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All Journal Indonesian Capital Market Review Prosiding SEMNAS INOTEK (Seminar Nasional Inovasi Teknologi)
Handhika, Tri
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Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Transportation

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Market Price of Risk Analysis from Three Major Industrial Countries on the Stability of the Brennan-Schwartz Model Handhika, Tri
Indonesian Capital Market Review Vol. 4, No. 1
Publisher : UI Scholars Hub

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Abstract

At any given time, market price of risk must be the same for all derivatives and it is linked in particular to interest rate. The Brennan-Schwartz model is one of the stochastic differential equations for the interest rate under the risk neutral probability measure. To estimate parameters of this model, it is required that the real data which are collected in the real world in which the distribution of interest rate process is under the actual probability measure. Therefore, parameter estimators are obtained by changing the measure which is determined by the market price of risk. Hence, market price of risk must make the Brennan-Schwartz model becomes stable, which is important to describe resistance of the model to the perturbation in the initial state or parameters of the model. This paper aims to analyze the market price of risk from three major industrial countries: USA, Japan, and Canada. This analysis can be used as a guideline to decide that the interest rate of these three major industrial countries can be modeled as Brennan-Schwartz model.
Analisis dan Implementasi Algoritma Klasifikasi Random Forest Dalam Pengenalan Bahasa Isyarat Indonesia (BISINDO) Amiarrahman, Muhammad Rafii; Handhika, Tri
Prosiding SEMNAS INOTEK (Seminar Nasional Inovasi Teknologi) Vol. 2 No. 1 (2018): PROSIDING SEMNAS INOTEK Ke-II Tahun 2018
Publisher : Universitas Nusantara PGRI Kediri

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29407/inotek.v2i1.461

Abstract

Bahasa Isyarat Indonesia (BISINDO) adalah salah satu bahasa isyarat yang digunakan sebagai sistem komunikasi praktis dan efektif bagi penderita tuli di Indonesia. Namun demikian, tidak semua orang dengan kemampuan mendengar dapat memahami BISINDO. Untuk menjembatani komunikasi penderita tuli dengan orang-orang yang memiliki kemampuan mendengar diperlukan suatu teknologi yang dapat menerjemahkan gerakan isyarat pada BISINDO menjadi Bahasa Indonesia yang dipahami oleh orang dengan kemampuan mendengar. Pada makalah ini dilakukan analisis dan implementasi algoritma klasifikasi Random Forest untuk mengenali BISINDO dengan bantuan rekaman gerakan isyarat yang diperoleh dari sensor Kinect. Data rekaman tersebut kemudian diolah dengan menggunakan skeleton tracking untuk menghasilkan titik koordinat yang diperlukan. Adapun algoritma klasifikasi Random Forest menghasilkan rata-rata akurasi sebesar 96% dalam mengenali beberapa kata dalam BISINDO.
Co-Authors Amiarrahman, Muhammad Rafii