAN KELUARGA BERENCANA MENGGUNAKAN REGRESI LOGISTIK BINER DAN REGRESI PROBIT BINER (Studi Kasus di Kabupaten Semarang Tahun 2014) Fajar Heru Setiawan; Rita Rahmawati; Suparti Suparti
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (364.408 KB) | DOI: 10.14710/j.gauss.v4i4.10219

Abstract

Population growth in Indonesia has increasedeach year. According to the population sensus conducted by National Statistics Bureau in 2010, Indonesia's population reached 237,6 million. Therefore, to control the population growth rate, government hold Keluarga Berencana (KB) or family planning program for couples in the childbearing age. The aim of this thesis which analyze the classification of couples in the childbearing age who follow family planning program, is to reduce the birth rate. So that, population can be controlled. The data used in this study is a Semarang Regency updated family data in 2014 that conducted Nasional Population and Family Panning Bureau. From the data, a binary logistic regression model and binary probit regression will be obtained, also classification accuracy will be obtained from each of these models. The analysis showed that the Binary Logistic Regression method produces a classification accuracy of 69,0% with 31,0% classification error. While, Probit Binary Regression method produces a classification accuracy of 68,4% with 31,6% misclassification. Binary Logistic Regression and Binary Logistic Regression method have a differences classification accuracy was very small then both are relative similar for analyze the classification family planning in Semarang Regency. Keywords: Keluarga Berencana (KB), Binary Logistic Regression, Binary Probit Regression, Classification,Confusion
KLASIFIKASI DATA BERAT BAYI LAHIR MENGGUNAKAN PROBABILISTIC NEURAL NETWORK DAN REGRESI LOGISTIK (Studi Kasus di Rumah Sakit Islam Sultan Agung Semarang Tahun 2014) Erfan Sofha; Hasbi Yasin; Rita Rahmawati
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (618.798 KB) | DOI: 10.14710/j.gauss.v4i4.10136

Abstract

Birth Weight Infant (BWI) is the baby’s weight weighed in an hour after being born. Factors that may influence the BWI such as maternal age, length of gestation, body weight, height, blood pressure, hemoglobin and parity. One possibility of BWI is Low Birth Weight Infant (LBWI) (BWI < 2500 gram). LBWI is one of the causes of infant mortality. This study use the Probabilistic Neural Network (PNN) and Logistic Regression to classify the birth weight of infant in RSI Sultan Agung Semarang along the year of 2014. This study’s aims are to know the factors that affect the BWI by using logistic regression and finally finding the best method between PNN and logistic regression methods in classifying the BWI data. As a result, gestation, body weight and hemoglobin are the factors that affect the BWI in RSI Sultan Agung Semarang. The accuracy of PNN classification method on training data is 100%, which is better than the logistic regression method giving only about 88,2%, while the testing data has the same great accuracy at 86,67%. Keywords: BWI, LBWI, PNN, Logistic Regression, Classification
PEMODELAN INDEKS PEMBANGUNAN MANUSIA MENGGUNAKAN SPATIAL PANEL FIXED EFFECT (Studi Kasus: Indeks Pembangunan Manusia Propinsi Jawa Tengah 2008 - 2013) Novian Trianggara; Rita Rahmawati; Hasbi Yasin
Jurnal Gaussian Vol 5, No 1 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (424.193 KB) | DOI: 10.14710/j.gauss.v5i1.11040

Abstract

The success of a country could be seen from the condition of it society. A country needs to have developed society, a way to establish it is by human development. Human development is formed by three basic components, they are long and healthy life, knowledge, and decent living. Some indicators that represent these three components are summarized in one single value, the Human Development Index. This study models the Human Development Index for each city in Central Java using econometric approach by considering the specific spatial effect. The independent variable used were health facilities representing health component, School Participation Rate that represents education component, and Poverty Percentage that represents component of decent living standard. By using Spatial Panel Fixed Effect the best model is Spatial Autoregressive Model (SAR) with the influencing independent variabels are school participation rate and poverty percentage, with R2 of 99.54%.Keyword: HDI, Spatial, Panel, Fixed Effect
Peramalan Laju Inflasi dan Nilai Tukar Rupiah Terhadap Dolar Amerika Menggunakan Model Vector Autoregressive (VAR) Fitrian Fariz Ichsandi; Rita Rahmawati; Yuciana Wilandari
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (647.762 KB) | DOI: 10.14710/j.gauss.v3i4.8078

