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All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan International Journal on Emerging Mathematics Education Variance : Journal of Statistics and Its Applications ACADEMICS IN ACTION Journal of Community Empowerment Jurnal Varian JPMB: Jurnal Pemberdayaan Masyarakat Berkarakter Jurnal Manajemen dan Pemasaran Jasa Jurnal Ilmiah Pengabdian dan Inovasi Jurnal Edukasi dan Pengabdian kepada Masyarakat (JEPKM) Journal of Actuarial, Finance, and Risk Managment Mathematical Journal of Modelling and Forecasting Sigma&Mu: Journal of Mathematics, Statistics and Data Science
Hidayat, Agus Sofian Eka
Universitas Presiden
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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Paddy Price Prediction using Fuzzy Time Series Model Lee Method for Determination of Crop Insurance Premiums Hidayat, Agus Sofian Eka; Amanifalah, Deati; Primajati, Gilang
Sigma&Mu: Journal of Mathematics, Statistics and Data Science Vol. 2 No. 2 (2024): September
Publisher : Balai Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56566/sigmamu.v2i2.280

Abstract

The price of the paddy has significant fluctuations as BPS mentioned that the average price of dry  paddy harvested at the farmer level decreased in February 2022 by 3.2% from January 2022. Hence, crop industry businesses continue to face significant uncertainty risk. The purpose of this study is to discuss the use of the Fuzzy Time Series Model Lee for predicting future paddy prices in order to calculate crop insurance premium using Black Scholes model with cash or nothing put option approach. This is because crop industry is one of the agricultural products that Indonesia is capable of producing in large quantities. As a result, crop insurance should be purchased by farmers to protect against crop yield losses. Aside from that, the price of paddy fluctuates significantly. Therefore to reduce the loss of revenue from reductions in decreasing of crop yield or even crop failure, it needs to provide the insurance based on the paddy prices to protect the paddy prices itself from the large fluctuations at the farmer level. Based on the analysis of this study, generates result for January 2022, February 2022, and March 2022 are 4547.41, 4547.41, and 4701.62 respectively. With the accuracy level is 0.05%. Therefore, the insurance premiums based on the prediction result is 2,775,579. The implication or benefit of this thesis is for the other parties such as farmer
Analysis of The Competition Model of Two Populations Around The Orbit of The Equilibrium Point Primajati, Gilang; Mardianti, Titis Rizki; Supiarmo, M. Gunawan; Hidayat, Agus Sofian Eka
Sigma&Mu: Journal of Mathematics, Statistics and Data Science Vol. 2 No. 2 (2024): September
Publisher : Balai Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56566/sigmamu.v2i2.283

Abstract

The competition of two populations model that represented in an ordinary differential equations system. This model describes about the competition of two population in general that is consist of the interspesies competition and the intraspesies competition. In ecology, the population dynamic is closely related to population growth, equilibrium, and stability. Equilibrium is represented by a point called the equilibrium point or fixed point. By analyzing the stability around the fixed point, it can be seen the carrying capacity of a system, which mean the optimal number of individual that can be supported by the environment. According to the analysis of the model obtained 4 fixed points, three of them are unstable and the other else is stable. The orbit of the system around fixed point visualized using software. The behavior orbit around fixed point of the model will move away from the unstable fixed point and move closer to the stable fixed point.
Estimating and Forecasting Composite Index in Pandemic Era Using ARIMA-GARCH Model Hidayat, Agus Sofian Eka; Primajati, Gilang
Jurnal Varian Vol. 7 No. 2 (2024)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v7i2.2103

Abstract

Many industries have suffered financial losses as a result of the COVID-19 epidemic. The stock market's movement has been impacted by this circumstance. Due to the influence of some people, a large number of individuals with limited trading knowledge are attempting to participate in the stock market. Market volatility should be understandable in order to gain profit instead of having losses. Therefore, it's essential to comprehend the market of the future through analysis of the data. The purpose of this study is to use ARIMA-GARCH to predict the Indonesian stock market price during. The period covered by the dataset is January 2020–December 2022. The training data indicates that ARIMA (2,1,2) is the best model for ARIMA. The results showed that data residual fitted by ARIMA (2,1,2)-GARCH (1,2) exhibits heteroscedasticity, according to the residual analysis. The MAPE score is 2%, which is relatively small. It means that ARIMA (2,1,2)-GARCH (1,2) is good enough for forecasting the Jakarta Composite Index.
Co-Authors Aan Hendroanto Afit Istiandaru Afit Istiandaru, Afit Agnes Crycencia Sembiring Ajeng, Aprilia Albar, Wakhid Fitri Amanifalah, Deati Anang Kurnia Bagus Sartono Chandra, Laura Stephanie Dedi Kurniawan Dian Kusumaningrum Gilang Primajati Gunawan, Mayla Uma Hapsari, Nayla Hutauruk, Stefany Margaretha I Made Sumertajaya Joewita, Vanessa Lieus, Hansen Juni Lubus, Audrey Delfina MAHARANI, NI KADEK GITA Mardianti, Titis Rizki Mely Sintia, Ni Gusti Kadek Ari Monica Sandi Afa Nisa Syakrina Patricia, Mitha Pitaningtyas, Farisca Ayu Primajati, Gilang Putu Darmawan Rully Charitas Indra Prahmana Setyawan, Fariz Silalahi, Alexander R. J Siti Soraya Styven, Arnol Supiarmo, M. Gunawan Suwinto Johan Syakrina, Nisa Syakrina, Nisa Tedja, Devin Yulita, Tiara Zahra, Nasywa Faridah Annisa