Articles
STOCK PORTFOLIO ANALYSIS USING MARKOWITZ MODEL
Indah Nur Nur Safitri;
Sudradjat Sudradjat;
Eman Lesmana
International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020)
Publisher : Research Collaboration Community (RCC)
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (355.191 KB)
|
DOI: 10.46336/ijqrm.v1i1.6
A common problem that often occurs in investment is the selection of the optimal portfolio according to the wishes of investors. This thesis ueds the Markowitz Model as a basis to formed a model to choose the optimal portfolio that provided the lowest risk. Efforts to minimize risk were carried out by conducting a diversification strategy. After the selection of several companies with the criteria of capitalization value and DER (Debt Equity Ratio), a combination of stocks is formed to form a portfolio. The formed portfolio was then analyzed to determine the optimal proportion of each stock. Using the Markowitz model, which is then solved by Non Linear Programming, an optimal portfolio is obtained with the proportion of each stock minimizing risk. In general, the results of this analysis indicate that portfolios with more stocks will produce lower risks compared to portfolios with fewer stocks, thus providing optimal diversification solutions, namely portfolios with members of five stocks with optimal risk of 0.886%.
Comparative Analysis of Elementary School Student Knowledge Regarding Flood Mitigation in the Citarum Watershed
Sukono Sukono;
Eman Lesmana;
Herlina Napitupulu
International Journal of Research in Community Services Vol 1, No 3 (2020)
Publisher : Research Collaboration Community (RCC)
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
DOI: 10.46336/ijrcs.v1i3.103
Flooding is a natural event, one of which is caused by the overflow of rivers. This disaster often occurs in the Dayeuhkolot area, Bandung Regency. Geographical conditions that are close to the flow of the Citarum River and the plains that are lower than the surrounding area cause this area to be flooded especially during the rainy season. This paper aims to analyze the effectiveness of disaster training given at a young age and analyze the effectiveness of training methods provided in the form of games and PowerPoint media. This activity is aimed at grade 6th students at BojongAsih Elementary School starting with the questionnaire I which functions as a pre-test and ends with questionnaire II which functions as a post-test. Questionnaires were given at the beginning and at the end to see the extent to which the material provided new influence and knowledge to BojongAsih Elementary School students. The results of the questionnaire showed that before counseling about flood mitigation, samples were categorized as having a good knowledge of 91% and having poor knowledge of 9%. After counseling about flood disaster mitigation using games and PowerPoint media there was an increase in knowledge, samples that had good knowledge were 98% and those with less good knowledge were 2%. Based on the pre-test and post-test results, this activity was proven successful in increasing the knowledge of BojongAsihElementary School related to flood mitigation.
Analisis Dinamik pada Model Pengendalian Persediaan Dua Produk Berbeda dengan Kapasitas Produksi Terbatas Serta Inisiatif Tim Sales Bersama
Nursanti Anggriani;
Eman Lesmana;
Asep Supriatna;
Hennie Husniah;
Mochamad Yudha
Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri Vol. 17 No. 1 (2015): JUNE 2015
Publisher : Institute of Research and Community Outreach - Petra Christian University
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (696.994 KB)
|
DOI: 10.9744/jti.17.1.17-26
In this paper we discuss a mathematical model of inventory control policy based on local stability analysis using a system dynamics approach. It is assumed that the production capacity and the maximum production capacity has an upper limit but with sufficient availability of raw materials so that the production occurs continuously without stock out. The model is intended to meet the market equilibrium by determining the optimal number of agents in a team of salesman, the level of inventory, and the level of production capacity, so that thenet income is maximized. We use the Pontryagin Maximum Principle to find the optimal control of the system. Finally some numerical simulations are performed to give a sensitivity analysis of the inventory control policy to the parameters involved in the system.
Solusi Optimal Model Optimisasi Robust Untuk Masalah Traveling Salesman Dengan Ketidaktentuan Kotak Dan Pendekatan Metode Branch And Bound
Poppy Amriyati;
Diah Chaerani;
Eman Lesmana
Jurnal Teknik Industri Vol. 17 No. 2 (2015): DECEMBER 2015
Publisher : Institute of Research and Community Outreach - Petra Christian University
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (396.171 KB)
|
DOI: 10.9744/jti.17.2.81-88
Traveling Salesman Problem (TSP) merupakan teknik pencarian rute yang dimulai dari satu titik awal, setiap kota harus dikunjungi sekali dan kemudian kembali ke tempat asal sehingga total jarak atau waktu perjalanan adalah minimum. Untuk mengatasi kedakpastian jarak atau waktu perjalanan, maka perlu dilakukan pengembangan model TSP. Salah satu bidang Optimisasi yang mampu menyelesaikan permasalahan terkait ketidakpastian adalah Optimisasi Robust. Dalam makalah ini dibahas mengenai penerapan Optimisasi Robust pada TSP (RTSP) menggunakan pendekatan Box Uncertainty dan diselesaikan dengan menggunakan Metode Branch and Bound. Disajikan simulasi numerik pada software aplikasi Maple untuk beberapa kasus nyata terkait penerapan Optimisasi RTSP , seperti masalah manajemen konstruksi, penentuan jarak tempuh kota di Pulau Jawa, dan Penentuan Rute Mandiri Fun Run.
