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INDONESIA
Jurnal Matematika UNAND
Published by Universitas Andalas
ISSN : 2303291X     EISSN : 27219410     DOI : -
Core Subject : Science, Education,
Fokus dan Lingkup dari Jurnal Matematika FMIPA Unand meliputi topik-topik dalam Matematika sebagai berikut : Analisis dan Geometri Aljabar Matematika Terapan Matematika Kombinatorika Statistika dan Teori Peluang.
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Articles 858 Documents
STABILITY ANALYSIS OF DRUG ABUSE TRANSMISSION DYNAMICS Zakiyyah, Abqorry; Bahri, Susila
Jurnal Matematika UNAND Vol. 14 No. 1 (2025)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.14.1.103-116.2025

Abstract

This research introduced a nonlinear deterministic model known as SLARS (Susceptible, Light Users, Addicted, and Reformed Users) along with a stability analysis to investigate the dynamics of drug abuse transmission. The basic reproduction number (R0) was calculated using the next-generation matrix method. Following this, the study examined the local stability of both the drug abuse-free and endemic equilibrium points. The findings indicated that when R0 is below 1, the drug abuse-free equilibrium point is locally stable. In contrast, when R0 is greater than 1, the endemic equilibrium point shows local stability. Additionally, simulation results supported the analytical conclusions of the study.
Numerical Solution of European Put Option for Black-Scholes Model Using Keller Box Method Mardianto, Lutfi; Putra, Gusrian; Pratama, Benediktus Ivan; Putri, Endah R. M.
Jurnal Matematika UNAND Vol. 13 No. 3 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.3.188-197.2024

Abstract

In this study, we propose to determine option pricing by using Black-Scholes model numerically. The Keller box method, a numerical method with a box-shaped implicit scheme, is chosen to solve the problem of pricing stock options, especially European-put option. This option pricing involves several parameters such as stock price volatility, risk-free interest rate and strike price. The numerical stability of the method is checked using Von Neumann stability before the simulation is conducted. The influence of interest rates, volatility, and strike price on the option price state that the higher the value of the interest rate parameter, the lower the option price value, while the greater the value of stock price volatility and strike price, the higher the option price.
PERBANDINGAN ANALISIS DISKRIMINAN DAN NAIVE BAYES DALAM PENGKLASIFIKASIAN STATUS PENERIMA BANTUAN PROGRAM KELUARGA HARAPAN DI NTB HARSYIAH, LISA; HADIJATI, MUSTIKA; FITRIYANI, NURUL
Jurnal Matematika UNAND Vol. 13 No. 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.296-308.2024

Abstract

Permasalahan dalam penyaluran bantuan sosial PKH adalah ketidak tepatan penyaluran bantuan PKH. Upaya yang dapat dilakukan untuk mengatasi per masalahan tersebut adalah dengan memastikan kriteria penerimaan bantuan PKH su dah benar dan sesuai dengan kriteria KPM. Berdasarkan kriteria KPM, perlu dilakukan klasifikasi status rumah tangga penerima bantuan PKH dan yang tidak. Hal ini di lakukan dengan tujuan untuk mengetahui apakah bantuan sosial PKH yang disalurkan tepat sasaran atau tidak. Proses klasifikasi dapat dilakukan dengan menggunakan anal isis diskriminan dan metode Na¨ıve Bayes. Hasil penelitian menunjukkan bahwa ketika melakukan klasifikasi menggunakan analisis diskriminan terhadap status penerima ban tuan PKH di NTB diperoleh tingkat kesalahan klasifikasi sebesar 24,5%. Sedangkan hasil klasifikasi menggunakan metode Na¨ıve Bayes memperoleh tingkat kesalahan sebe sar 27,6%. Hasil pengklasifikasian status penerima bantuan PKH dengan menggunakan kedua metode ini tergolong akurat dan analisis diskriminan memiliki kinerja yang lebih baik dibandingkan metode Na¨ ıve Bayes untuk kasus pengklasifikasian status penerima bantuan PKH di NTB
ARIMA-GARCH MODEL IN OVERCOMING HETEROSCHEDSDATICITY IN STOCK PRICE PREDICTION (CASE STUDY: PT INDOFOOD, TBK (INDF)) RIZAL, MUHAMMAD; PUTRA HARYANTO, ALBERTUS EKA; JULIARINI, NI KADEK
Jurnal Matematika UNAND Vol. 13 No. 2 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.2.91-105.2024

