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All Journal International Journal of Quantitative Research and Modeling
Fajry Ayu Kusumawati
Department of Mathematics, General University Soedirman
Computer Science & IT Decision Sciences, Operations Research & Management Engineering Environmental Science Physics

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Best Distribution Selection in Modeling the Interest Rate as a Random Modifier Fajry Ayu Kusumawati; Agung Prabowo; Agustini Tripena Br. SB; Grida Saktian Laksito
International Journal of Quantitative Research and Modeling Vol. 5 No. 2 (2024): International Journal of Quantitative Research and Modeling
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i2.683

Abstract

The interest rate is seen as a random variable because the interest rate has an unpredictable nature or changes over time. This means that the interest rate cannot be anticipated in the future with a certain degree of certainty. Therefore, mathematical models are needed to predict the behavior and value of future interest rates. The models used in this study were interest rate, uniform distribution , and lognormal distribution. The data used in the study were interest rate data for 2014-2015 and sample data for uniform distribution. The resulting model in interest rate modeling as a random variable uses for uniform and lognormal distributions with the application of data and . The interest rate model as a uniformly distributed random variable is considered better with a smaller standard deviation, , and values compared to the lognormal distribution based on the data used.
Co-Authors Agung Prabowo Agustini Tripena Br. SB Grida Saktian Laksito