Robust Optimization Model for Bi-objective Emergency Medical Service Design Problem with Demand Uncertainty
Diah Chaerani;
Siti Rabiatul Adawiyah;
Eman Lesmana
Jurnal Teknik Industri Vol. 20 No. 2 (2018): December 2018
Publisher : Institute of Research and Community Outreach - Petra Christian University
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (584.352 KB)
|
DOI: 10.9744/jti.20.2.95-104
Bi-objective Emergency Medical Service Design Problem is a problem to determining the location of the station Emergency Medical Service among all candidate station location, the determination of the number of emergency vehicles allocated to stations being built so as to serve medical demand. This problem is a multi-objective problem that has two objective functions that minimize cost and maximize service. In real case there is often uncertainty in the model such as the number of demand. To deal the uncertainty on the bi-objective emergency medical service problem is using Robust Optimization which gave optimal solution even in the worst case. Model Bi-objective Emergency Medical Service Design Problem is formulated using Mixed Integer Programming. In this research, Robust Optimization is formulated for Bi-objective Emergency Medical Service Design Problem through Robust Counterpart formulation by assuming uncertainty in demand is box uncertainty and ellipsoidal uncertainty set. We show that in the case of bi-objective optimization problem, the robust counterpart remains computationally tractable. The example is performed using Lexicographic Method and Branch and Bound Method to obtain optimal solution.
APLIKASI MODEL MIXED INTEGER LINEAR PROGRAMMING UNTUK PENGOLAHAN DAN PENDISTRIBUSIAN IKAN PADA INDUSTRI PERIKANAN (STUDI KASUS: PT. MULTI MINA REJEKI)
Eman Lesmana;
Badrulfalah Badrulfalah;
Bahtiar Bahtiar
Teorema: Teori dan Riset Matematika Vol 3, No 2 (2018): September
Publisher : Universitas Galuh
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (593.942 KB)
|
DOI: 10.25157/teorema.v3i2.1177
Masalah dalam tahap produksi pada sebuah perusahaan biasanya dialami dalam kegiatan pengolahan dan pengiriman produk. Kegiatan ini sering kali tidak sesuai dengan jadwal permintaan yang sudah ditetapkan sehingga perlu dibentuk perencanaan produksi. Makalah ini membahas tentang model perencanaan produksi beberapa produk cumi-cumi yang berasal dari beberapa pemasok pada PT. Multi Mina Rejeki. Model optimisasi Mixed Integer Linear Programming diformulasikan untuk menyelesaikan masalah ini. Keadaan dan peraturan perusahaan dijadikan sebagai fungsi kendala, sedangkan fungsi tujuannya adalah minimalisasi total biaya pengeluaran. Model pada penelitian Sayedhosseini dan Ghoreyshi (2014) diformulasikan menjadi sebuah model yang sesuai dengan objek penelitian. Data yang diperoleh pada bulan Februari 2016 digunakan sebagai parameter dalam model. Model diselesaikan menggunakan metode Branch and Bound dengan alat bantu aplikasi LINGO. Hasil penelitian menunjukkan terdapat selisih total biaya rata-rata antara model MILP dengan data primer sebesar 6,840%.
PERAMALAN JUMLAH KEDATANGAN WISATAWAN MANCANEGARA KE INDONESIA DENGAN METODE HOLT-WINTERS DAN HUBUNGANNYA TERHADAP PENDAPATAN DEVISA PARIWISATA
Muhammad Aldrin Degasputra Chandrasa;
Eman Lesmana;
Elis Hertini
Teorema: Teori dan Riset Matematika Vol 5, No 2 (2020): September
Publisher : Universitas Galuh
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
DOI: 10.25157/teorema.v5i2.3790
Pariwisata merupakan sektor penghasil devisa penting di Indonesia. Dalam industri pariwisata, ketepatan dan kelengkapan prakiraan yang baik diperlukan dari pembuat kebijakan dan praktisi untuk mempersiapkan sarana-prasarana, akomodasi, dan transportasi wisatawan. Jumlah kedatangan wisatawan yang beragam tiap bulannya dan kedatangan yang berpola musiman sehingga diperlukan metode yang dapat memprediksi kedatangan wisatawan dengan tepat. Karena data kedatangan wisatawan berpola musiman dan tidak stasioner, pada paper ini akan digunakan metode peramalan Holt-Winters multiplikatif untuk meramalkan kedatangan yang berpola musiman, dan kemudian akan dicari hasil ramalan dengan pendapatan devisa pariwisata. Dari hasil penelitian ini didapat hasil ramalan dan hubungan dengan pendapatan devisa pariwisata yang kemudian hasil tersebut dapat digunakan sebagai bahan kajian instansi terkait dalam mengambil kebijakan mengenai pariwisata dan kedatangan wisatawan mancanegara, seperti pemerintah, pengelola tempat wisata, penyedia transportasi, dan penyedia akomodasi.
