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Prediksi Harga Kontrak Opsi Asia dalam Perdagangan Pasar Saham dengan Menggunakan Metode Monte Carlo Rahmat Syam; Ahmad Zaki; Muhammad Hasriyadi Basri
Journal of Mathematics, Computations and Statistics Vol. 1 No. 01 (2018): Volume 01 Nomor 01 (April 2018)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

Option is a contract that gives rights (not obligations) to the contract holder (option buyer) to buy or sell a certain asset of a company to the option writer (option writer). Monte Carlo is a method that requires a simulation model that includes random numbers and samples based on computers. The simulation procedure involves generating random numbers by providing a probability density and using the law of large numbers to get the average of its values as an estimator of the expected value of the random variable. This study aims to predict stock option prices in the future and as a material consideration for stock trading players to make a decision to sell or buy options for a stock using Matlab software. The type of research used is applied research using the Monte Carlo method to simulate stock data. The results show that the more iterations are carried out, the predictive value is also getting better and converging to a value. The predictive value is stable at the 60000th iteration with an error value of MAPE of less than 20% so that the predicted value can be said to be good.
Analisis Intervensi Kebijakan Kenaikan Tarif Dasar Listrik (TDL) Tahun 2017 Terhadap Pemakaian Listrik Wilayah SULSELRABAR Ahmad Zaki; Rahmat Syam; Ahmad Firjatullah Hakim
Journal of Mathematics, Computations and Statistics Vol. 2 No. 01 (2019): Volume 02 Nomor 01 (April 2019)
Publisher : Jurusan Matematika FMIPA UNM

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This research is an implementation research about intervention analysis that modelling time series data effected by the existence of an event or intervention. This research aimed to determine the model of intervention of the step function with time of intervention (T) derived from process of ARIMA preintervensi modelling, identification of response of intervention, intervention parameter estimation and examination diagnosis of intervention model. As for the data that was used in the form of data of the using of electricity (in KWh), the category of households with power of 900 VA, South Southeast West Sulawesi Region (SULSELRABAR) from January, 2016 to December, 2017 were obtained from PT PLN Persero SULSELRABAR Area Of Makassar. Based on the analysis result obtained that there is derivation towards the using of electricity in the month after the intervention, it shows the impact of government policies that raising the electricity base tarif rate (defined as the intervention).
Analisis Fuzzy C-Means dan Penerapannya Dalam Pengelompokan Kabupaten/Kota di Provinsi Sulawesi Selatan Berdasarkan Faktor-faktor Penyebab Gizi Buruk Wahidah Sanusi; Ahmad Zaki; Besse Nur Afni
Journal of Mathematics, Computations and Statistics Vol. 2 No. 01 (2019): Volume 02 Nomor 01 (April 2019)
Publisher : Jurusan Matematika FMIPA UNM

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In the analysis of clustering, many groups became an issue. Some researchers chose many groups that match the needs of their research. FCM performs grouping with the principle of minimising its categorization function where one of the parameters is a membership function in fuzzy (as weighing), also known as with fuzzier .This research aimed to study the methods of grouping with Fuzzy C-Means Clustering and its application in the classification of grouping at Regency/City of South Sulawesi based on factors of Causes of Malnutrition i.e. in terms of facilities and health workers, population, economy, and low nutrient intake that is low. From the results of the analysis of the classification with Fuzzy C-Means with 2 clusters with the objective function respectively is 1079141921.2224. When the first group of 18 district while the second group consists of 6 counties.
Solusi Persamaan Laplace pada Koordinat Bola Ahmad Zaki; Syafruddin Side; Nurhaeda
Journal of Mathematics, Computations and Statistics Vol. 2 No. 01 (2019): Volume 02 Nomor 01 (April 2019)
Publisher : Jurusan Matematika FMIPA UNM

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This study examines Laplace equations on spherical coordinates and applies variable separation methods in determining Laplace equation solutions Laplace equations are one type of partial differential equation that is widely used to model problems in the field of science. The general form of the Laplace equation in the third dimension in which u is a scalar function using the separation method of the variable is obtained by the third dimension Laplace equation on spherical coordinates. The result of this research get solution of Laplace equation on spherical coordinate in the form of separate variable by not using boundary value. The relationship of cartesian coordinates and spherical coordinates to the Laplace equation can be determined in the Laplace equation and obtain solutions using spherical coordinates.
Penerapan K-Means Clustering dalam Pengelompokan Data (Studi Kasus Profil Mahasiswa Matematika FMIPA UNM) Ahmad Zaki; Irwan; Imanuel Agung Sembe
Journal of Mathematics, Computations and Statistics Vol. 5 No. 2 (2022): Volume 05 Nomor 02 (Oktober 2022)
Publisher : Jurusan Matematika FMIPA UNM

