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All Journal IAES International Journal of Artificial Intelligence (IJ-AI) Media Statistika Sosiohumaniora Jurnal Ilmu Dasar Statistika Proceedings of Annual International Conference Syiah Kuala University - Life Sciences & Engineering Chapter CAUCHY: Jurnal Matematika Murni dan Aplikasi TELKOMNIKA (Telecommunication Computing Electronics and Control) Bulletin of Electrical Engineering and Informatics JUTI: Jurnal Ilmiah Teknologi Informasi Journal of the Indonesian Mathematical Society Jurnal Matematika & Sains Jurnal Optimasi Sistem Industri SEMIRATA 2015 International Journal of Advances in Intelligent Informatics Indonesian Journal of Science and Technology Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri Jurnal TAM (Technology Acceptance Model) BAREKENG: Jurnal Ilmu Matematika dan Terapan International Journal of Supply Chain Management Eksakta : Berkala Ilmiah Bidang MIPA Jurnal Aplikasi Statistika & Komputasi Statistik Journal of Islamic Monetary Economics and Finance Indonesian Journal of Electrical Engineering and Computer Science JINAV: Journal of Information and Visualization Journal of Applied Data Sciences Prosiding Seminar Nasional Official Statistics Jurnal Matematika Integratif Literatur : Jurnal Bahasa dan Sastra Jurnal TAM (Technology Acceptance Model)
Dedi Rosadi
Department Of Mathematics, Universitas Gadjah Mada
Agriculture, Biological Sciences & Forestry Arts Humanities Astronomy Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Dentistry Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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MEASUREMENT OF SUPPORT VECTOR REGRESSION PERFORMANCE WITH CLUSTER ANALYSIS FOR STOCK PRICE MODELING Izza Dinikal Arsy; Dedi Rosadi
MEDIA STATISTIKA Vol 15, No 2 (2022): 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.15.2.163-174

Abstract

Risk-averse investors will seek out stock investments with the minimum risk. One step that can be taken is to develop a model of stock prices and predict their fluctuations in the coming months. Significant studies on the modeling of stock movements have used the ARCH/GARCH method, but this method requires some assumptions. This paper will discuss the performance of stock modeling using Support Vector Regression. The performance is measured using the root mean square error value in two stock clusters based on its volatility value, e.g., stocks with large volatility and stocks with small volatility. This case study makes use of daily closing price data from 10 LQ-45 index shares from October 12, 2018 to October 11, 2019. In conclusion, SVR's performance on stocks with high volatility produces RMSE, which is considerably higher than SVR's performance on stocks with low volatility.
Improving the term weighting log entropy of latent dirichlet allocation Muhammad Muhajir; Dedi Rosadi; Danardono Danardono
Indonesian Journal of Electrical Engineering and Computer Science Vol 34, No 1: April 2024
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v34.i1.pp455-462

Abstract

The process of analyzing textual data involves the utilization of topic modeling techniques to uncover latent subjects within documents. The presence of numerous short texts in the Indonesian language poses additional challenges in the field of topic modeling. This study presents a substantial enhancement to the term weighting log entropy (TWLE) approach within the latent dirichlet allocation (LDA) framework, specifically tailored for topic modeling of Indonesian short texts. This work places significant emphasis on the utilization of LDA for word weighting. The research endeavor aimed to enhance the coherence and interpretability of an Indonesian topic model through the integration of local and global weights. Local Weight focuses on the distinct characteristics of each document, whereas global weight examines the broader perspective of the entire corpus of documents. The objective was to enhance the effectiveness of LDA themes by this amalgamation. The TWLE model of LDA was found to be more informative and effective than the TF-IDF LDA when compared with short Indonesian text. This work improves topic modeling in brief Indonesian compositions. Transfer learning for NLP and Indonesian language adaptation helps improve subject analysis knowledge and precision, this could boost NLP and topic modeling in Indonesian.
Upaya Meningkatkan Hasil Belajar Menulis Teks Eskplanasi Menggunakan Model Pembelajaran Group’s Rolling Paper pada Siswa Kelas XI Asuri, Afriza; Rosadi, Dedi
LITERATUR : Jurnal Bahasa dan Sastra Vol. 5 No. 2 (2023): LITERATUR : Bahasa dan Sastra
Publisher : Program Studi Tadris Bahasa Indonesia Institut Agama Islam Negeri Lhokseumawe

