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Analisis Jaringan Sosial Pengguna Perpustakaan Institut Teknologi Sumatera Berbasis Peminjaman Buku menggunakan Algoritma Leiden Nadeak, Christyan Tamaro
MATHunesa: Jurnal Ilmiah Matematika Vol. 13 No. 3 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v13n3.p307-313

Abstract

This study analyzes the interaction patterns between users of the Sumatra Institute of Technology (ITERA) Library through book borrowing data with a Social Network Analysis approach. A bipartite network was formed to describe the relationship between borrowers and books, then projected into two unipartite networks: the network between borrowers and between books. The network structure was analyzed using three centrality parameters, namely degree centrality, closeness, and relatedness. Community detection was performed using the Leiden algorithm, and community structure evaluation using the modularity metric. The results show a modularity value of 0.6646 in the borrower network and 0.6776 in the book network, indicating a strong community structure. These findings can be used to provide an overview of student reading tendencies in ITERA Library and a user behavior-based book recommendation system in higher education libraries.
Deteksi Komunitas Pasar Saham IHSG dengan Metode Hybrid Jaringan Kompleks dan Algoritma Leiden Nadeak, Christyan Tamaro
MATHunesa: Jurnal Ilmiah Matematika Vol. 13 No. 3 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v13n3.p299-306

Abstract

The stock market is a complex system, with relationships between stocks that influence each other and form a dynamic network. In Indonesia, the Jakarta Composite Index (JCI) reflects the movement of the stock market as a whole. This study aims to detect the community structure of stocks in the JCI by sector using a hybrid approach that combines Random Matrix Theory (RMT), Complex Network (CN), and Leiden algorithm. The data used is the daily closing price of stocks in the JCI during the period January 2014 to January 2024. The methods applied include the formation of a correlation matrix between stocks, noise filtering using RMT, and community analysis using the Leiden algorithm. A multi-threshold correlation approach (0.7; 0.8; and 0.9) was used to evaluate the strength of the relationship between sectors. The results show that the combination of RMT, CN, and Leiden algorithm is effective in identifying stock communities with significant relationships. A higher correlation threshold results in a more stable community with a maximum modularity value of 0.72 at a threshold of 0.9. This approach makes an important contribution in understanding cross-sector interactions in the JCI stock market.