Claim Missing Document
Check
Articles

Found 4 Documents
Search

PEMODELAN ARIMA-GARCH UNTUK VOLATILIAS DAN VALUE AT RISK PADA SAHAM PT. GUDANG GARAM TBK Rosi Ramayanti; Dodi Devianto; Delvia Alhusna
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 4 No. 2 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v4i2.373

Abstract

Investment is one of the development factors in economic activity, there are two basic things that investor must know before making investment decisions, namely: returns and risk. One of the statistical methods to calculate the maximum loss in investment is Value at Risk (VaR). this study aims to calculate VaR on the closing stock price data of Pt. Gudang Garam TBK for the daily period starting from 4 January 2021 to 30 December 2021. Log return data is model by ARIMA. The ARIMA model contains a heteroscedasticity effect so it is inadequate for modelling, one of the models that can overcome the heteroscedasticity problem is the ARCH-GARCH model. Forecasting the volatility of the data is done using the ARCH-GARCH model. The results show that the GARCH (1,1) is the best model for predicting volatility. Volatility is predicted for the next 30 days, after the volatility forecasting results are obtained, the VaR calculation can be continued. Based on the results, it shows that volatility increases over time, which means that the risk that investor will accept will be higher and the returns will also be greater
Integer Linear Programming In Production Profit Optimization Problems Using Branch And Bound Methods & Gomory Cutting Plane Nurweni putri; Maya Sari Syahrul; Rosi Ramayanti
Jurnal Matematika, Statistika dan Komputasi Vol. 20 No. 3 (2024): May 2024
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v20i3.32888

Abstract

Integer Linear Programming is a mathematical model that allows the results of solving cases in linear programming in the form of integers. Methods to solve Integer Programming problems include the Branch and Bound Method and the Gomory Cutting Plane Method. Both of these methods have certain rules for adding new constraint functions until an optimal solution to an integer is obtained. The purpose of this study is to optimize the profits of the production of UMKM Capal Classic Shoes Kab. Agam  by using the Branch and Bound method and the Gomory Cutting Plane method and analyzing the comparison of optimal results resulting from the two methods. The data used in the study are data on raw materials for making classic sandals and profit data. The results obtained by these two methods produce the same maximum profit, namely RP. 664,000 with each producing 15 pairs of men's sandals and 13 pairs of women's sandals. But in its completion, the Branch and Bound method requires many iterations and a longer time compared to the Gumory Cutting plane method.
Penerapan Logika Fuzzy Menggunakan Metode Tahani Untuk Pengambilan Keputusan Kenaikan Jabatan Di PT. Prioritas Outlet Bukittinggi Rina, Iswan; Syahrul, Maya Sari; Ramayanti, Rosi
Jurnal Penelitian Dan Pengkajian Ilmiah Eksakta Vol 3 No 1 (2024): Jurnal Hasi Penelitian Dan Pengkajian Ilmiah Eksakta - JPPIE
Publisher : LPPM Universitas Dharma Andalas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47233/jppie.v3i1.1397

Abstract

Kenaikan jabatan merupakan suatu faktor yang sangat penting bagi perencanaan karir karyawan, dan juga menjadi dorongan untuk seseorang untuk maju menjadi lebih baik. Seringkali proses kenaikan jabatan dilakukan secara manual, atau secara objektif yang mengakibatkan kecemburuan atau kesenjangan sosial antar karyawan, dan dalam mengambil keputusan kenaikan jabatan banyak melibatkan aspek-aspek yang berupa himpunan samar (alamiah), sementara data hasil penilain masih berupa nilai pasti. Hal ini tentunya memakan banyak waktu untuk mengkonversi dari nilai pasti tersebut kedalam himpunan samar apabila dilakukan secara manual. Untuk itu dalam membatu mengambil kepututsan di PT Prioritas Outlet Bukittinggi dapat menggunakan Logika Fuzzy dengan Metode Tahani agar mendapatkan hasil yang akurat. Promotion is a very important factor for employee career planning, and is also an encouragement for someone to progress to become better. Often the process of promotion is carried out manually, or objectively, which results in jealousy or social inequality between employees, and in making decisions about promotion involves many aspects that are in the form of a vague (natural) set, while the assessment result data is still in the form of definite values. This of course takes a lot of time to convert the exact values ​​into a vague set if done manually. For this reason, to help make decisions at PT Prioritas Outlet Bukittinggi, you can use Fuzzy Logic with the Tahani Method to get accurate results.
Penerapan Minimum Spanning Tree Dalam Menentukan Rute Terpendek Pada Pemasangan Jaringan PT.PLN (Persero) Di Kecamatan Padang Utara Kota Padang Rina, Iswan; Ramayanti, Rosi; Putri, Nurweni
Jurnal Penelitian Dan Pengkajian Ilmiah Eksakta Vol 3 No 2 (2024): Jurnal Hasi Penelitian Dan Pengkajian Ilmiah Eksakta - JPPIE
Publisher : LPPM Universitas Dharma Andalas

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47233/jppie.v3i2.1659

Abstract

Pada tulisan ini akan ditunjukkan penyelesaian data PLN dengan meminimumkan jarak atau menentukan jarak terpendek dari data PLN, dengan kata lain mencari minimum spanning tree dari model tree yang terbentuk. In this article, we will show how to solve PLN data by minimizing the distance or determining the shortest distance from PLN data, in other words looking for the minimum spanning tree from the tree model formed.