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Journal : IJCCS (Indonesian Journal of Computing and Cybernetics Systems)

An Optimal Stock Market Portfolio Proportion Model Using Genetic Algorithm Wahyono Wahyono; Chasandra Puspitasari; Muhammad Dzulfikar Fauzi; Kasliono Kasliono; Wahyu Sri Mulyani; Laksono Kurnianggoro
IJCCS (Indonesian Journal of Computing and Cybernetics Systems) Vol 12, No 2 (2018): July
Publisher : IndoCEISS in colaboration with Universitas Gadjah Mada, Indonesia.

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/ijccs.36154

Abstract

To reduce the amount of loss due to investment risk, an investor or stockbroker usually forms an optimal stock portfolio. This technique is done to get the maximum return of investment on shares to be purchased. However, in forming a stock portfolio required a fairly complex calculations and certain skills. This work aims to provide an alternative solution in the problem of forming the optimal and efficient stock portfolio composition by designing a system that can help decision making of investors or stockbrokers in preparing stock portfolio in accordance with the policy and risk investment. In this work, determination of optimal stock portfolio composition is constructed by using Genetic Algorithm. The data used in this work are the 4 selected stocks listed on the LQ45 index in 2017. Meanwhile, the calculation of profit and loss rate utilizes a single index model theory. The efficiency of the algorithm has been examined against the population size and crossover and mutation probabilities. The experimental results show that the proposed algorithm can be used as one of solutions to select the optimal stock portfolio.
Estimation of Average Car Speed Using the Haar-Like Feature and Correlation Tracker Method Muhammad Dzulfikar Fauzi; Agfianto Eko Putra; Wahyono Wahyono
IJCCS (Indonesian Journal of Computing and Cybernetics Systems) Vol 14, No 4 (2020): October
Publisher : IndoCEISS in colaboration with Universitas Gadjah Mada, Indonesia.

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/ijccs.57262

Abstract

The speed of a car traveling on the road can generally be estimated by using a speed gun. Efforts are needed to use CCTV (closed circuit television) as a tool that can be used to estimate the speed of the car so as to ease the burden on the road operator to estimate the speed of the car. This study discusses the estimated average speed of the car with the Haar-like Feature method used to detect the car, then the detection results are tracked using Correlatin Tracker to track the movement of objects that have been detected and calculate the distance of movement from the car, so that the speed of the car detected in video can be estimated. The results of the estimated average speed compared with the results of taking speed with a speed gun so that an error is obtained by MAE testing of 5,55 km / hour and the resulting standard deviation is 4,61 km / hour, thus it can be concluded that the system is made valid and can be used by road organizers to monitor the average speed of a car.