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INDONESIA
JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI
Published by Universitas Hasanuddin
ISSN : 18581382     EISSN : 26148811     DOI : -
Core Subject : Education,
Jurnal ini mempublikasikan paper-paper original hasil-hasil penelitian dibidang Matematika, Statistika dan Komputasi Matematika.
Arjuna Subject : -
Articles 496 Documents
Hopf Bifurcation in a Modified Leslie-Gower Two Preys One Predator Model and Holling Type II Functional Response with Harvesting and Time-Delay Gesti Essa Waldani; Chalimatusadiah Chalimatusadiah
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.24851

Abstract

In this paper, a modified Leslie-Gower two preys one predator model and Holling type II functional response with harvesting and time-delay were discussed. Model analysis is carried out by determining fixed points, then analyzing the stability of the fixed points and discussing the existence of the Hopf bifurcation. In some conditions that occur in nature indicate the occurrence of hunting of prey and predator species by humans. Therefore, this model is modified by adding the assumption that prey and predators are being harvested. Another modification given to the model is the use of time delays.The delay time term is for taking into account the case that the members of the predator species need time from birth to predation for being active predators. The first case is a model without time delay, it is obtained that 3 fixed points are unstable and 7 fixed points are stable. One of them is the interior fixed point tested with the Routh-Hurwitz criteria. The second case is a model with a delay time, the critical delay value is obained. Hopf bifurcation occurs when the delay time value is equal to the critical delay value and also fulfills the transversality condition. Observations on the model simulation are carried out by varying the value of the delay time. When the Hopf bifurcation occurs, the graph on the solution plane shows a constant oscillatory movement. If the value of the delay time given is less than the critical value of the delay, the controlled system solution goes to a balanced state. Then when the delay time value is greater than the critical delay value, the system solution continues to fluctuate causing an unstable system condition.
Implementation Vector Autoregressive (Var) On Rice Production and Rice Productivity Data in Indonesia Putri Indi Rahayu Rahayu; Muhammad Hidayatullah; Muh. Hijrah
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.24881

Abstract

Vector Autoregressive (VAR) is a statistical model used to analyze multivariate time series, especially in time series where the variables have a relationship that influences each other over time. This study aims to determine the relationship between rice production and rice productivity in Indonesian. The data used in this study is secondary rice commodity data based on rice production and rice productivity in Indonesian from January 2014 to December 2018. The Augmented Dickey-Fuller method in this study was used to carry out a stationary test on the data. The ACF and PACF graphs show that rice commodity data based on rice production and rice productivity can be modeled using VAR. Based on the VAR(1) model, that rice production and rice productivity influence each other. The R2 and Adjusted R2 values for each partial equation of the VAR model (1) tend to be small so that the diversity of the models for each equation cannot be explained by the variables of rice production and rice productivity in Indonesian.
Estimasi Return dan Risiko Portofolio Optimal pada Indeks LQ-45 Periode 2020-2022 menggunakan Capital Asset Pricing Model (CAPM) Ainun Mawaddah Abdal; Illuminata Wynnie; Annisa Utami Islami; Farah Diba Safriadi
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.25005

Abstract

Stocks are one of the financial instruments with fluctuating prices that cannot be predicted accurately, so every investor must be able to estimate returns and risks so that investment objectives can be achieved. The purpose of this study is to determine the estimated return and risk of stock investment through the formation of an optimal portfolio and show that the resulting portfolio is capable of increasing the chances of achieving investment objectives. This research uses stocks listed on the LQ-45 Index for the 2020-2022 period, which can form an optimal portfolio. The method used to form an optimal portfolio is the capital asset pricing model (CAPM) method. The results of this study indicate that there are 14 out of 30 issuers that form an optimal portfolio with an expected portfolio return of 0.52% and a portfolio risk level of 0.26%. The results obtained from this method indicate that by forming an optimal portfolio, investors can diversify the risks that will be obtained with a more optimal rate of return when compared to the rate of return generated by each stock.
Continuous weaving $g$-frames in Hilbert $C^{\ast}$-modules M'hamed Ghiati; Mohammed Mouniane; Nadia Assila; Mohamed Rossafi
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.25230

Abstract

The present paper aims to study $c$-$g$-woven for Hilbert $C^ {*} $-module spaces, first, we give some definitions and fundamental properties which will be useful to introduce the notion. And also some of his properties are given. Finally, we discuss the perturbation for $c$-$g$-woven.
Modeling the Hotel Tax Revenue in Central Lombok using Nonparametric Regression Nurul Fitriyani; Joji Ardian Pembargi; Ena Setiawana; Rosanti W. ahidatussolihah
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.25260

Abstract

In Central Lombok Regency, the hotel tax is one of the highest incomes contributing to Regional Original Revenue. A hotel tax is a tax on services provided by the hotel. This research aims to estimate the nonparametric kernel regression curve on hotel tax revenue data in Central Lombok. The method used is nonparametric kernel regression analysis with the seven kernel functions. The results of the analysis with the Generalized Cross Validation (GCV) criteria, the optimal bandwidth values ​​generated by the seven kernel functions have varying values. Although the bandwidth values ​​vary, the resulting estimation results are similar, and the comparison of the Mean Square Error (MSE) values ​​of the seven kernel functions is not significantly different.
Comparison of Feedforward Neural Network and Classical Statistics Methods: Application in Finance Prilyandari Dina Saputri; Pratnya Paramitha Oktaviana
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.25379