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47766/literatur.v5i2.2361

Abstract

Penelitian ini bertujuan untuk mendeskripsikan peningkatan kemampuan siswa dalam menulis teks eksplanasi menggunakan model pembelajaran group’s rolling paper pada siswa kelas XI SMA Negeri Lhokseumawe Penelitian ini menggunakan pendekatan kuantitatif, jenis penelitian dalam penelitian ini adalah PTK.Teknik pengumpulan data dalam penelitian ini adalah tes berupa soal. Data dalam penelitian ini adalah siswa. Hasil penelitian ini meningkat berdasarkan tes awal, tes akhir siklus I, dan tes akhir siklus II, pada tes awal rata-rata nilai siswa 60,8, dari rata-rata nilai siswa tersebut hanya 17,6 % siswa yang mencapai KKM, terjadi peningkatan dari tes awal ke tes akhir siklus I dengan rata-rata nilai siswa 66,4, dari rata-rata nilai siswa tersebut hanya 35,2 % siswa yang mencapai KKM, kemudian terjadi peningkatan lagi dari tes akhir siklus I ke tes akhir siklus II dengan rata-rata nilai siswa 70,1, dari rata-rata nilai tersebut 52,9% siswa yang mencapai KKM, dengan demikian penelitian yang peneliti lakukan berhasil berdasarkan kriteria keberhasilan dalam penelitian ini yaitu 50% siswa mencapai KKM.
Construction of Stock Portfolios Based On K-means Clustering of Continuous Trend Features Firmansyah, Hilmi; Rosadi, Dedi
Jurnal Matematika Integratif Vol 20, No 2: Oktober 2024
Publisher : Department of Matematics, Universitas Padjadjaran

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24198/jmi.v20.n2.53351.149-172

Abstract

Optimal portfolio formation to reduce investment risk and increase returns is a concern for investors. There are various problems when investing with portfolio formation. First, it is difficult to select a pool of assets for portfolio formation. When the number of potential assets is relatively large, it will be difficult to select assets that fulfill portfolio formation and appropriate weights. Traditional portfolio theory such as "Markowitz portfolio theory" is only used for the calculation of appropriate weights but cannot be used to automatically select assets from a pool of assets. Secondly, traditional portfolio theory calculates its weights only based on the covariance relationship between different stocks and market data is not taken into account.  Thirdly, the sharpe ratio calculation is used to evaluate investment returns but does not consider risk aversion when stocks go down. Therefore, this thesis aims at portfolio formation based on sustainable trend characteristics. Utilization of k-means clustering is used to group assets, divide different types of asset pools, and calculation of sharpe ratio based on sustainable trend characteristics to avoid downside risk. In addition, it is also combined with the calculation of equal weight for each asset, inverse volatility, risk parity, and Markowitz portfolio theory.
Pembentukan Portofolio Saham Berdasarkan Klastering K-Means dengan Fitur Tren Berkelanjutan Firmansyah, Hilmi; Rosadi, Dedi
Seminar Nasional Official Statistics Vol 2024 No 1 (2024): Seminar Nasional Official Statistics 2024
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/semnasoffstat.v2024i1.2118

Abstract

Investors aim to reduce risk and increase returns with an optimal portfolio. However, several challenges arise in portfolio construction. First, selecting assets can be difficult when there are many options, as traditional portfolio theories like risk parity and Markowitz theory only calculate optimal weights but do not automatically select assets. Second, these theories focus on covariances between stocks and overlook market data. Third, while the Sharpe ratio is used to evaluate investment performance, it does not account for risk when stock prices decline. To address these issues, this paper proposes a new approach to portfolio construction that focuses on sustainable trends. The k-means clustering technique is used to group assets, categorize them based on their characteristics, and calculate the Sharpe ratio to minimize the risk of price drops. This method also combines different approaches, including equal weighting, inverse volatility, risk parity, and Markowitz portfolio theory to optimize the portfolio.
Analysis of Seismic Data in Sumatra using Robust K-Means Clustering Rafflesia, Ulfasari; Rosadi, Dedi; Sari, Devni Prima; Novianti, Pepi
Journal of Applied Data Sciences Vol 6, No 1: JANUARY 2025
Publisher : Bright Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47738/jads.v6i1.523