PENJADWALAN PERAWAT IGD RUMAH SAKIT UMUM DAERAH KOTA BANDUNG MENGGUNAKAN METODE GOAL PROGRAMMING
Eman Lesmana;
Mardhiyah Herdyati
Teorema: Teori dan Riset Matematika Vol 4, No 2 (2019): September
Publisher : Universitas Galuh
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (563.225 KB)
|
DOI: 10.25157/teorema.v4i2.2468
Rumah sakit merupakan kebutuhan masyarakat sebagai pelayanan dibidang kesehatan. Masyarakat yang membutuhkan penanganan medis dapat datang ke salah satu bagian rumah sakit yaitu Instalasi Gawat Darurat (IGD). Masyarakat dapat membutuhkan IGD kapan saja. Oleh karena itu dibutuhkan perawat yang siap sedia selama 24 jam dalam satu hari. Namun seorang perawat tidak dapat bekerja penuh 24 jam dalam sehari di rumah sakit atau bekerja pada shift yang sama dua hari atau lebih berturut-turut karena dapat mempengaruhi kesehatan perawat. artikel ini membahas tentang penjadwalan perawat menggunakan Metode Goal Programming. Metode goal progamming untuk menyelesaikan permasalahan penjadwalan perawat IGD Rumah Sakit Umum Daerah Kota Bandung dengan tujuan meminimumkan penyimpangan pada fungsi tujuan. Metode dalam penelitian ini disesuaikan dengan kebijakan-kebijakan yang berlaku di rumah sakit dan kebutuhan perawat. Hasil dari penelitian ini dapat meminimumkan penyimpangan menjadi nol, sehingga didapat jadwal perawat yang optimal.
Solving Uncertain Online Shopping Problem With Discounts Using Robust Counterpart Methodology
Diah Chaerani;
eman lesmana;
S.S.A.S. Putri
IJEBD (International Journal of Entrepreneurship and Business Development) Vol 4 No 2 (2021): March 2021
Publisher : LPPM of NAROTAMA UNIVERSITY
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (734.315 KB)
|
DOI: 10.29138/ijebd.v4i2.1367
Online Shopping is a phenomenon that is growing rapidly at this time and consumers are an important element in the buying and selling competition in the market and consumers who make a difffference in determining the profifits of the sellers. This research discusses the problem of online shopping using the Robust Optimization method. Robust Optimization Method is a process to get optimal results with an uncertainty. Based on the demand model to optimize the buying price, an Integer Linear Programming model with discount functions is built which will be converted into Robust Optimization. In this study also used a tool that is the Maple application in the numerical calculation process.
Forecasting Of Production And Export Indonesian Pepper Commodities Using Smoothing Exponential And Holt Winter Methods
Hapiz Jasman;
Eman Lesmana;
Julita Nahar
IJEBD (International Journal of Entrepreneurship and Business Development) Vol 4 No 2 (2021): March 2021
Publisher : LPPM of NAROTAMA UNIVERSITY
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (356.144 KB)
|
DOI: 10.29138/ijebd.v4i2.1368
Purpose: The last few years the contribution of Indonesian pepper in the world market has decreased and has been replaced by Vietnam. If in 2000 and a few years before Indonesia became the world’s main pepper exporter, since 2001 the position has been replaced by Vietnam. In 2006 Indonesia’s position fell back to number three the world was replaced by Brazil which was ranked second. In 2006 Indonesian exports outperformed brazil and returned to rank second. Based on data from the Directorate General of Plantations in 2015, the area under pepper in Indonesia tends to decrease from 2004 to 2015 with an average reduction of area of 3064.5 hectares per year. Based on data from the Directorate General of Plantation in 2015, the area of pepper in Indonesia tends to decline from 2004-2015 with an average reduction of 3,064.5 hectares per year. The occurrence of the deduction according to the Ministry of Agriculture (2013), among others, is caused by: (a) drought; (b) Pest and disease attacks, especially stem rot and jaundice; and (c) conversion of pepper into mining or other plantation land, such as oil palm, rubber or cocoa. Design/methodology/approach:. Methods used to predict the number of production and consumption of domestic and export of Indonesian pepper is Double exponential Smoothing Brown and the Smoothing exponential method of Holt-Winter. Research limitations/implications: This Paper discusses the predictions of production and domestic consumption and the export of Indonesian pepper.