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All Journal IAES International Journal of Artificial Intelligence (IJ-AI) Natural Science: Journal of Science and Technology The Journal of Experimental Life Sciences (JELS) CAUCHY: Jurnal Matematika Murni dan Aplikasi JAS (Journal of ASEAN Studies) Jurnal Teknologi Informasi dan Ilmu Komputer Jurnal Teknik Pengairan: Journal of Water Resources Engineering Dauliyah Journal of Islamic and International Affairs JOIV : International Journal on Informatics Visualization Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) Electro Luceat BAREKENG: Jurnal Ilmu Matematika dan Terapan Kuttab: Jurnal Ilmu Pendidikan Islam Edukasi Islami: Jurnal Pendidikan Islam Jurnal al-Ulum : Jurnal Pemikiran dan penelitian ke-Islaman Jurnal Sisfokom (Sistem Informasi dan Komputer) LINGUISTIK : Jurnal Bahasa dan Sastra Nation State : Journal of International Studies Justisia Ekonomika Profit : Jurnal Kajian Ekonomi dan Perbankan Syariah Journal of Electronics, Electromedical Engineering, and Medical Informatics Ulumuna: Jurnal Studi Keislaman RESIPROKAL: Jurnal Riset Sosiologi Progresif Aktual Journal of Robotics and Control (JRC) INSPIRASI: Jurnal Kajian dan Penelitian Pendidikan Islam Islam Universalia : International Journal of Islamic Studies and Social Sciences Jurnal Pendidikan dan Kewirausahaan Indonesian Journal of Electrical Engineering and Computer Science Community Development Journal: Jurnal Pengabdian Masyarakat Journal of Management - Small and Medium Enterprises (SME's) Al Ghazali: Jurnal Kajian Pendidikan Islam dan Studi Islam Jurnal Teknik Informatika (JUTIF) Ulumuna Jurnal Teknologi Pendidikan : Jurnal Penelitian dan Pengembangan Pembelajaran At Turots: Jurnal Pendidikan Islam Dharmas Education Journal (DE_Journal) MANAJERIAL: Jurnal Inovasi Manajemen dan Supervisi Pendidikan COMMUNITY : Jurnal Pengabdian Kepada Masyarakat Journal Corner of Education, Linguistics, and Literature Indonesian Journal of Peace and Security Studies PAKDEMAS : Jurnal Pengabdian Kepada Masyarakat Jurnal Teknik Sumber Daya Air Indonesian Journal of Global Discourse Tanfidziya: Journal of Arabic Education JURNAL ILMU PENDIDIKAN Qawanin: Journal of Economic Syaria Law Prosiding University Research Colloquium POACE: Jurnal Program Studi Administrasi Pendidikan Jurnal Ekonomi Syariah dan Hukum Islam Prosiding Konferensi Nasional Penelitian Matematika dan Pembelajarannya KOLONI Innovative: Journal Of Social Science Research Jurnal Pengabdian Masyarakat Bangsa Pengabdian Pendidikan Indonesia (PPI) Indonesian Journal of Mathematics and Applications International Journal of Post-Axial: Futuristic Teaching and Learning Jurnal Kebijakan Pembangunan Daerah (JKPD) Alamtana Aspirasi: Jurnal Ilmiah Administrasi Negara Jurnal Indonesia Mengabdi
Syaiful Anam
School of Political Science and International Studies, Queensland University, Australia
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Journal : Jurnal Teknik Informatika (JUTIF)

 1 
An Enhanced Particle Swarm Optimization with Mutation for Mean-Value-at-Risk Portfolio Optimization in the Indonesian Banking Sector Anam, Syaiful; Bukhori, Hilmi Aziz; Maulana, Avin; Maulana, M. Idam; Rasikhun, Hady
Jurnal Teknik Informatika (Jutif) Vol. 6 No. 4 (2025): JUTIF Volume 6, Number 4, Agustus 2025
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2025.6.4.5191