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This research is an applied research that aims to find out the clusters that exist in students of the Mathematics Department of FMIPA UNM using K-Means Clustering. This research method is a literature study. The results of the study obtained 4 clusters where the duration of independent learning and GPA from highest to lowest were Cluster 1, Cluster 2, Cluster 4, and Cluster 3. Cluster 1 was dominated by SBMPTN students, Semester 3, average age 19.20 years, duration of self-study 2.49 hours, 23.97 credits, 3.69 IPS, and 3.67 GPA. Cluster 2 is dominated by SBMPTN students, Semester 1, average age 18.08 years, duration of independent study 2.07 hours, 22 credits, 3.64 IPS and GPA 3.63. Cluster 4 is dominated by MANDIRI students, Semester 5, average age 19.78 years, duration of independent study 1.89 hours, 21.62 credits, 3.48 IPS, and 3.36 GPA. Cluster 3 is dominated by SBMPTN and SNMPTN students together, Semester 3, average age 18.52 years, duration of independent study 1.29 hours, 21.87 credits, 3.13 IPS, and GPA 3.19. The most influential variables in the formation of clusters are Semester, Number of Credits, GPA, Age, Social Studies, Average Duration of Independent Study, and Entry Path
Pemodelan Matematika SIRI pada Penyebaran Penyakit Tifus di Sulawesi Selatan Syafrudin Side; Ahmad Zaki; Sartika Sartika
Journal of Mathematics, Computations and Statistics Vol. 4 No. 2 (2021): Volume 04 Nomor 02 (Oktober 2021)
Publisher : Jurusan Matematika FMIPA UNM

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The research aims to build a SIRI model of the Typhoid spread (Susceptible-Infected-Recovered-Infected) by adding assumption that people who are recovered might be infected again. This model is divided into three classes, namely, susceptible, infected and recovered. the research procedure is carried out through several stages: Building SIRI model for the spread of Typhoid, examining the stability of the equilibrium point and determining the basic reproduction number, and applying the model to Typhoid cases in South Sulawesi. The data is the number of Typhus patients in 2018 that was obtained from Health office of South Sulawesi Province. SIRI type mathematical models are used to determine the equilibrium point. Based on the simulation results of the SIRI model, the basic reproduction number is 0,000903 indicate that, indicating that the spread of Typhus in the Province of South Sulawesi in 2018 was not an extraordinary event or it can be said that someone who is infected with this Typhoid does not cause another person to contract the same disease, in other words there was no outbreak in that population.
Solusi Numerik Model Matematika SIRI Metode Perturbasi Homotopi dalam Penggunaan E-money Sistem E-parking Hisyam Ihsan; Ahmad Zaki; Nur Syuaiba
Journal of Mathematics, Computations and Statistics Vol. 5 No. 1 (2022): Volume 05 Nomor 01 (April 2022)
Publisher : Jurusan Matematika FMIPA UNM

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This research is an applied research about application of the Homotopy Perturbation method to solve numeric solution of SIRI model in the use of E-money in E-parking system. The data that used in this research is a data which obtained by share the questionnaires to 236 respondents randomly at the research location at Panakkukang Mall, Nipah Mall and Ratu Indah Mall . This research starts from setermining general solution with Homotopy Perturbation method, parameter decision, simulation and result analyzis. This research gets movement graphic and resukt analyzis from SIRI model by riil data. The conclutions gets that the Homotopy Perturbation method can be used to analyze the preference of using E-money in E-parking system also can be a consideration by various parties to maximize the role of the use of E-money in various aspects in life, especially in E-parking.
Model Matematika SEIR Pada Kanker Kulit Akibat Paparan Sinar Ultraviolet Di Provinsi Sulawesi Selatan Syafruddin Side; Ahmad Zaki; Norliana Rahmasari
Journal of Mathematics, Computations and Statistics Vol. 4 No. 2 (2021): Volume 04 Nomor 02 (Oktober 2021)
Publisher : Jurusan Matematika FMIPA UNM

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This study aims to build a mathematical model of SEIR in skin cancer due to ultraviolet light exposure assuming that there is an incubation period in skin cancer. This model is divided into 4 classes namely susceptible, exposed, infected and recovered. The research procedure is carried out through the stages: make a SEIR model on skin cancer in the province of South Sulawesi, determine the equilibrium point of the model, analyze the stability of the equilibrium point, determine the base reproduction number ( ). The data used in building the model were skin cancer sufferers from 2018 to 2019 from Sudirohusodo Wahidin Hospital in Makassar. The results obtained that the greater the percentage of recovery rate of each infected individual due to treatment causes the population of the recovered class to increase and the population of the infected class to decrease. In other words skin cancer is not endemic in South Sulawesi Province.
Solusi Persamaan Panas Dimensi Satu dengan Metode Transformasi Laplace dan Transformasi Elzaki Ahmad Zaki; Rahmat Syam; Kristina Lubis
Journal of Mathematics, Computations and Statistics Vol. 5 No. 1 (2022): Volume 05 Nomor 01 (April 2022)
Publisher : Jurusan Matematika FMIPA UNM

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This study aims to determine the solution to the one dimensional heat equation using the Laplace transformation and Elzaki transformation. This research is a pure research that examines the Laplace transformation and Elzaki transformation in the one dimensional heat equation
Penerapan Fuzzy Logic untuk Menentukan Minuman Susu Kemasan Terbaik dalam Pengoptimalan Gizi Auliah Khoirun Nisa; Muhammad Abdy; Ahmad Zaki
Journal of Mathematics, Computations and Statistics Vol. 3 No. 1 (2020): Volume 03 Nomor 01 (April 2020)
Publisher : Jurusan Matematika FMIPA UNM

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This applied research aims to build a model of determining the best packaged milk with consideration variables are price and nutrition. The steps used in this research are fuzzification, fuzzy rule determination, fuzzy inference with mamdani method, and defuzzification. The data used are data taken from direct field surveys conducted by researchers in one of the supermarkets in Makassar. The results of this study is sample 16 packaged milk which is the most suitable packaged milk to recommended because it has high nutrition and affordable prices.