Abstract

Vector Autoregressive Method (VAR) is a simultaneous equation model has several endogeneous variables. In the VAR Model each variable endogeneous is explained by lag from own value and lag from the other variable. Equation of VAR generally use to forecast. In this final task VAR model was applied to find the forecasting value of inflation rate in Indonesia and the US dollar exchange rates. Testing in VAR models includes stationarity test, granger causality test and white noise test. Based on the analysis showed that inflation variable and US dollar exchange rates variable are both experiencing differencing first lag so as mentions for both variables become d_inflasi and d_kurs. The best lag for VAR model is lag 3 for each model. Forecasting for 5 periods refers to indicate that inflation rate fluctuated is stable at the average rate 0,33% while the US dollar exchange rates tended to decrease on 4 periode and increase on periode to 5 with an average exchange rate is Rp. 10.018,76.Keywords: inflation, US dollar exchange rates, VAR
PERBANDINGAN METODE KLASIFIKASI NAÏVE BAYES DAN K-NEAREST NEIGHBOR PADA ANALISIS DATA STATUS KERJA DI KABUPATEN DEMAK TAHUN 2012 Riyan Eko Putri; Suparti Suparti; Rita Rahmawati
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (382.464 KB) | DOI: 10.14710/j.gauss.v3i4.8094

