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Operations Research: International Conference Series
Published by Indonesian Operations Research Association
ISSN : 27231739     EISSN : 27220974     DOI : https://doi.org/10.47194/orics
Core Subject : Economy, Science, Education, Engineering,
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Mathematics
Operations Research: International Conference Series (ORICS) is published 4 times a year and is the flagship journal of the Indonesian Operational Research Association (IORA). It is the aim of ORICS to present papers which cover the theory, practice, history or methodology of OR. However, since OR is primarily an applied science, it is a major objective of the journal to attract and publish accounts of good, practical case studies. Consequently, papers illustrating applications of OR to real problems are especially welcome. In real applications of OR: forecasting, inventory, investment, location, logistics, maintenance, marketing, packing, purchasing, production, project management, reliability and scheduling. In a wide variety of environments: community OR, education, energy, finance, government, health services, manufacturing industries, mining, sports, and transportation. In technical approaches: decision support systems, expert systems, heuristics, networks, mathematical programming, multicriteria decision methods, problems structuring methods, queues, and simulation.
Arjuna Subject : Umum - Umum
Articles 125 Documents
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Estimating Value-at-Risk in TLKM Shares using the ARIMA-GARCH Model Simanjuntak, Alberto
Operations Research: International Conference Series Vol. 1 No. 3 (2020): Operations Research International Conference Series (ORICS), September 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i3.145

Abstract

Stocks are one of the best-known forms of investment and are still used today. In stock investment, it is necessary to know the movement and risk of loss that may be obtained from the stock investment, so that investors can consider the possible losses. One way to calculate risk is to use Value-at-Risk (VaR). Since the stock movement is in the form of a time series, a model can be formed to predict the movement of the stock, which can then be used for VaR calculations using time series analysis. The purpose of the study was to determine the Value-at-Risk of Telekomunikasi Indonesia Persero Tbk.’s (TLKM) shares using time series analysis. The data used for this research is the daily closing price of shares for three years. At the time series analysis stage, the models used in predicting stock movements are Autoregressive Integrated Moving Average (ARIMA) for the mean model and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) for the volatility model. The average and variance values obtained from the model are then used in calculating the VaR of TLKM shares. Based on the results of the study, it was found that the TLKM stock has a VaR of 0.022876. In other words, if an investment of IDR 1,000,000.00 is made for TLKM shares for 37 days (5% of 751 days), the investment period with a 95% confidence level, the maximum loss that may be borne by the investor is IDR 22.876.00.
Ordinary Unit Loans, and Projected Unit Loans Faisal Mochtar, Lalu Azis
Operations Research: International Conference Series Vol. 2 No. 2 (2021): Operations Research International Conference Series (ORICS), June 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i2.160

Abstract

In determining the benefits of pension funds, proper calculations are needed so as not to provide pension funds that are too little or too much. The importance of discussing the problems in pension funds is to understand the various problems that exist in determining pension funds. The purpose of making the resolution of the selected questions is so that they can be used as learning to solve problems regarding pension funds. The problems that exist are sought to be resolved using the Traditional Unit Credit (TUC) method and the Projected Unit Credit (PUC) method. The result obtained from the problem under discussion is that if the entered age changes, it means that it is only necessary to multiply the previously obtained normal cost by the difference from the age in the specified year with the entered age. For those who survive, the normal cost is IDR 33,125, if there are 92 participants who are still alive, the normal cost is IDR 3,047,490, if there are 96 participants who are still alive, the normal fee is IDR 3,180,000, and if all participants are still alive, the normal fee is IDR 3,312,510. It is hoped that the discussion of the selected questions can help readers understand how to solve problems in determining pension funds.
Adomian Decomposition Method and The Other Integral Transform Sumiati, Ira; Sukono, Sukono
Operations Research: International Conference Series Vol. 1 No. 4 (2020): Operations Research International Conference Series (ORICS), December 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i4.151