Abstract

Ensuring access to future stock price information holds significant weight for investors in formulating investment strategies. The Indonesian capital market serves pivotal economic and financial roles within the economy, offering various instruments, such as stocks. Among these, blue-chip stocks are recognized for their minimal risk exposure. The impact of the COVID-19 pandemic is anticipated to influence stock price dynamics, including those of blue-chip stocks. Statistical methodologies, such as Autoregressive Integrated Moving Average (ARIMA), are commonly utilized for stock price prediction. However, the efficacy of ARIMA is contingent upon the fulfillment of homoscedasticity assumptions. Failure to meet this assumption due to fluctuating stock price developments poses a challenge. Consequently, an ARIMA-GARCH hybrid model has been developed to address heteroskedasticity concerns in stock price forecasting. This study focuses on INDF stock data, exemplifying a blue-chip stock with positive performance. Results indicate that combining ARIMA-GARCH models, particularly the ARIMA(0,1,3)-GARCH(1,3) model, yields optimal predictions for subsequent stock prices. The MAPE value of the ARIMA-GARCH model stands at 1.41%, indicating superior performance compared to standalone ARIMA modeling. These findings are expected to serve as a valuable resource for investors navigating investment decisions. 
METODE TELESCOPING DECOMPOSITION METHOD PADA PERSAMAAN LOGISTIK WINDARTO-ERIDANI-PURWATI DALAM ORDE FRAKSIONAL Putra, Gusrian; Mardianto, Lutfi; Patra, Nugraha Catur Septian
Jurnal Matematika UNAND Vol. 13 No. 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.222-229.2024

Abstract

Model logistik Windarto-Eridani-Purwati (WEP) merupakan modifikasi model pertumbuhan logistik dan model monomolekuler yang digunakan untuk menggambarkan pertumbuhan organisme. Penelitian ini bertujuan mengkaji model logistik WEP dalam orde fraksional. Perbandingan dilakukan untuk mengetahui model dengan akurasi yang lebih baik. Metode yang digunakan untuk memperoleh solusi model logistik WEP dalam orde fraksional yaitu Telescoping Decomposition Method (TDM) dan metode Euler. Berdasarkan perhitungan yang telah dilakukan didapatkan model logistik WEP orde fraksional lebih baik dibandingkan model logistik WEP. Hal ini dikarenakan pada model logistik orde fraksional dapat dilakukan suatu pengaturan dalam menetapkan orde fraksionalnya sehingga model logistik WEP orde fraksional lebih fleksibel untuk menghampiri data yang empiris.
THE MIXED UNIVARIATE CONTROL CHART EWMA AND CUSUM FOR FLAVOUR PRODUCTION QUALITY PROCESS MONITORING Sari, Surya Puspita; Maiyastri, Maiyastri; Devianto, Dodi
Jurnal Matematika UNAND Vol. 13 No. 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.309-315.2024

Abstract

A control chart is an important statistical technique used to monitor the average quality of a process or dispersion. Shewhart control chart is used to detect larger disturbances in process parameters. Along with the times, a more sensitive univariate control chart is created, namely EWMA and CUSUM. The control chart is developed into a combination as a Mixed EWMA-CUSUM control chart to detect smaller changes.  The performance of the Mixed EWMA – CUSUM control graph does not only rely on current observations, but also collects information from previous observations so as to provide a fast signal to detect out of control conditions.
UNRAVELING THE IMPACT OF THE MEMORY, THE COMPETITION, AND THE LINEAR HARVESTING ON A LOTKA-VOLTERRA MODEL PANIGORO, HASAN S.; RAHMI, EMLI; SAVITRI, DIAN; BEAY, LAZARUS KALVEIN
Jurnal Matematika UNAND Vol. 13 No. 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.257-269.2024

