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International Journal of Quantitative Research and Modeling
Published by Research Collaboration Community
ISSN : 27225046     EISSN : 2721477X     DOI : https://doi.org/10.46336/ijqrm
Core Subject : Science, Social, Engineering,
Computer Science & IT Decision Sciences, Operations Research & Management Engineering Environmental Science Physics
International Journal of Quantitative Research and Modeling (IJQRM) is published 4 times a year and is the flagship journal of the Research Collaboration Community (RCC). It is the aim of IJQRM to present papers which cover the theory, practice, history or methodology of Quatitative Research (QR) and Mathematical Moodeling (MM). However, since Quatitative Research (QR) and Mathematical Moodeling (MM) are 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 Quatitative Research (QR) and Mathematical Modeling (MM) to real problems are especially welcome. In real applications of Quatitative Research (QR) and Mathematical Moodeling (MM): forecasting, inventory, investment, location, logistics, maintenance, marketing, packing, purchasing, production, project management, reliability and scheduling. In a wide variety of environments: community Quatitative Research (QR) and Mathematical Moodeling (MM), 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 Computational Intelligence Computing and Information Technologies Continuous and Discrete Optimization Decision Analysis and Decision Support Mathematics Education Engineering Management Environment, Energy and Natural Resources Financial Engineering Heuristics Industrial Engineering Information Management Information Technology Inventory Management Logistics and Supply Chain Management Maintenance Manufacturing Industries Marketing Engineering Markov Chains Mathematics Actuarial Sciences Big Data Analysis Operations Research Military and Homeland Security Networks Operations Management Planning and Scheduling Policy Modeling and Public Sector Production Management Queuing Theory Revenue & Risk Management Services Management Simulation Statistics Stochastic Models Strategic Management Systems Engineering Telecommunications Transportation Risk Management Modeling of Economics And so on
Arjuna Subject : Matematika - Matematika (Lain-Lain)
Articles 373 Documents
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Portfolio Analysis Using the Markowitz Model with Stock Lot Constraints and Target Returns or Without Target Returns Asri Rula Hanifah; Betty Subartini; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol. 3 No. 4 (2022): 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.v3i4.358

Abstract

Stock investment activities are inseparable from returns and risk, so an investor needs expertise to minimize investment risk. One way is by forming an optimal portfolio. The purpose of this research is to determine the number of stock lots in the optimal portfolio. This research analyzes the closing prices of stocks during the research period with the criteria of stocks being listed on the IDX30 index consecutively for 20 periods and belonging to the large cap group (the stock market capitalization exceeds $10 billion). Then the number of stock lots is calculated using the Markowitz model with stock lot constraints and target returns or without target returns. From the selected stocks, an optimal portfolio is formed using Microsoft Excel. Based on the research results, a combination of an optimal portfolio with a target return is ASII: 5, BBCA: 10, BBNI: 23, BBRI: 1, BMRI: 23, TLKM: 93, UNVR: 12, where the risk is 0,000149 and the target expected return is 0,00155. Meanwhile, the optimal portfolio without a target return is ASII: 8, BBCA: 7, BBNI: 32, BBRI: 40, BMRI: 9, TLKM: 62, UNVR: 17, where a risk is 0,000147 and the expected return is 0,00148. This research can be used as a consideration for investors in determining investment portfolios.
Investment Portfolio Optimization Model with Mean-Std Deviation Nurhadini Putri; Mochamad Suyudi; Ibrahim Mohammed Sulaiman
International Journal of Quantitative Research and Modeling Vol. 3 No. 4 (2022): 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.v3i4.359

Abstract

Stock investment is an investment in securities with the hope of getting profits in the future. Investors are expected to make a series of portfolios to get optimal results from investments. This discussion aims to find the weight of the funds invested along with the returns and risks. The method used is the mean + std deviation. The results of this portfolio optimization show that the risk aversion coefficient is 0.1. The optimum weight for investment in each company is KLBF (22.67%), PGAS (8.796%), BBCA (41.77%), ASII (8, 24%), and SMAR (18.52%) with a maximum ratio of 8.8% of a return of 0.0881% and a risk of 1.0009%. The results of this portfolio optimization are expected to help investors by dividing the number of funds to be invested by the return and risk.
Investment Portfolio Optimization With Mean-Variance Investment Portfolio Optimization Model Without Risk Free Assets Wilda Nur Rahmalia; Dwi Susanti; Rizki Apriva Hidayana
International Journal of Quantitative Research and Modeling Vol. 3 No. 4 (2022): 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.v3i4.360