Abstract

The Adomian decomposition method is an iterative method that can be used to solve integral, differential, and integrodifferential equations. The differential equations that can be solved by this method can be of integer or fractional order, ordinary or partial, with initial or boundary value problems, with variable or constant coefficients, linear or nonlinear, homogeneous or nonhomogeneous. This method divides the equation into two forms, namely linear and nonlinear, so that it can solve equations without linearization, discretization, perturbation, or other restrictive assumptions. The basic concept of this method assumes that the solution can be decomposed into an infinite series. This method decomposes the nonlinear form (if any) of the equation with the Adomian polynomial series. This decomposition method can be combined with various integral transform, such as Laplace, Sumudu, Elzaki, and Mohand. The main idea of this technique assumes that the solution can be decomposed into an infinite series, then applies the integral transform to the differential equation. The main advantage of this technique is that the solution can be expressed as an infinite series that converges rapidly to the exact solution. This paper aims to combine the Adomian decomposition method with the new integral transform introduced by Kumar et al. (2022). This integral transform is called the Rishi transform. A scheme for solving fractional ordinary differential equations using the combined method is presented in this paper.
Determination of North Sulawesi Agricultural Insurance Premiums Based on Rainfall Index Using the Black-Scholes Model Novianti, Saqila; Nugraha, Dwita Safira; Wiliya, Wiliya
Operations Research: International Conference Series Vol. 2 No. 1 (2021): Operations Research International Conference Series (ORICS), March 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i1.156

Abstract

This article discusses the use of the Black Scholes model to calculate insurance premium prices based on the rainfall index. The Black Scholes model is one of the models used to determine option prices. The research method used is to study the material through mathematics journals and collect data. The data used in this study are rainfall data and rice production data in North Sulawesi from 2018 to 2020. Based on the results and discussion, the quarterly rainfall data that has a strong correlation is the third quarter rainfall. At the 5th percentile, the third quarter rainfall data is 450.22 mm. For the latest rainfall data size (450.22 mm) the premium obtained is IDR 231,912.09. From the calculation results, the higher the value for both sizes, the greater.
Analysis of Burnok's Financial Statements Muhajirin, Anang
Operations Research: International Conference Series Vol. 1 No. 3 (2020): Operations Research International Conference Series (ORICS), September 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i3.146

Abstract

Over time, the city of Tasikmalaya became one of the cities with a high level of trade competition. Most of the economic actors in the city of Tasikmalaya are Micro, Small and Medium Enterprises (MSMEs). To increase sales results and manage sales assets, a record is needed to regulate the company's financial condition. The purpose of this financial report is to regulate the financial condition of an MSME in order to maintain and increase sales assets. The steps that can be taken are by making an income statement by recording the expenses and income of each tool and material used. This income statement can help ease users in managing company finances by comparing profit or loss income at certain times with other times. From this comparison, a percentage is obtained that shows the company's profit or loss at the time of comparison. The benefit of the financial statements made is that the user can know the financial flow and maintain financial stability that will be used as long as the company operates.
Financial Statement Profit and Loss of H.Amid Shop Aini, Qurrotu
Operations Research: International Conference Series Vol. 2 No. 2 (2021): Operations Research International Conference Series (ORICS), June 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i2.161

Abstract

Financial statements are one of the important sources of information and media used by business managers in the decision-making process to find out information regarding financial position. One type of financial report is an income statement or income and expense report. In small shops in the village, one of which is Toko H.Amid, the bookkeeping has not followed the proper reporting rules. Therefore, the purpose of writing this paper is to provide an overview of the correct financial reporting rules and to find out whether the H.Amid Store has run its store properly by looking at the H.Amid Store's ability to collect net profit. The method used to compile the H.Amid Store's profit and loss financial statements is to conduct interviews with the H.Amid Store owners regarding income, expenses, and others. Then the data is calculated and then compiled into the income statement. To determine the ability of H.Amid Stores in collecting net profit, one of the profitability ratio analysis is used, namely Net Profit Margin (NPM). Based on the results of the preparation of the profit and loss financial statements at the H.Amid Store, the net profit for the 2020 period was IDR 98,461,667,- and net profit in 2021 is IDR 157,956,667. Then from the results of profitability analysts, the Net Profit Margin which increased from 0.69% in 2020 to 1.07% in 2021 and was obtained in 2020 to 2021 close to number 1, indicating that this company is healthy because the bigger the ratio, the better because it is considered the company's ability to earn profit is quite high.
Optical Store Banten Optical Profit Loss Statement Irsya Septiana, Fadia
Operations Research: International Conference Series Vol. 1 No. 4 (2020): Operations Research International Conference Series (ORICS), December 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i4.152