Abstract

The harvesting of population has a dominant influence in balancing the ecosystem. In this manuscript, the impact of harvesting in addition to competition, and memory effect on a prey-predator interaction following the Lotka-Volterra model is studied. The mathematical validation is provided by proofing that all solutions of the model are always exist, non-negative, and bounded. Obeying Matignon condition, Lyapunov function, and generalized LaSalle invariance principle, the local and global stability are investigated. To complete the analytical results, some numerical simulations are given to show the occurrence of forward bifurcation and the impact of the memory index. All results state that three possible circumstances may occur namely the extinction of both populations, the prey-only population, and the co-existence of both populations.
A note on hamiltonicity conditions of the coprime and non-coprime graphs of a finite group Huda, Muhammad Nurul
Jurnal Matematika UNAND Vol. 13 No. 3 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.3.157-162.2024

Abstract

Let $G$ be a group. The coprime and non-coprime graphs of $G$ are introduced by Ma et al. (2014) and Mansoori et al. (2016), respectively, when $G$ is finite. By their definitions, which refer to coprime and non-coprime terms of two positive integers, those graphs must be related. We prove that they are closely related through their graph complement and preserve the isomorphism groups. Furthermore, according to Cayley's theorem, which states that any group $G$ is isomorphic to a subgroup of the symmetric group on $G$, it implies that the studies of the coprime and non-coprime graphs of any group $G$ (especially, when $G$ is finite) can actually be represented by the coprime and non-coprime graphs of any subgroup of the symmetric group on $G$. This encourages us to specifically study the hamiltonicity of both kinds of graphs associated with $G$ when $G$ is isomorphic to the symmetric group on $G$.
THE LIE ALGEBRA su(3) REPRESENTATION WITH RESPECT TO ITS BASIS Kurniadi, Edi; Parmikanti, Kankan
Jurnal Matematika UNAND Vol. 13 No. 3 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.3.163-169.2024

Abstract

The eight-dimensional Lie algebra of 3×3 anti-Hermitian matrices withits traces equal to zero is denoted by su(3) whose Lie group is denoted by SU(3). Theresearch aims to provide all representations of su(3) with respect to its basis which isrealized on the three complex variables homogeneous polynomials P1 of degree three. The first step is to construct representations of SU(3) on the space H and the second step is to find all derived representations of SU(3). The obtained results are eight explicit formulas of representations su(3) ↷ P1.
APLIKASI ALGORITMA LEVERRIER FADDEEV DALAM MENGHITUNG INVERS MATRIKS CENTROSYMMETRIC Yanita, Yanita; Indaswari, Marzetha; Alfiany, Noverina
Jurnal Matematika UNAND Vol. 13 No. 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.324-339.2024

Abstract

Matriks centrosymmetric adalah matriks bentuk khusus dari matriks simetris, yang mana matriks ini memiliki struktur simetri pada pusat matriksnya. Di antara beberapa masalah terkait matriks centrosymmetric adalah masalah penentuan invers dan nilai eigennya. Pada penelitian ini dikaji masalah penentuan invers dan nilai eigen dari matriks centrosymmetric dengan bentuk khusus ordo n × n, n ≥ 3 dengan menggunakan algoritma Leverrier Faddeev. Penelitian ini diawali dengan menentukan Yi dan qi dari setiap matriks centrosymmetric berukuran n × n, 3 ≥ n ≥ 8. Selanjutnya dengan memperhatikan pola invers dan nilai eigennya diperoleh bentuk umum invers dan nilai eigen dari matriks centrosymmetric dengan bentuk khusus ordo n × n, n ≥ 3 dalam dua kasus, yaitu untuk n = 2m + 1 dan n = 2m.