Abstract

Portfolio optimization in emerging markets is challenging because high volatility and non-normal return distributions reduce the effectiveness of traditional mean–variance models, which tend to underestimate downside risk. This study aims to develop and evaluate an Enhanced Particle Swarm Optimization with Mutation (PSO with Mutation) for portfolio optimization under the Mean-Value-at-Risk (Mean-VaR) framework in the Indonesian banking sector. The novelty of this approach lies in integrating a mutation operator into standard PSO to maintain population diversity, prevent premature convergence, and improve exploration of the solution space. To evaluate the method, daily adjusted closing prices of 31 Indonesian bank stocks from January 2020 to July 2025 were collected. Preprocessing included removing tickers with incomplete data and computing daily returns. The optimization problem was formulated using Mean-VaR as the risk measure, with portfolio weight constraints. The proposed PSO with Mutation was benchmarked against standard PSO, Genetic Algorithm (GA), Bat Algorithm (BA), BA with Mutation, and classical models (Markowitz and Monte Carlo–based VaR). Performance was assessed using expected return, Mean-VaR, risk-adjusted return, Sharpe ratio, execution time, and stability across 25 independent runs. The results show that PSO with Mutation achieved a competitive expected return (0.0020), the lowest Mean-VaR (0.0311), the highest risk-adjusted return (0.0650), and the lowest variability across runs, while maintaining acceptable execution time. These findings confirm that mutation-enhanced PSO provides a robust, balanced, and efficient solution for portfolio optimization, making it highly relevant for investors in volatile emerging markets and advancing research on hybrid metaheuristics in financial optimization.
GWO-Enhanced Hybrid Deep Learning with SHAP for Explainable TLKM.JK Stock Forecasting Bukhori, Hilmi Aziz; Bukhori, Saiful; Anam, Syaiful; Yusuf, Feby Indriana; Sari, Meylita
Jurnal Teknik Informatika (Jutif) Vol. 6 No. 4 (2025): JUTIF Volume 6, Number 4, Agustus 2025
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2025.6.4.5205

Abstract

This study presents an innovative Grey Wolf Optimization (GWO)-enhanced hybrid deep learning model integrating Convolutional Neural Networks (CNN), Bidirectional Long Short-Term Memory (BiLSTM), and Transformer, combined with SHAP for interpretable stock price forecasting of TLKM.JK from July 29, 2024, to July 29, 2025. Addressing non-linear market dynamics, the model evaluates seven experimental cases, with the GWO-optimized configuration (Case 2) achieving superior performance, with a Root Mean Squared Error (RMSE) of 75.23, Mean Absolute Error (MAE) of 58.14, and Directional Accuracy (DA) of 76.2%, surpassing the baseline by 17.4% in RMSE and 8.1% in DA. Notably, Case 2 excels during the April 2025 surge (11.8% increase, MAE 53, DA 82%) and the high-volume day of May 28, 2025 (531,309,500 shares, MAE 48), leveraging Volume (SHAP 0.45) and RSI (0.28) as key predictors. With a 4-hour convergence time on an NVIDIA RTX 3060 GPU, the model ensures computational efficiency and interpretability, making it a robust tool for traders. Despite limitations in single-stock focus and GPU dependency, this framework advances AI-driven financial forecasting by offering transparent, high-accuracy predictions, paving the way for multi-stock applications and real-time SHAP updates.
Improving Lateral-Movement Intrusion Detection in Virtualized Networks using SHAP Feature Selection, SMOTE, and a Voting Ensemble Classifier Maulana, Avin; Anam, Syaiful; Aziz Bukhori, Hilmi
Jurnal Teknik Informatika (Jutif) Vol. 6 No. 4 (2025): JUTIF Volume 6, Number 4, Agustus 2025
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2025.6.4.5233