Abstract

Forming a portfolio is a strategy that is often carried out by investors in risky investment conditions. Five non-risk free stocks were selected, namely PTBA, IPCM, ANTM, BUMI, and ADMF. The purpose of forming this portfolio is to determine the composition of the weight (proportion) of the allocation of funds in each of these shares in forming the optimum portfolio. The method used is the Mean-Variance investment portfolio optimization model without risk-free assets using the Markowitz approach. Based on the results obtained by the optimum portfolio of the Mean-Variance model without risk-free assets, the average return is 0.00105 and the variance is 0.000067 with a portfolio ratio value of 14.65256. The proportion of fund allocation to PTBA shares = 0.28872; IPCM=0.02484; ANTM=0.00016; EARTH=0.13501; and ADMF=0.55126. It is hoped that the formation of this portfolio optimization model will be useful as an alternative for investors in optimizing the investment portfolio to make it more profitable in the future. 
Dynamic Relationship Among Crude Oil Price, Stock Price, and Exchange Rates In Indonesia Alfikranta Atanta; Sofyan Syahnur; Taufiq C Dawood
International Journal of Quantitative Research and Modeling Vol. 4 No. 4 (2023): 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.v4i4.376

Abstract

This study aimed to examine the causal relationship among oil prices, JCI stock prices, and exchange rates in Indonesia. Observational data were from the period 2015M01-2020M06. The research analysis model used was Toda-Yamamoto (1995) causality test. The results showed a two-way causal relationship between exchange rates and oil and a one-way relationship between exchange rates and stocks. There was a one-way effect of stocks on oil. Stock shocks occurred due to the influence of the stocks themselves—only 10 percent of the exchange rates and 0.62 percent of the oil price. Meanwhile, oil prices experienced shocks from stocks of 35.95 percent and exchange rates of 20.87 percent. Changes were found in the exchange rates because stocks were 57.21 percent and oil prices were 11.27 percent. It is recommended to control the exchange rates so that the economy becomes stable, explore oil in the country or use renewable energy technology to break away from dependence on fossil oil, and maintain the value of stocks to be strong and stable.
DESIGN OF THE INVENTORY APPLICATION OF CV DIVA KARYA MANDIRI USING RAD (RAPID APPLICATION DEVELOPMENT) Halimah Tus Sadiah; Muhamad Saad Nurul Ishlah
International Journal of Quantitative Research and Modeling Vol. 4 No. 2 (2023): 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.v4i2.377

Abstract

CV. Diva Karya Mandiri is a CV that is engaged in the production of shoes and sandals for both women and men. In the CV, there are approximately 390 kinds of products, of which 1 product produces more than 10,000 products. There is a large number of production of shoes or sandals so that the number of products that have been produced, the number of products sold and the number of sandals and shoes stored in the warehouse cannot be controlled. At a time when product demand is high, it turns out that the number of products in the warehouse does not match the amount. This study aims to build an inventory application on the Diva Karya Mandiri. The method used in this research is the RAD method which consists of 4 stages: Planning Requirements, User Design, Construction, and Cutover. This study succeeded in building an inventory application that has 11 main menus, namely the dashboard menu which contains a summary of information on goods and user data, goods data menu, supplier menu, incoming goods menu, outgoing goods menu, lending menu, user menu, goods report menu, menu logout, account menu, logout menu. Out of the 11 menus, there are 49 inputs functions tested. The test results show that the average value of the percentage of black box testing using the boundary value analysis method is 95.92%.
Graph Models of Harems and Tournaments in Sports Clubs Mochamad Suyudi
International Journal of Quantitative Research and Modeling Vol. 3 No. 4 (2022): 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.v3i4.378

Abstract

By looking at the extension of Hall's marriage theorem to harems, where some people are allowed to have more than one partner, Traditionally in harems any man can have multiple wives but no woman can have more than one husband. then consider the different types of matches by looking at 'round robin tournaments' in sports clubs. An unexpected connection between the two worlds emerged when we were able to use our harem results to deduce theorems about the tournament.
MAPPING THE POTENTIAL AND DEVELOPMENT OF INDEPENDENT CATEGORY VILLAGES IN BOGOR REGENCY Amelia Rahmi
International Journal of Quantitative Research and Modeling Vol. 4 No. 1 (2023): 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.v4i1.399

Abstract

Independent villages are villages that have sufficient availability and access to essential services, adequate infrastructure, accessibility/transportation that is not difficult, good public services, and an already excellent administration. However, not all independent villages are able to be independent in all aspects. The ranking of village categories is based on social, economic, and social aspects. This study aims to determine the ranking of independent category village villages on different size scales and find out which villages are superior in every social, economic, and social. This study used RapidMiner to determine the ranking of independent villages and cobwebs as a mapping of the advantages of each dimension. The results of this study were obtained from 14 villages that belong to the high-independent category. From these fourteen villages, the results of mapping using cobwebs for each dimension were obtained.   The mapping results show that one village excels in two dimensions, namely Bojonggede Village, in the economic and social dimensions. Meanwhile, in the ecological dimension, Sukahati Village is a superior village. Suppose you look at the advantages of each dimension, then for the first dimension, namely the economic dimension. In that case, there are five superior villages, including Tajur, Limusnunggal, Cileungsi, Pondok Udik, Bojonggede, Cibanteng, and Gunungsari Villages. The second dimension is the social dimension; one village looks superior, Bojonggede Village. Finally, in the ecological dimension, the superior village is Sukahati Village.
Fiber to The Home (FTTH) Network Design Using Gigabit Passive Optical Network (GPON) Technology Using Link Power Budget and Rise Time Budget Analysis in Cibeber Village Tasikmalaya Nurul Ikhwan; Hani Rubiani; Noerlaelly Barorroh Taufik Abdul Ghofur; Yang Zhu
International Journal of Quantitative Research and Modeling Vol. 4 No. 1 (2023): 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.v4i1.400