Abstract

Large population in Indonesia is closely related to the working status of the population which is unemployed or employed. It can lead to the high unemployment when the avaliable jobs arent balance with the population. Used two methods to perform the classification of employment status on the number of residents in the labor force in Demak for 2012 which is Naïve Bayes and K-Nearest Neighbor. Naïve Bayes is a classification method based on a simple probability calculation, while the K-Nearest Neighbor is a classification method based on the calculation of proximity. Variables used in determining whether a person's employment status is idle or not are gender, status in the household, marital status, education, and age. Employment status of the data processing methods of Naïve Bayes with the accuracy obtained is equal to 94.09% and the K-Nearest Neighbor method obtained is equal to 96.06% accuracy. To evaluate the results of the classification used calculations Press's Q and APER. Based on the analysis, the Press's Q values obtained indicate that both methods are already well in the classification of employment status data in Demak. Based on the calculation of APER, the classification of data in the employment status of Demak using the K-Nearest Neighbor method has an error rate smaller than the Naïve Bayes method. From this analysis it can be concluded that the K-Nearest Neighbor method works better compared with the Naïve Bayes for employment status data in the case of Demak for 2012. Keywords : Classification, Naïve Bayes, K-Nearest Neighbor (K-NN), Classification evaluation
Co-Authors - Siswandari Abd. Rahman, Ika Marlina Abdul Djohar Abdul Hoyyi Abraham Yazdi Martin Adisti Permatasari Putri Hartoyo Agung Santoso Agus Rusgiyono Agus Setiawan Agustifa Zea Tazliqoh Agustinus Lolok Alan Prahutama Alan Prahutama Aldila Abid Awali Alfahari Anggoro, Alfahari Allima Stefiana Insani Ambariyani Ambariyani, Ambariyani Anggita Puri Savitri Anggraini Susanti Kusumawardani Ani Mardiantari Ani, Adesi Rizki Indri Anik Djuraidah Anindya Aryu Inayati Annikmah Farida Annisa Nur Fathia Anton Suhartono Anwar, M. Syaiful Apriliani, Afmi Arif Kurnia Wijayanto Aripin, Khairul Asep Yoyo Wardaya Asmuni Hayat Aulia Ikhsan Betha Noranita Bhinekawati, Henny Budi Warsito Bunyamin Chrysmandini Pulung Gumauti, Chrysmandini Pulung Chyntia Arum Widyastusti Danil, Mahmud Daniyati, Dian Dedy Douglas Harianja Devy, Happy Sista Diah Safitri Diah Safitri Dian Daniyati Dian E Idris Gentini Dina Rosmalia Listya Utami Dwi Ispriyanti Ebeit Devita Simatupang Eka Nurzannah Eko Adi Sarwoko Eko Adyan Sukanianto Elvia Ivada Erfan Sofha Esti Zaduqisti Esti Zaduqisti Fajar Heru Setiawan Fajar, Malik FANDI AHMAD Farda Nur Sa&#039;adah Farida, Annikamah Fatima, Suwanto Fikri, Aan Maudlihul Firda Megawati Fitria Aprilia Suherman Fitrian Fariz Ichsandi Fitta Setiajiati Gamal Abdel Nasser Masikki Habib Ismail, Habib Hafii Risalam Hanien Nia H Shega Hasbi Yasin Hasbi Yasin Herliansyah, Muhammad Rudy Ika Sartika Ika Trisnawati A Ikha Rizky Ramadani Ikhwanudin Illahi, Muhammad Jaya Indrayati Galugu Indria Tsani Hazhiah Istiroha Ita Dwilestari Iwannudin Jamilah Jamilah Lies Kurnia Irwanti Lina Karlinasari M. Muslih M. Muslih Husein M.Pd S.T. S.Pd. I Gde Wawan Sudatha . Madani, Hilmi Naufal Maharani Febriana Putri Marthin Nosry Mooy Maruapey, Muhamad Husein Maslachah, Maslachah Mega Susilowati Melati Puspa Nur Fadlilah Moch. Abdul Mukid Moch. Abdul Mukid Mohammad Yahya Mono Pratiko Gustomi Muchammad Aziz Chusen Muhammad Abid Muhyidin Muhammad Andi Septiadi Muhammad Hilman Rizki Abdullah Muhammad Husein Maruapey Muhammad Luthfie Muhammad Rendi Ramdhani Muhammad Yusuf Muhimmi, Aliyatul Mumaiyizah, Mumaiyizah Mustafid Mustafid Mustafid Mustafid Mutiara Ardin Rifkiani Nabila, Eva Salsa Nafidhatul Firda Eka Syahfitri Nariswari Diwangkari, Nariswari Niken Anggraini Dewi Noor Fitri Novian Trianggara Novie Eriska Aritonang Nur Alfi Khotamin Nur Alfi Khotamin, Nur Alfi Nurhikmah Megawati Nuril Faiz NURUL QOMARIYAH Nurul Ramadhany Octafinnanda Ummu Fairuzdhiya Onny Kartika Hitasari Oom Komala Pagiling, luther Pratama Ganang Widayaka Pratiko, Mono Puji Retnowati Purnamasari, Irma Rahayu Ningtyas Rahmawati, Rizky Devi Ramdani, Faisal Tri Riana Ikadianti Rifana, Haikal Zaky Rifki Adi Pamungkas, Rifki Adi Rindayati, Rindayati Rini, Etika Risqi, Muhammad Riyan Eko Putri Rizki Taher Dwi Kurniawati Rizqi Izrul Alamsyah Robertus Heri Sulistyo Utomo Roestamy, Martin Ronny Gusnadi Rosyadi, Hanang Rosyidah, Haniatur Rukun Santoso Rumuzi, Moh. Sabella, Shalsa Putri Sabhariyah, Riesmiati Samantha, Kenia Santoso, Haris Sastrawan, Berry Satriawan, Handi Seta Satria Utama Shinta Dewi Rismawati Sirojuddin, Wawan SISWOYO Siti Nur Qomariah St.Nawal Jaya Sudarno Sudarno Sugito - Sugito Sugito Sukanianto, Eko Adyan Sukarelawati Sukarelawati Suparti Suparti Susanti, Mey Syah, Hengky Firman Syahfitri, Nafidhatul Firda Eka Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Thoha, Silvia Milady Azkiya Tri W., Vian Sigit Triana Sofiani Triana Sofiani Trianah Shofiani Triastuti Wuryandari Ula, Fashihatul Ulfah Juniarti Siregar umah, khoiroh Umam, Misbahul Fuadil USWATUN HASANAH Vica Nurani Wati, Eka Masitho Wilis Ardiana Pradana Yuanita Syaiful Yuciana Wilandari Yuciana Wilandari Yulianita . Yunisa Ratna Resti Yunita, Norma Zahroh, Roihatul