Abstract

Indonesia is located within the Pacific Ring of Fire and frequently experiences significant seismic activities, rendering the region susceptible to hazards. Specifically, Sumatra is an island in the western part of the country, near the Eurasian and Indo-Australian tectonic plates. Over the past five years, an observable uptick in seismic events has been recorded in Sumatra. This research aimed to cluster the Sumatra region’s seismic data using the k-means algorithm and its extensions, including trimmed and robust sparse k-means, to determine the characteristics and patterns of seismic events. The k-means clustering algorithm operates effectively on many data but needs to work better in the presence of outliers. Meanwhile, the data identification reports the presence of outliers in the seismic data. The clustering analysis identified two main clusters, supported by multivariate and spatial outlier detection during preprocessing. The first cluster, encompassing 62% of seismic events, is located offshore near the Mentawai seismic gap, characterized by shallow depths (33–41 km) and magnitudes of 4.5–5.0 Ms. The second cluster, representing 28% of events, includes both mainland and offshore regions, associated with the Sumatran Fault system and slab deformation zones, at moderate depths (54–154 km) with magnitudes of 4.3–4.4 Ms. Rare deep-focus events exceeding depths of 214 km were identified as outliers. Evaluation using Silhouette, Davies-Bouldin, and Dunn indices determined that k=2 was the optimal number of clusters. This study contributes by integrating robust clustering methods to handle outliers, enhancing the reliability of seismic data analysis. This study demonstrates the value of applying trimmed and robust sparse k-means algorithms to improve clustering performance in regions with complex tectonic activity.
Short-term Forecasting of Covid-19 Cases in East Java of Indonesia using NARX-NN Model Hermansah; Rosadi, Dedi; Novianti, Pepi
JINAV: Journal of Information and Visualization Vol. 4 No. 2 (2023)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.jinav2356

Abstract

The goal of this study is to forecast short-term verified Covid-19 infections in East Java of Indonesia using the NARX-NN model. Here, the external variable used was the weather of East Java. The confirmed data for Covid-19 were obtained from the BNPB, and the weather data of East Java were obtained from the BMKG. Data from July 21st, 2020 to June 20th, 2021, were used for model formation (training data), and data from June 21st to 27th, 2021 were used for validation data. Based on the formatting model results, we can conduct a short-term forecast for three future periods (June 28th to 30th, 2021). This research evaluated the NARX-NN model using the forecasting accuracy of MAPE. The NARX-NN approach is more suitable than the NAR-NN method for predicting daily confirmed Covid-19 cases in East Java, based on the forecasting results of the NAR-NN and NARX-NN methods. The MAPE value was 0.03060 (0.03248 smaller than the MAPE value of the NAR-NN). At the conclusion of the study, the NARX-NN approach was utilized for daily forecasting of Covid-19 instances in East Java from June 28th to June 30th, 2021, namely 1039, 1072, and 1185.
FRAMEWORK PENGEMBANGAN CITY BRANDING KABUPATEN BANTUL MENGGUNAKAN PENDEKATAN SMART TOURISM Sri Redjeki; Edi Faizal; Edi Iskandar; Dedi Rosadi; Khabib Mustofa
Jurnal TAM (Technology Acceptance Model) Vol 9, No 2 (2018): Jurnal TAM (Technology Acceptance Model)
Publisher : LPPM STMIK Pringsewu