Abstract

Modern virtualized networks, such as those using VXLAN (Virtual eXtensible LAN), generate heavy east–west traffic, which can conceal the lateral movement of attackers. Detecting such infiltration attacks is challenging due to overlay encapsulation (e.g., VXLAN) and flat subnet architectures create blind spots for traditional IDS.  This study aims to evaluate a robust methodology for addressing class imbalance in intrusion detection by integrating SHAP-driven feature selection with SMOTE in a voting ensemble. We conducted an ablation study on the CICIDS2017 Thursday-WorkingHours-Afternoon-Infiltration subset, which is highly imbalanced (36 infiltration flows vs. 288,566 benign flows), varying SHAP feature sets (Top-5 vs. Top-30), classification thresholds , and SMOTE (Synthetic Minority Over-sampling Technique) balancing. The ensemble combined XGBoost, Random Forest, and Logistic Regression, and was evaluated with ROC-AUC, precision, recall, and F1-score. Results indicate that using more SHAP‑important features improves ROC‑AUC and recall, while SMOTE substantially enhances minority‑class detection. The best configuration is Top‑30 SHAP features with SMOTE at , achieved ROC‑AUC = 0.976 and F1‑score = 0.78, whereas using fewer features or omitting SMOTE significantly reduced recall and F1‑score. This synergy of interpretable feature selection and synthetic oversampling establishes a practical methodology for intrusion detection in highly imbalanced, modern virtualized environments. The novelty lies in demonstrating that SHAP + SMOTE integration yields both transparency and resilience, directly addressing encapsulation challenges in detecting stealthy lateral movement.
Co-Authors A.Mirza Fauzan Gazali, A.Mirza Fauzan Abd. Aziz Abdul Bari Abdul Rouf Alghofari Achmad Taufik Adella Novita Aeri Rachmad Agus Supriyadi Ahmad Afif Supianto Ainol Yaqin, Ainol Aji, Kurniawan Akhmad Khumaidi Akhodiyah, Sulistina Alfian Hidayat Alifiobono, Adeva Amalia Amar, Siti Salama Anam, Afdolul Andreas Andriani , Fitri Angga Rizky, Agus ani ani Ardiyansa, Safrizal Ardana Arifin Arifin Aris Munandar Asyidiqi, Hasbi Asyrofa Rahmi, Asyrofa Ayu Dwi Lestari, Cynthia Ayudaning D , Pamungkas Aziz Bukhori, Hilmi Bukhori, Hilmi Aziz Bustamin, Syamsumar Choa, Yeshua Austin Harvey Deny Tisna Amijaya, Fidia Devita Sari, Nindy Dian Eka Ratnawati Dian Sisinggih Dian Sisingih, Dian Dwi Mifta Mahanani, Dwi Mifta Dwi Ratnasari Edi Satriyanto Fahrul Riza Fajri, Haidar Ahmad Fatirul, Achmad Noor Fauzi, Rahman Ali Feby Indriana Yusuf Fery Widhiatmoko Fiantika, Feny Rita Fisnia Pratami Fitriah, Zuraidah Guci, Abdi Negara Habibi, Nur Syakherul Hadi Wijoyo, Satrio Hady Rasikhun Hamdani, Ibnu Mansyur Hamiduddin, Hamiduddin Hanayanti, Citra Siwi Handayani, Nilam Hasbullah Hasbullah Hdayat, Alfian Helen Yuliana Angmalisang Hosim, Moh Alpa Husni , Valencia Ikhwanudin, Tedy Ilyas, Muhaimin Imadoeddin, Imadoeddin Imam Nurhadi Purwanto Indah Yanti Irma Noervadila Islamiyah, Ummi Habibatul Ismail, Khafid Isnani Darti Jayanti, Luh Putu Dharma Judijanto, Loso Julianto, Eric Karjaya, Lalu Puttrawandi Karsim, Karsim Kasanova, Ria Kasyful Amron Khairurrizki, Khairurrizki Khozaimi, Ach. Kurniadi, Harso Kusumawinahyu, Wuryansari M Kusumo, R. Budiarianto Suryo Lailatul Jannah, Noor Lestari, Baiq Ulfa Septi Lestari, Cynthia Ayu Dwi Lestari, Silvya Anggun Lina, Roidah Maharani, Natasha Clarissa Maharani, Natasha Clarrisa mahmudy, wayan f Mar'atun, Chairanil Mardialina, Mala Marsudi Marsudi Marsum Marsum Maulana, Avin Maulana, M. Idam Maulana, Zacki Ibnu Maulida, Ghina Rahmah Miftahus Surur, Miftahus Mila Kurniawaty Mufti Ali Muhammad Rivai Muharini Kusumawinahyu, Wuryansari Muhtashor, Imam Munir, Ahmad Mubarak Muzaky, Ahmad Nagib, Rima Abdul Mujib Nalasari , Lista Tri Nanang Rifa'i, Muhamad Ni Wayan Surya Wardhani Nono Hery Yoenanto Noor Hidayat, Noor NUR HAMID Nur Shofianah Nurdiana, Titin Pardede, Hilman Ferdinandus Prasetyo, Onky Puspito, Bayu Putra, M. Rafael Andika R. Suhaimi Rahmawati Rifa'i, Dhila Silvia Rahmawati, Reny Rosalina Ramdani, Ahmad Ratri, Dian Kusumaning Rifa'i, Muhamad Nanang Rifa’i , Muhamad Nanang Rini Aristin, Rini RINI RINI Rizki, Kurnia Zulhandayani robbaniyah, qiyadah Ronaldo, Reza Rosi, Muhammad Fathur Rosid, Muchamad Rosulana, Ahmad Rudiyanto, Mohammad Sabilla, Kinanti Rizsa Safitri, Anisa Dewi Saiful Bukhori Saputri, Levia Sari, Meylita Sa’adah, Umu Shofianah, Nur Siska Siska Sofia Mendez Suhaimi Suhaimi Sukma Umbara Tirta Firdaus, Sukma Umbara Tirta Sukowati, Laila Sundari Sundari Suryani Suryani Syaiful . Syarifatul Azaliyah, Syarifatul Trisilowati Trisilowati, Trisilowati Tuloli, Mohamad Handri Tuminem, Hannan Azka Umbara, Sukma Utomo, M. Chandra Cahyo Utomo, Yudo Bismo Uyun, Nazdrotul Very Dermawan Vicky Zilvan, Vicky Wahada, Listiatul Wayan Firdaus Mahmudy Widiyanto Widiyanto Widyantoro, Didik Wijaya, Komang Agus Arta Wuryasari Muharini Kusumawinahyu Yuli Kartika Dewi Yunanto, Fredy Zabadi, Fairus Zulkarnain Zulkarnain