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International Journal of Computing Science and Applied Mathematics
Published by Institut Teknologi Sepuluh Nopember Surabaya
ISSN : -     EISSN : 24775401     DOI : -
Core Subject : Science, Education,
Computer Science & IT Education Mathematics
(IJCSAM) International Journal of Computing Science and Applied Mathematics is an open access journal publishing advanced results in the fields of computations, science and applied mathematics, as mentioned explicitly in the scope of the journal. The journal is geared towards dissemination of original research and practical contributions by both scientists and engineers, from both academia and industry.
Arjuna Subject : -
Articles 155 Documents
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Modeling and Estimating GARCH-X and Realized GARCH Using ARWM and GRG Methods Nugroho, Didit Budi; Wijaya, Melina Tito; Parhusip, Hanna Arini
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol 11, No 1 (2025)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.v11i1.20333

Abstract

This study evaluates the fitting performance of GARCH-X(1,1) and RealGARCH(1,1) models, which are extensions of GARCH(1,1) model by adding the Realized Kernel measure as an exogenous component, on real data, namely the Financial Times Stock Exchange 100 and Hang Seng stock indices over the period from January 2000 to December 2017. The models assume that the return error follows Normal and Student-t distributions. The parameters of models are estimated by using the Adaptive Random Walk Metropolis (ARWM) method implemented in Matlab and the Generalized Reduced Gradient (GRG) method. The comparison of estimation results shows that the GRG method has a good ability to estimate the models because it provides the estimation results that are close to the results of the ARWM method in terms of relative error. On the basis of Akaike Information Criterion, the RealGARCH models perform better than the GARCH-X models, where the RealGARCH model with Student-t distribution provides the best fit.
Ijcsam Editor Editor, Ijcsam
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol 11, No 1 (2025)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.v11i1.22650

Abstract

Analysis of GDP in Countries allied to Indonesia using a Combination of the GSTAR Model and Verification using Statistical Quality Control Huda, Nur'ainul Miftahul; Imro'ah, Nurfitri; Umairah, Tarisa; Utami, Dewi Setyo; Arini, Nani Fitria
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol 11, No 1 (2025)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.v11i1.21007

Abstract

The Generalized Space-Time Autoregressive (GSTAR) model is used to model GDP growth rates in Indonesia, Malaysia, Singapore, and Brunei Darussalam, allied countries. Southeast Asian countries have cultural and historical linkages and often share economic tendencies. GSTAR is used because it can represent GDP dynamics' complex spatial and temporal relationships. Historical GDP data for the four countries from 1975 to the present is collected. The GSTAR model models regional interdependence and temporal patterns in these economies' geographical and temporal linkages. To test GSTAR model accuracy and robustness, control chart analysis is done. Control charts help monitor and assess economic model stability. The data used in this study is GDP data in Indonesia, Malaysia, Singapore, Brunei Darussalam, and Thailand, was collected from 1975 to 2021. This study discusses GSTAR model projections with actual GDP growth rate data to identify economic abnormalities in these linked countries. This research has major consequences for regional politicians, economists, and businesses. Policy decisions, investment strategies, and GSTAR model economic forecasts can benefit from understanding these countries' GDP growth interdependencies and patterns. Control chart analysis also assures the model accurately tracks economic trends over time. Finally, the GSTAR model and control chart analysis give a complete framework for modeling and testing allied GDP growth rates
Terwilliger Algebras of Group Association Schemes of Matrix Groups Hamid, Nur
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol 11, No 1 (2025)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.v11i1.21470

Abstract

This paper investigates the Terwilliger algebras of some group association schemes related to matrix groups. We obtain the structure of the Terwilliger algebras for the general and the special linear group of 2 × 2 matrices over the field of order 5. In particular, we determine the Wedderburn decomposition of these algebras.
Dual Reciprocity Boundary Element Method for Steady Infiltration Problems from Furrow Irrigation Channels in Heterogeneous Soil Manaqib, Muhammad; Irene, Yanne; Liebenlito, Muhaza; Aulia, Rizki
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol 11, No 1 (2025)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.v11i1.18975

Abstract

This research discusses solving the problem of infiltration of furrow irrigation channels in heterogeneous soil containing five soil layers using the Dual Reciprocity Boundary Element Method (DRBEM) numerical method. The mathematical infiltration model in furrow irrigation channels takes the form of the Richard Equation, which is transformed into a modified Helmholtz equation with mixed boundary conditions. Solving with DRBEM shows that in heterogeneous and homogeneous soils, the soil type influences the suction potential and water content values. Different soil depths in heterogeneous soil produce variations and jumps in suction potential and water content values in each soil layer.

Page 16 of 16 | Total Record : 155

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