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All Journal Media Statistika International Journal of Mathematics, Statistics, and Computing International Journal of Health, Medicine, and Sports
Azis, Chusnul Chatimah
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Computer Science & IT Decision Sciences, Operations Research & Management Dentistry Health Professions Mathematics Medicine & Pharmacology Nursing Public Health

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ANALYSIS OF MULTI-OBJECTIVE LINEAR ROBUST OPTIMIZATION MODEL WITH LEXICOGRAPHICAL METHOD Azis, Chusnul Chatimah; Chaerani, Diah; Rusyaman, Endang
MEDIA STATISTIKA Vol 17, No 1 (2024): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.17.1.57-68

Abstract

Problems in robust multi-objective linear optimization are a class of optimization problems with uncertain data parameters which aim in the decision-making process to obtain the best results in certain circumstances by choosing various solution methods for the multi-objective. This research aims to formulate a multi-objective Robust Optimization (RO) model using the Lexicographic Method, then analyzing the existence and uniqueness of the solution. Furthermore, gap analysis on the topic was carried out using a Systematic Literature Review (SLR) approach with the Preferred Reporting Items for Systematic Review and Meta Analysis (PRISMA) method. Results in SLR, the analysis results also shows that the Lexicographic Method is effective in handling data uncertainty with the objective functions sorted by priority. The robust formulation with polyhedral uncertainty sets ensures the flexibility and adaptability of the model. Convexity analysis and application of the Karush-Kuhn-Tucker (KKT) method prove that the resulting solution is exist and unique.
Optimizing the LQ45 Stock portfolio using Piecewise Linear Function: A Case Study from an Investor's Point of View Azis, Chusnul Chatimah; Halim, Nurfadhlina Abdul; Suhaimi, Nurnisaa binti Abdullah
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 1 (2024): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v2i1.61

Abstract

In optimization problem solving, both linear and nonlinear approaches can be used, with nonlinear programming considering constraints or not. One effective method of nonlinear programming is the Piecewise Linear approach, which breaks down complex nonlinear functions into straight-line segments to make their solution easier. This method can be applied in the financial sphere, such as in stock investment. This study discusses the application of piecewise linear function in optimizing investment portfolios in Bank Jago Tbk. (ARTO), Barito Pacific Tbk. (BRPT), and Go To Gojek Tokopedia Tbk. (GOTO) stocks. The purpose of this study is to provide insight that Piecewise Linear can provide optimal solutions in managing investment portfolios by calculating the risks and returns of selected stocks. The results showed a risk with a level ???? as big as 0.01, the expected profit from the investment of the three stocks in the calculation period reached IDR 1,803,109. On the other hand, for investors who are more cautious and have a Level ???? as big as 1, the anticipated profit in the same investment is around IDR 1,275,052.
Creative Innovation: Modernizing the Traditional Game Teng-Teng Suhaimi, Nurnisaa; Amal , Moh Alfi; Azis, Chusnul Chatimah
International Journal of Health, Medicine, and Sports Vol. 2 No. 3 (2024): International Journal of Health, Medicine, and Sports
Publisher : Corespub

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijhms.v2i3.125

Abstract

Amid the rapid advancement of technology, today’s younger generation increasingly spends their time on smartphones and video games as sources of entertainment and recreation. Unfortunately, many modern games lack the physical interaction and direct communication that are the hallmarks of traditional games. One traditional game that remains known to this day is Ketingting. This game is not only enjoyable but also beneficial for the mental and physical development of its players. Therefore, an innovative adaptation called Ketingting Think has been developed to make this game more unique and creative. With its appealing design and vibrant colors, Ketingting Think is expected to attract the interest of today’s youth. Based on preliminary research conducted in Malaysia, 25% of respondents agreed that this innovation is appealing. Additionally, 35% of respondents felt that this game requires strategy and creativity due to its unique gameplay. Furthermore, 40% of respondents stated that when played in groups, this game can foster teamwork and communication skills, as each team member must communicate and collaborate to win. This innovation aims not only to modernize a traditional game in Malaysia but also to introduce it to Indonesia, so that this cultural heritage can be appreciated by a wider audience.
Co-Authors Amal , Moh Alfi Diah Chaerani Endang Rusyaman Halim, Nurfadhlina Abdul suhaimi, nurnisaa Suhaimi, Nurnisaa binti Abdullah