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Journal : TELKOMNIKA (Telecommunication Computing Electronics and Control)

The Formation of Optimal Portfolio of Mutual Shares Funds using Multi-Objective Genetic Algorithm Yandra Arkeman; Akhmad Yusuf; Mushthofa Mushthofa; Gibtha FitriLaxmi; Kudang Boro Seminar
TELKOMNIKA (Telecommunication Computing Electronics and Control) Vol 11, No 3: September 2013
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12928/telkomnika.v11i3.1148

Abstract

 Investments in financial assets have become a trend in the globalization era, especially the investment in mutual fund shares. Investors who want to invest in stock mutual funds can set up an investment portfolio in order to generate a minimal risk and maximum return. In this study the authors used the Multi-Objective Genetic Algorithm Non-dominated Sorting II (MOGA NSGA-II) technique with the Markowitz portfolio principle to find the best portfolio from several mutual funds. The data used are 10 company stock mutual funds with a period of 12 months, 24 months and 36 months. The genetic algorithm parameters used are crossover probability of 0.65, mutation probability of 0.05, Generation 400 and a population numbering 20 individuals. The study produced a combination of the best portfolios for the period of 24 months with a computing time of 63,289 seconds.
Region of interest and color moment method for freshwater fish identification Gibtha Fitri Laxmi; Fitrah Satrya Fajar Kusumah
TELKOMNIKA (Telecommunication Computing Electronics and Control) Vol 17, No 3: June 2019
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12928/telkomnika.v17i3.11749

Abstract

One of the important features in content based image retrieval is color feature. The color feature is the most widely used visual features. Extracting feature image depends on the problem to identify the region or object of interest that is complex in content. This paper presents a methodology to recognize certain freshwater images using region of interest and color feature. In this work, we have considered 7 varieties of freshwater fish, Gourami, Mas/Common carper, Mas Orange, Mas Kancra, Mujair/Java Tilapia, Nila/Nile Tilapia, and Patin. Each variety consists of 20 images. We deployed Color Moment Feature after Region of Interest process to extract the feature. Euclid is used for recognition. Considering only a feature, the classification accuracy of 89% is obtained using color moment. The research technique shows promise for eventually being able to do so, and for the future will help to get important information from the image.