Annisa Hevita Gustina Kumalasari Saefulloh
Institut Teknologi Sumatera

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Pengaruh Indikator Sosial Ekonomi dan Kesehatan Terhadap Angka Harapan Hidup Menggunakan Regresi Data Panel Karina Sylfia Dewi; Oriza Sativa Bkriz Putri Ainun; Rosni Rosni; Annisa Hevita Gustina Kumalasari Saefulloh
Mandalika Mathematics and Educations Journal Vol 8 No 2 (2026): Edisi Juni
Publisher : FKIP Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/jm.v8i2.11750

Abstract

Angka Harapan Hidup (AHH) di Provinsi Daerah Istimewa Yogyakarta merupakan salah satu indikator penting yang mencerminkan kualitas kesehatan dan kesejahteraan masyarakat. Penelitian ini bertujuan untuk menganalisis faktor-faktor sosial, ekonomi, dan kesehatan yang diduga berpengaruh signifikan terhadap AHH di Provinsi DIY selama periode 2018-2023 dengan menggunakan regresi data panel. Hasil penelitian menunjukan Kabupaten Kulon Progo memiliki rata-rata AHH tertinggi, sementara Kabupaten Bantul memiliki rata-rata AHH terendah. Pemodelan regresi data panel menghasilkan Random Effect Model (REM) sebagai model terbaik. Variabel yang berpengaruh signifikan terhadap AHH adalah kepemilikan BPJS, tenaga kesehatan, dan fasilitas kesehatan, di mana dua variabel pertama berpengaruh positif, sedangkan fasilitas kesehatan berpengaruh negatif. Nilai koefisien determinasi yang diperoleh sebesar 62,375%, yang berarti model mampu menjelaskan variasi AHH sebesar 62,375%, sedangkan sisanya dipengaruhi oleh faktor lain di luar model.
Optimasi Penentuan Basis Risiko pada Jaringan Saham Keuangan Menggunakan Dimensi Metrik untuk Estimasi Value at Risk Annisa Hevita Gustina Kumalasari Saefulloh; Putri Isnaini Cahyaning Baiti; Erica Grace Simanjuntak; Rahmatika Zaqiatul Latifah
Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi Volume 14 Issue 1 April 2026
Publisher : Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/euler.v14i1.37004

Abstract

This study aims to optimize systemic risk monitoring in the Indonesian financial sector network by determining the minimum risk basis using the Metric Dimension concept. The high complexity of inter-asset correlations requires a dimension reduction method that maintains structural information regarding risk exposure. Daily stock price data from 10 financial issuers (banking, insurance, and financing) for the five-year period from January 1, 2021, to December 31, 2025, were used. The data were transformed into a weighted graph through a log-return correlation matrix converted into metric distances. The resolving set (W) was determined using a greedy algorithm to identify the optimal basis. Validation was performed by analyzing the correlation between the metric coordinates of each issuer and its 95% Value at Risk (VaR). The results showed that the financial network has a metric dimension of dim(G) = 1, with ADMF.JK selected as the optimal resolving set (basis). Actuarial validation revealed a significant negative correlation (−0.5495) between the metric distance and VaR. This implies that the metric distance from the basis can linearly map the magnitude of market risk, offering an efficient strategy for investment managers to monitor portfolio stability through a single reference entity.