Abstract

The flexibility and elevated accurateness of the statistical machine learning method makes this method widely applied in various fields. One of the statistical machine learning methods is the neural network, which can be used for data analysis. The great performance of the neural network method can be used in the field of finance. In this study, the neural network method was used to predict Non-Performing Loans (NPL) data and forecast credit receivables. In the NPL prediction, the banks used are State-Owned Banks, Regional Government Banks, and National Private Banks with a main capital of more than 6 trillion rupiahs in March 2021, i.e. 26 banks with the period of March 2018 until March 2021. In predicting NPL, a moving window scheme involves several different periods. In the forecast of the number of credit receivables, the data used is the number of financing receivables. The period from November 2012 to December 2020 is used as training data, while data for the period from January to June 2021 is used as testing data. The results of the analysis show that the neural network for NPL prediction and credit receivables forecasting shows better performance compared to classical methods such as multiple linear regression and ARIMA. A comparison of methods for banking NPLs prediction is based on the RMSE data testing values, while forecasting credit receivable is based on RMSE, MAE, and MAPE data testing values.
Kestabilan Lokal Titik Ekuilibrium Model Transmisi Penyakit Tuberkulosis Joko Harianto; Katarina Lodia Tuturop
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.25843

Abstract

A crucial part of illness prevention over the past few decades has been played by mathematical models. The dynamic system can be used to characterize the TB infection process. For the purpose of developing future prevention strategies, it is crucial to comprehend the effect of vaccination approach on the control of TB. We investigated the impact of vaccination strategies on TB disease transmission through a dynamic model. The model discussed involves logistical population growth. The purpose of this discussion is to analyze the local stability of the equilibrium point of the TB disease transmission model. Numerical simulations are provided to illustrate the theoretical results. The existence and local stability of the model equilibrium point depends on the basic reproduction number analytically. Based on secondary data, the basic reproduction number values are 0.98 and 4.12, respectively. Numerical simulations for these two values support the analysis results obtained. If the basic reproduction number is less than one, then the transmission of TB disease can be eradicated. However, if the basic reproduction number is more than one, the vaccination strategy is not sufficient to control TB transmission.
Pembentukkan Portofolio Optimal pada Saham JII dengan Indeks Sharpe, Treynor, dan Jensen pada Periode 2018-2023 Khairul Alim; Anisa Rahmawati; Bayun Matsaany
Jurnal Matematika, Statistika dan Komputasi Vol. 19 No. 3 (2023): MAY, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v19i3.26354

Abstract

Investment is an activity carried out by investors by placing their funds in an asset. The purpose of investment is to gain long-term profits in the future. These profits come from changes in the price of assets in the future, which refers to the increase in the value of an asset over time. Currently, there are several types of investments. However, the type of investment that is quite widely practiced by Indonesian society is stock investment. The Indonesia Stock Exchange (IDX) groups the stocks available in the stock market into several indexes. One index that is currently receiving attention from Indonesian society is the Jakarta Islamic Index (JII). The JII is a collection of shares from companies that adhere to sharia principles in their business operations. Investment activities must be carried out carefully by conducting analysis beforehand so that investors do not make mistakes in choosing the stocks to be purchased. Several popular methods for selecting stocks are the Sharpe, Treynor, and Jensen indexes. These three indexes can be used to select the best stocks based on their respective criteria. This study combine these three indexes to prioritize the formation of a portfolio. The data used in this study is the closing value of stock prices in the JII index from March 2018 to February 2023. The optimization resulted in a composition of 69.17% for MDKA shares, 26.55% for HRUM shares, and 4.28% for BRIS shares of the total portfolio composition.
Total Rainbow Connection Number Of Shackle Product Of Antiprism Graph (〖AP〗_3) Melisa Huntala; Muhammad Rezky Friesta Payu; Nisky Imansyah Yahya
Jurnal Matematika, Statistika dan Komputasi Vol. 20 No. 1 (2023): SEPTEMBER, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v20i1.24833

Abstract

Function if  is said to be k total rainbows in , for each pair of vertex  there is a path called  with each edge and each vertex on the path will have a different color. The total connection number is denoted by trc  defined as the minimum number of colors needed to make graph  to be total rainbow connected. Total rainbow connection numbers can also be applied to graphs that are the result of operations. The denoted shackle graph  is a graph resulting from the denoted graph  where t is number of copies of G. This research discusses rainbow connection numbers rc and total rainbow connection trc(G) using the shackle operation, where  is the antiprism graph . Based on this research, rainbow connection numbers rc shack , and total rainbow connection trc shack for .
Controlled g-frames and their dual in Hilbert $C^{\ast}-$modules Abdelilah Karara; Mohamed Rossafi; Samir Kabbaj
Jurnal Matematika, Statistika dan Komputasi Vol. 20 No. 1 (2023): SEPTEMBER, 2023
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v20i1.26361

Abstract

In this paper we give some new results for controlled g-frames and controlled dual g-frames in Hilbert $C^*$-modules. First, we talk about controlled g-frame characterisation and find certain conditions that are equal to them.Then, we explain the purpose controlled dual g-frames and controlled dual g-frames operator and discuss some of their characteristics.