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Analysis of Optimal Portfolio Formation Using Multi-Objective Optimization Method and Nadir Compromise Programming Aliwu, Randa Resvitasari; Rahmi, Emli; Nuha, Agusyarif Rezka; Yahya, Lailany; Wungguli, Djihad; Arsal, Armayani
Jambura Journal of Mathematics Vol 7, No 1: February 2025
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjom.v7i1.29065

Abstract

A portfolio is a collection of financial assets in the stocks owned by a company or individual. An optimal portfolio is a selected portfolio that aligns with the investor's preferences, drawn from a set of efficient portfolios that have been formed. This research aims to create an optimal portfolio using the Multi-Objective Optimization method and the Nadir Compromise Programming (NCP) method. Additionally, Value at Risk (VaR) analysis is applied to determine the maximum risk an investor will bear for the portfolio. The data used consists of closing stock prices on the IDX30 Index from February 2022 to July 2023. The findings indicate that the optimization approach produces portfolios that align with investor risk-return preferences. The comparison of Multi-Objective Optimization and NCP methods provides insights into their effectiveness in portfolio selection. Furthermore, the VaR analysis helps investors understand potential risk levels, offering a comprehensive perspective on portfolio performance.
Optimization of Interval Singh’s Fuzzy Time Series with Particle Swarm Optimization for Forecasting Consumer Price Index in Luwuk City siswanto, Navira; Djakaria, Ismail; Arsal, Armayani
Journal of Mathematics, Computations and Statistics Vol. 8 No. 1 (2025): Volume 08 Nomor 01 (April 2025)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v8i1.7282

Abstract

High inflation can threaten economic stability, with CPI as the main indicator to measure the inflation rate. Luwuk City experiences significant CPI fluctuations, reflecting economic uncertainty so an accurate forecasting method is needed. This research aims to apply Singh's Fuzzy Time Series (FTS) method optimised with Particle Swarm Optimization (PSO) to improve CPI forecasting accuracy. This research includes quantitative research, using secondary data obtained from monthly CPI data in Luwuk City on the official website of the Badan Pusat Statistik Kota Luwuk. The results showed that the use of PSO optimisation on Singh's FTS was able to optimise the prediction accuracy level of Singh's FTS forecasting on Luwuk City CPI data, with a MAPE value of 0.45%, where this value is less than 10% which indicates that the forecasting accuracy is very accurate.
Optimasi Persediaan Beras menggunakan Integer Linear Programming untuk Mengatasi Ketidakpastian Pasokan Studi Kasus Bulog Gorontalo Daud, Sriwati M.; Panigoro, Hasan S.; Arsal, Armayani; Wungguli, Djihad
Jurnal Sains Matematika dan Statistika Vol 11, No 2 (2025): JSMS Juli 2025
Publisher : Universitas Islam Negeri Sultan Syarif Kasim Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24014/jsms.v11i2.36254

Abstract

Abstrak                                                                                                  Perum BULOG Gorontalo berperan dalam penyediaan beras untuk menjamin ketahanan pangan. Penelitian ini bertujuan untuk mengoptimalkan biaya persediaan yang meliputi pemesanan dan penyimpanan beras guna menghindari kelebihan stok yang meningkatkan biaya, dengan mempertimbangkan penyediaan pasokan. Metode yang digunakan adalah Integer Linear Programming (ILP) untuk menentukan keputusan pemesanan dan penyimpanan yang optimal, serta analisis sensitivitas untuk mentransmisikan perubahan parameter dampak terhadap solusi optimal. Hasil optimasi menunjukkan bahwa pendekatan ILP berhasil menurunkan biaya persediaan sebesar 17,6% per tahun, dari Rp 208.423.972 menjadi Rp 171.813.600. Analisis sensitivitas mengungkap bahwa perubahan permintaan dan pasokan pasokan sebesar 10% dapat menyebabkan solusi optimal menjadi tidak layak, sementara perubahan kapasitas pasokan dan biaya pembelian memiliki dampak yang lebih fleksibel terhadap hasil optimasi. Kata Kunci: Optimasi, Persediaan, Integer Linear Programming, Analisis Sensitivitas. Abstrak Perum BULOG Gorontalo memegang peranan penting dalam penyediaan beras untuk menjamin ketahanan pangan. Penelitian ini bertujuan untuk mengoptimalkan pemesanan dan penyimpanan beras guna mencegah terjadinya kelebihan stok yang dapat meningkatkan biaya, dengan mempertimbangkan ketidakpastian pasokan. Metode yang digunakan adalah Integer Linear Programming (ILP) untuk menentukan keputusan pemesanan dan penyimpanan yang optimal, serta analisis sensitivitas untuk mengevaluasi dampak perubahan parameter terhadap solusi optimal. Hasil optimasi menunjukkan bahwa pendekatan ILP berhasil menurunkan biaya persediaan sebesar 17,6% per tahun, dari Rp208.423.972 menjadi Rp171.813.600. Analisis sensitivitas menunjukkan bahwa perubahan ketidakpastian permintaan dan pasokan sebesar 10% dapat membuat solusi optimal tidak dapat dilaksanakan, sedangkan perubahan kapasitas pasokan dan biaya pembelian memiliki dampak yang lebih fleksibel terhadap hasil optimasi. Kata Kunci : Persediaan, Optimasi, Integer Linear Programming, Analisis Sensitivitas.
Pemanfaatan Pelabelan Harmonis Graf Ular S_n Dalam Kriptografi Polialfabetik Tahir, Fauzia D.; Katili, Muh Rifai; Yahya, Nisky Imansyah; Wungguli, Djihad; Asriadi; Nurwan; Armayani Arsal
Jurnal Derivat: Jurnal Matematika dan Pendidikan Matematika Vol. 12 No. 2 (2025): Jurnal Derivat (Agustus 2025)
Publisher : Pendidikan Matematika Universitas PGRI Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31316/j.derivat.v12i2.7815