Abstract

Banten Optical Store is an outlet that carries out business activities in the eyewear sector. The Banten Optical store generates its main income from the sale of glasses, but this shop is still difficult to find out. Analysis of the profit from its sales. Therefore, a profit and loss financial statement was made to analyze the profit of the Banten Optical Store in the period January 2022 and February 2022. In making this report, the method used was collecting data from the store which included revenue and assets. This profit and loss financial statement can also help store owners to find out the income from store profits.
Preparation and Analysis of the Profit and Loss Statement of Kiosk Rice Raihan Putri, Nurhadini
Operations Research: International Conference Series Vol. 2 No. 1 (2021): Operations Research International Conference Series (ORICS), March 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i1.157

Abstract

MSMEs (Micro, Small and Medium Enterprises) are productive businesses owned by individuals and business entities that have met the criteria as micro-enterprises. MSMEs are one of the boosters of the country's economic conditions. So the effectiveness of MSME management must be good, but not all MSMEs understand and are able to make financial reports that can be used as guidelines for sales considerations. This makes it difficult for these MSMEs to assess whether their sales are good or not. The purpose of making this financial report is to help with financial details and analyze the ability of a rice kiosk to generate profits. Financial data analysis was carried out from the Raihan Rice Kiosk in the Griya Bandung Indah Complex, Bandung Regency. The data taken are in the form of 2 important elements, namely income and expenses which are then used vertical, horizontal and ratio analysis (Gross Profit Margin Ratio and Net Profit Margin Ratio) to determine the level of management effectiveness. The results obtained are the management of rice sales carried out during this period is classified as good for the MSME group. This can be seen from the increase in profit and the percentage ratio of GPM (ranging at 26%) and NPM (ranging at 17%). With the preparation of this financial report, it is hoped that it can help Raihan Rice Kiosks in seeing the effectiveness of sales management and can be a benchmark for future performance.
Ordinary Credit Units, Benefit with Salary Scale, and Projecting Credit Units Susanto, Sunarta
Operations Research: International Conference Series Vol. 1 No. 3 (2020): Operations Research International Conference Series (ORICS), September 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i3.147

Abstract

In determining the benefits of a pension fund, proper calculations are needed so as not to provide a pension that is too small or too large for someone. The importance of discussing the problems in pension funds is to understand the various problems that exist in determining pension funds. The purpose of making the solution to the selected questions is because the author feels that a discussion about these questions is needed. The problems that exist are sought to be solved using the Traditional Unit Credit (TUC) method and the Projected Unit Credit (PUC) method. The result obtained from the problem under discussion is that if only changes in the age part are entered, it means that it is only necessary to multiply the previously obtained normal cost by the difference from the age in the specified year with the entered age. For those who survive, the normal fee is IDR 33,125, if there are 92 participants who are still alive, the normal fee is IDR. 3,047,490, if there are 96 participants who are still alive, the normal fee is IDR 3,180,000, and if all participants are still alive, the normal fee is IDR 3,312,510. It is hoped that the discussion of the selected questions will help readers understand how to solve problems in determining pension funds.
Common Credit Units, and Projected Unit Cost of Credit Methods Maghfirani, Nazla Aqira
Operations Research: International Conference Series Vol. 2 No. 2 (2021): Operations Research International Conference Series (ORICS), June 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i2.162

Abstract

Pension funds are funds collected by the company as the rights of a retiree from the company. Pension funds are usually in the form of money that can be taken every month or taken all at once when someone enters retirement, and the amount of pension funds must be calculated carefully. This paper aims to be able to perform actuarial calculations on traditional credit units, and perform calculations on several methods of calculating the projected salary scale. The calculation results obtained total actuarial liabilities, and total normal costs for pension fund program participants, so that it can be used as an illustration for pension plan participants to estimate how much pension benefits will be received at retirement.

Page 3 of 13 | Total Record : 125

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