Abstract

Fiber optic is a transmission medium that can transmit information with large capacity. One of the developments in local fiber access networks is FTTH (Fiber to The Home). The construction of the FTTH network uses Gigabit Passive Optical Network (GPON) technology so that it can provide broadband services to customers with a wider range. This research was studied by designing FTTH based on GPON technology in Cibeber Village, Manonjaya District. The existing condition of the FTTH network in Cibeber Village is that there are 2 Optical Distribution Points (ODP) for 20 customers with each ODP having 10 subscribers. From the results of the location survey by measuring the distance to each customer, the furthest distance to the customer for the two ODPs was obtained, so that 2 new ODPs were needed for the design. From the design of the new optical network infrastructure, it has been analyzed using the link power budget and rise time budget method based on the customer with the farthest distance before the addition of ODP has a Power Receive sensitivity of -16.631 dBm to -15.631 dBm on the uplink and -16.644 dBm to -15.574 dBm on the downlink, these results are in accordance with the expected standard, which ranges from -8 dBm to -27 dBm. In calculating the value of the rise time budget for customers after the addition of ODP, it has a value of 0.2044 ns to 0.2039 ns on the uplink and 0.2188 ns to 0.21574 ns on the downlink. This value is still below the standard time limit set by PT. Telkom Indonesia 0.56 ns for uplink and 0.292 ns for downlink. So based on this the results of the design are feasible to implement.
The Effect Of Single Point Cup Therapy On Blood Pressure In Hypertension Patients At Campaka Arum Health Center Dede Nur Aziz Muslim; Somantri Somantri; Haerul Imam
International Journal of Quantitative Research and Modeling Vol. 4 No. 1 (2023): 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.v4i1.410

Abstract

The highest prevalence in the world is hypertension because this disease is not controlled optimally. Hypertension can be overcome by pharmacological treatment such as drugs that are diuretic, sympathetic and vasodilator. As well as nonpharmacological treatment with weight loss, regular exercise, low salt consumption, low fat and complementary therapies. One of the effective complementary therapies to treat hypertension is cupping therapy. The cupping point used, namely the al-kahil point, serves to prevent an increase in blood pressure. The purpose of this study was to determine the effect of one-point cupping therapy on blood pressure in patients with hypertension at the Cempaka Arum Health Center. The research method used a preexperiment with a one group pre-test- post-test approach. The research population is hypertension sufferers at the Cempaka Arum Health Center with a sample of 41 respondents. The instruments used are sphygnomanometer and stethoscope, as well as an assessment sheet. Data analysis using the Wilcoxon test. The results of statistical tests showed a decrease in blood pressure with a difference of 15,42 (systolic) and 11.71 (diastole). From the Wilcoxon test results obtained p-value 0.000 or p <0.005 so that H0 is rejected and Ha is accepted. It can be concluded that there is an effect of one-point cupping therapy on blood pressure in patients with hypertension at the Cempaka Arum Health Center. It is hoped that this therapy can be included in the list of alternative therapies to treat hypertension at the Cempaka Arum Health Center.
Apparel Production Optimization Model with Branch and Bound Method (Case Study: Sawargi Jersey Confectionery, West Java) Athaya Alyanisa; Julita Nahar; Nursanti Anggriani
International Journal of Quantitative Research and Modeling Vol. 4 No. 1 (2023): 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.v4i1.412

Abstract

The production optimization model can find optimal results and maximum profits from a production activity by considering certain limitations. In this research, a production optimization model was created based on data on apparel production in UMKM (Usaha Mikro, Kecil, dan Menengah) Konfeksi Sawargi Jersey in West Java by applying the Integer Linear Programming model and solving it using the Branch and Bound Method with the help of Software Python. This research was conducted because there are many business actors engaged in the same field, especially in the apparel and sports sectors, considering the problems that are often faced by UMKM owners, such as raw material supplies, production time, production costs, selling prices, production profits, and production limits, minimum and maximum production. Based on this study's results, the Branch and Bound Method application to optimize apparel production obtains more optimal results and maximum profits than the actual production carried out by UMKM Konfeksi Sawargi Jersey.

Page 33 of 38 | Total Record : 373

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