Abstract

This research discusses harmonious labeling on the snake graph  and its application in polyalphabetic cryptography. A harmonious labeling is an injective function from the set of vertices to the set of integers modulo , defined as . This function induces an edge labeling function . For each edge connecting vertices  and , the edge label is given by , producing distinct edge labels. This study presents the construction process of harmonious labeling on the snake graph , where  and . The results show that the snake graph satisfies the conditions for being harmoniously labeled since each edge receives a unique label. The vertex set of  is defined as  and the edge set as  The harmonious labeling on this graph is then applied in cryptography, particularly in forming a cipher table used as a key in the polyalphabetic encryption and decryption process. This approach enhances cryptographic security, as a single plaintext letter can be transformed into various ciphertext possibilities, thereby increasing encryption strength and complicating message decryption attempts by unauthorized parties.  Keywords: harmonious labeling, snake graph, cryptography, polyalphabetic cipher
Model Matematika Penyebaran Penyakit Demam Berdarah Dengue dengan Faktor Kesadaran Sosial: Analisis dan Simulasi Djuma, Clara Anggriani; Achmad, Novianita; Nuha, Agusyarif Rezka; Hasan, Isran K.; Arsal, Armayani
Jambura Journal of Mathematics Vol 7, No 2: August 2025
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjom.v7i2.33921

Abstract

Dengue haemorrhagic fever (DHF) is a serious health problem in many tropical regions, including Indonesia. The spread of this disease is influenced by various factors, one of which is the level of social awareness in the prevention and control of infection. This study developed a mathematical model of DHF spread by integrating social awareness as an additional compartment. The model was analysed by determining the equilibrium points and the basic reproduction number (R0), as well as stability analysis using the Routh–Hurwitz criterion. The analysis results show the existence of two types of equilibrium points: the disease-free equilibrium point (T1) and the endemic equilibrium point (T2). Point T1 is locally asymptotically stable when R0 1 and unstable when R0 1, while point T2 is locally asymptotically stable when R0 1. Sensitivity analysis shows that the social awareness parameter significantly influences the value of R0. Additionally, numerical simulations indicate that increasing social awareness can effectively reduce disease spread and drive the system toward a disease-free state. These findings underscore the importance of community-based awareness interventions in dengue control strategies.
KOMBINASI ALGORITMA KRIPTOGRAFI RC6 DAN STEGANOGRAFI LSB UNTUK PENGAMANAN PESAN TEKS Kai, Ferawati; Nuha, Agusyarif Rezka; Asriadi, Asriadi; Panigoro, Hasan S.; Yahya, Nisky Imansyah; Arsal, Armayani
MATHunesa: Jurnal Ilmiah Matematika Vol. 13 No. 2 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

The rapid advancement of technology has led to various types of technological crimes. One solution to secure messages is by using cryptographic and steganographic techniques. This research combined the Rivest Code 6 (RC6) cryptographic algorithm and the Least Significant Bit (LSB) steganographic algorithm to enhance message security. The study analyzed changes in an image embedded with a message and sent through applications such a WhatsApp, Telegram, and E-mail. The final result show that the image embedded with the message does not undergo significant changes. However, stego images sent directly via WhatsApp and Telegram experience size alterations, which cause the embedded messages to become corrupted. Meanwhile, stego images sent as documents retain their size, allowing the message to remain intact. Additionally, stego images sent via E-mail, either as attachments or directly, do not experience size changes, and the embedded messages can be fully retrieved.
The Occurrence of a Neimark-Sacker Bifurcation on a Discrete-Time Predator-Prey Model Involving Fear Effect and Linear Harvesting Kasim, Ranan; Panigoro, Hasan S.; Rahmi, Emli; Nuha, Agusyarif Rezka; Arsal, Armayani
Indonesian Journal of Computational and Applied Mathematics Vol. 1 No. 1: February 2025
Publisher : Gammarise Publishing

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.64182/indocam.v1i1.5

Abstract

This study investigates the dynamics of a discrete-time predator-prey model incorporating the fear effect and linear harvesting. The model assumes that both prey and predator populations are harvested proportionally to their densities, while the growth rate of the prey population is negatively impacted by predator presence due to fear. The analytical exploration identifies three fixed points: the extinction point, the predator-free equilibrium, and the coexistence equilibrium. Stability analysis and numerical simulations confirm the occurrence of a Neimark-Sacker bifurcation at the interior equilibrium, demonstrating the model's complex dynamical behaviors. The findings provide insights into population sustainability under different harvesting and predation conditions, highlighting how fear and harvesting jointly influence ecosystem stability.
Developing a Python-Based Application for a Discrete-Time Population Dynamics Model Nadhilah, Farhah; Panigoro, Hasan S.; Arsal, Armayani; Nurwan, Nurwan; Wungguli, Djihad; Hasan, Isran K.
Indonesian Journal of Computational and Applied Mathematics Vol. 1 No. 2: June 2025
Publisher : Gammarise Publishing

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.64182/indocam.v1i2.20

Abstract

Difference equation is a type of equation in mathematics that is widely used to describe certain phenomena as time changes, one of which is in the field of population dynamics. In various studies, it is explained that solving complex population dynamics models is by using numerical simulations. Along with the development of technology, computational science is used to help solve mathematical problems that are difficult to solve analytically. One of them is to use a programming language, such as Python, to help present data in a graphical form. This research aims to develop an application that presents a computational solution to a difference equation using Python. The numerical results begin by entering the equation and variable values into the application, which then automatically generates a figure according to the entered equation. The figures generated in the application include one-dimensional and two-dimensional time series, as well as a Bifurcation diagram.