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Journal : International Journal of Quantitative Research and Modeling

Determination of Dominant Factors Affecting Lung Cancer Patients Using Principal Component Analysis (PCA) Amal, Moh Alfi; Suhaimi, Nurnisaa binti Abdullah; Yasmin, Arla Aglia
International Journal of Quantitative Research and Modeling Vol 5, No 3 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i3.747

Abstract

The diagnosis of lung cancer is one of the most pressing health issues as the disease is often only detected at an advanced stage, leading to a poor prognosis for patients. Therefore, in an effort to detect, prevent, and manage the disease more effectively, this study utilized screening variables. Screening is an important endeavor in the early detection of diseases or abnormalities that are not yet clinically apparent using various tests, examinations, or procedures. The use of screening variables is very important in the early detection process because it can help in this study to understand the risk factors and causes of disease. The purpose of this study is to determine the dominant factors affecting people with lung cancer using Principal Component Analysis (PCA). Based on the results of the study, it was found that there are 20 dominant screening variables that have a considerable correlation to the formation of early detection of lung cancer with a total proportion of covariance variance of 100% when, the total variance obtained from the 20 screening variables is 100%. The final PCA results show that the factor loading values are used to determine which variables are most influential by comparing the magnitude of the correlation. As a result, the main factor causing lung cancer was Fatigue which had a factor loading of 7.87%, followed by the variables Age and Alcohol use with a factor loading of 6.02%. Other variables also showed certain factor loadings that indicated the cause of lung cancer. These findings are very important in efforts to improve early detection and management of lung cancer through more effective and targeted screening.
Investment Portfolio Optimization In Infrastructure Stocks Using The Mean-VaR Risk Tolerance Model Yasmin, Arla Aglia; Riaman, Riaman; Sukono, Sukono
International Journal of Quantitative Research and Modeling Vol. 5 No. 1 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i1.602

Abstract

Infrastructure a crucial role in economic development and the achievement of Sustainable Development Goals (SDGs), with investment being a key activity supporting this. Investment involves the allocation of assets with the expectation of gaining profit with minimal risk, making the selection of optimal investment portfolios crucial for investors. Therefore, the aim of this research is to identify the optimal portfolio in infrastructure stocks using the Mean-VaR model. Through portfolio analysis, this study addresses two main issues: determining the optimal allocation for each infrastructure stock and formulating an optimal stock investment portfolio while minimizing risk and maximizing return. The methodology employed in this research is the Mean-VaR approach, which combines the advantages of Value at Risk (VaR) in risk measurement with consideration of return expectations. The findings indicate that eight infrastructure stocks meet the criteria for forming an optimal portfolio. The proportion of each stock in the optimal portfolio is as follows: ISAT (2.74%), TLKM (33.894%), JSMR (3.343%), BALI (0.102%), IPCC (5.044%), KEEN (14.792%), PTPW (25.863%), and AKRA (14.219%). The results of this study can serve as a foundation for better investment decision-making.