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56327/jurnaltam.v9i2.656

Abstract

Perkembangan sektor pariwisata secara terarah dan berkesinambungan dapat dijadikan sebagai salah satu solusi meningkatkan pertumbuhan ekonomi suatu daerah. Dengan berkembangnya sektor pariwisata, dapat meningkatkan citra sebuah daerah yang sekaligus dapat meningkatkan pendapatan asli daerah. Pengelolaan pariwisata yang baik oleh sebuah kota dapat menjadi sebuah branding yang dapat meningkatkan kunjungan wisatawan. Pencapaian ini dapat terpenuhi dengan cepat melalui penggunaan teknologi informasi dalam pengelolaan wisata. Kabupaten Bantul dikenal sebagai salah satu Kabupaten di Yogyakarta karena obyek wisata yang memikat para wisatawan dan saat ini sedang mengembangkan konsep smart city.Penelitian ini bertujuan untuk mengembangkan model dalam implementasi salah satu komponen smart city yaitu smart branding dengan menggunakan pendekatan smart tourism di Kabupaten Bantul. Model ini dapat dikembangkan karena wilayah Kabupaten Bantul merupakan salah satu tujuan wisata utama di Yogyakarta dengan berbagai jenis wisata yang ada. Total obyek wisata di Kabupaten Bantul sebanyak 113 obyek wisata. Smart tourism yang dimodelkan pada penelitian ini adalah sistem wisata integratif yang meliputi sistem berbasis mobile, sistem pemetaan wisata, sistem desa wisata dan sistem pengolahan data. Sistem ini dapat digunakan oleh pelaku dunia wisata, pengunjung wisata dan pihak pengambil keputusan di Kabupaten Bantul Dengan model pendekatan smart tourism maka Kabupaten Bantul dapat melakukan percepatan pengembangan smart city melalui salah satu komponen yaitu pengembangan city branding.
Model Pengoptimuman Portofolio Mean-Variance dan Perkembangan Praktisnya Ezra Putranda Setiawan; Dedi Rosadi
Jurnal Optimasi Sistem Industri Vol. 18 No. 1 (2019): Published April 2019
Publisher : The Industrial Engineering Department of Engineering Faculty at Universitas Andalas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/josi.v18.n1.p8-16.2019

Abstract

Many research about portfolio optimization in Indonesia still uses the ‘original’ mean-variance model as proposed by Markowitz more than 60 years ago. This article reviews the development and modification of the Markowitz’s mean-variance model, especially that dealing with real stock-market features, which could help the investor to create their own portfolio. There were several real-stock market features that implemented in the modification of mean-variance portfolios optimization models, such as the minimum transaction lots, the transaction cost, the cardinality constraint, the weight constraint, and the sectoral constraint. To implement these features, several heuristic methods were used to obtain the optimal portfolio weight, such as genetic algorithm, Tabu search, bee colony algorithm, particle swarm algorithm, and simulated annealing. These methods become alternative to the mathematical programming method.
COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL Jana, Padrul; Rosadi, Dedi; Supandi, Epha Diana
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss2pp0979-0988

Abstract

This study aimed to compare the robustness of the OLS method with a robust regression model on data that had outliers. The methods used on the robust regression model were M-estimation, MM-estimation, and S-estimation. The step taken was to check the characteristics of the data against outliers. Furthermore, the data were modeled with and without outliers using the OLS method and the M-, MM-, and S-estimations. The results were very different between the data with and without the outlier models in the OLS method. It was reflected in the intercept and standard error variables generated from the models. Meanwhile, the regression model with the M-, MM-, and S-estimations was quite stable and able to withstand the presence of outliers. Based on the three estimations that were robust against the outliers, the MM-estimation was the best candidate because, in addition to having a stable intercept parameter estimation, it also had the smallest standard error, which was 61.9 in the resulting model.
Co-Authors Abdul Hoyyi Abdurakhman Abdurakhman Abdurakhman Abdurakhman Abdurakhman Abdurakhman Adhitya Ronnie Effendie, Adhitya Ronnie Adi Marhadi Asrirawan Asuri, Afriza Budi Nurani Ruchjana Danardono Danardono Danardono, Danardono Dara Puspita Anggraeni Deasy Arisanty Dede Maryana Devni Prima Sari Di Asih I Maruddani Dina Agustina, Dina Edi Faizal Epha Diana Supandi Ezra Putranda Setiawan Ezra Putranda Setiawan Faihatuz Zuhairoh Fajri Farid Firmansyah, Hilmi Gubu, La Gumgum Darmawan Gumgum Darmawan Gunardi Gunardi Hendra Perdana Hermansah Hermansah Hermansah Hermansah Hermansah Hermansah Hermansah, Hermansah Herni Utami Herni Utami Iman Sanjaya Iskandar, Edi Izza Dinikal Arsy Jana, Padrul Khabib Mustofa La Gubu Malim Muhammad Media Rosha Muhammad Muhajir, Muhammad Pepi Novianti Resa Septiani Pontoh Retno Subekti Rizal, Ahmad Ashril Ruchjana, Budi N Rupilu, Rina Apriany Helen Wite Setialaksana, Wirawan - Sifriyani, Sifriyani Solly Aryza Sri Redjeki Sri Redjeki Ulfasari Rafflesia