International Journal of Quantitative Research and Modeling
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
Articles
236 Documents
<![CDATA[Bifurcation Analysis and Electronic Circuit for Sprott Jerk System ]]>
<![CDATA[R Apip Miptahudin]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 2, No 2 (2021) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v2i2.145
<![CDATA[In this paper, the Sprott jerk system based quadratic function is presented. The dynamics of this system is revealed through equilibrium analysis, phase portrait, bifurcation diagram and Lyapunov exponents. The Sprott system can exhibit a chaotic attractor, which has complex dynamic behavior. Finally, the circuit implementation is carried out to verify the Sprott Jerk system. The comparison between the MATLAB and MultiSIM simulation results demonstrate the effectiveness of the Sprott system.]]>
<![CDATA[Design of Enterprise Information System Architecture with Oracle Architecture Development Process (OADP) Case Study in Vocational High Schools ]]>
<![CDATA[Muhammad Prakarsa Al Qadr Saleh]]>;
<![CDATA[Sofia Dewi]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 1, No 4 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v1i4.80
<![CDATA[The development of information and communication technology has led to increasingly competitive competition among organizations. The management of the organization is required to build and develop a fast, precise and accurate information system (IS) to assist business activities in achieving organizational goals and providing services to stakeholders, especially in relation to data, information, technology and applications. ORACLE Architecture Development Process (OADP) is a method or frame of reference for building an information architecture oriented to business needs. This consists of the data architecture, applications, technology and implementation plans of the architectures that have been created to support business activities in achieving the organization mission. The OADP describes the data architecture, applications and technology required to support the organization business. Vocational High Schools cannot be separated from the needs of business and information architecture. A lot of information is generated from all processes that occur in the Vocational High School environment every day but the existing data management is not efficient because it has not been thoroughly connected. This may take a long time to process past data or calculate future needs because the data management process is still running separately. Because of these cases, the modeling information architecture in an organizational environment is required as a stage in supporting the running of business processes in the organization.]]>
<![CDATA[Data Mining Implementation Using Naïve Bayes Algorithm and Decision Tree J48 In Determining Concentration Selection ]]>
<![CDATA[Budiman Budiman]]>;
<![CDATA[Reni Nursyanti]]>;
<![CDATA[R Yadi Rakhman Alamsyah]]>;
<![CDATA[Imannudin Akbar]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 1, No 3 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v1i3.72
<![CDATA[Computerization of society has substantially improved the ability to generate and collect data from a variety of sources. A large amount of data has flooded almost every aspect of people's lives. AMIK HASS Bandung has an Informatic Management Study Program consisting of three areas of concentration that can be selected by students in the fourth semester including Computerized Accounting, Computer Administration, and Multimedia. The determination of concentration selection should be precise based on past data, so the academic section must have a pattern or rule to predict concentration selection. In this work, the data mining techniques were using Naive Bayes and Decision Tree J48 using WEKA tools. The data set used in this study was 111 with a split test percentage mode of 75% used as training data as the model formation and 25% as test data to be tested against both models that had been established. The highest accuracy result obtained on Naive Bayes which is obtaining a 71.4% score consisting of 20 instances that were properly clarified from 28 training data. While Decision Tree J48 has a lower accuracy of 64.3% consisting of 18 instances that are properly clarified from 28 training data. In Decision Tree J48 there are 4 patterns or rules formed to determine concentration selection so that the academic section can assist students in determining concentration selection.]]>
<![CDATA[A GARCH APPROACH TO VaR CALCULATION IN FINANCIAL MARKET ]]>
<![CDATA[Nurfadhlina Abdul Halim]]>;
<![CDATA[Endang Soeryana]]>;
<![CDATA[Alit Kartiwa]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v1i1.5
<![CDATA[Value at Risk (VaR) has already becomes a standard measurement that must be carried out by financial institution for both internal interest and regulatory. VaR is defined as the value that portfolio will loss with a certain probability value and over a certain time horizon (usually one or ten days). In this paper we examine of VaR calculation when the volatility is not constant using generalized autoregressive conditional heteroscedastic (GARCH) model. We illustrate the method to real data from Indonesian financial market that is the stock of PT. Indosat Tbk.]]>
<![CDATA[Estimation of the Extreme Distribution Model of Economic Losses Due to Outbreaks Using the POT Method with Newton Raphson Iteration ]]>
<![CDATA[Riza Adrian Ibrahim]]>;
<![CDATA[Sukono Sukono]]>;
<![CDATA[Riaman Riaman]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 2, No 1 (2021) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v2i1.118
<![CDATA[Extreme distribution is the distribution of a random variable that focuses on determining the probability of small values in the tail areaof the distribution. This distribution is widely used in various fields, one of which is reinsurance. An outbreak catastrophe is non-natural disaster that can pose an extreme risk of economic loss to a country that is exposed to it. To anticipate this risk, the government of a country can insure it to a reinsurance company which is then linkedto bonds in the capital market so that new securities are issued, namely outbreakcatastrophe bonds. In pricing, knowledge of the extreme distribution of economic losses due to outbreak catastrophe is indispensable. Therefore, this study aims to determine the extreme distribution model of economic losses due to outbreak catastrophe whose models will be determined by the approaches and methods of Extreme Value Theory and Peaks Over Threshold, respectively. The threshold value parameter of the model will be estimated by Kurtosis Method, while the other parameters will be estimated with Maximum Likelihood Estimation Method based on Newton-Raphson Iteration. The result of the research obtained is the resulting model of extreme value distribution of economic losses due to outbreak catastrophe that can be used by reinsurance companies as a tool in determining the value of risk in the outbreak catastrophe bonds.]]>
<![CDATA[Dynamical Analysis and Circuit Design for Malasoma System ]]>
<![CDATA[Volodymyr Rusyn]]>;
<![CDATA[Diana Purwandari]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 1, No 4 (2020) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v1i4.84
<![CDATA[In this paper, the Malasoma system based cubic function is presented. This system contains operational amplifiers, resistors, capacitors, multipliers, and voltage sources. The first stage, we analyze the Malasoma model and execute its stability. The phase portraits and bifurcation diagram are used to analyze the dynamic behaviors of the Malasoma model. The proposed circuit was modelled by utilizing NI’s MultiSim software environment. The electronic circuit is realized by using off-the-shelf components. MATLAB and MultiSim simulation results show a good agreement.]]>
<![CDATA[Do Phone and Internet Have Role to Promote Economic ]]>
<![CDATA[Rika Nurlela]]>;
<![CDATA[Taufiq c. Dawood]]>;
<![CDATA[Aliasuddin Aliasuddin]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 2, No 4 (2021) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v2i4.191
<![CDATA[As one of the developing countries in the world, Indonesia is very active in developing ICT. The dependence of the Indonesian people on ICT increases every year. The two ICT indicators experiencing rapid development are the telephone and the internet. This study aims to analyze the effects of fixed-line phone users, mobile phone users, and internet users on economic growth in Indonesia. The panel data used in this study is panel data from 33 provinces in Indonesia from 2011–2019. The results showed that mobile phone users and internet users have positive effects on economic growth. However, fixed-line phones have a negative and insignificant influence on economic growth. Advances in technology have shifted fixed-line phones to smartphones. The government is expected to control and direct mobile phones and the internet for productive activities to encourage economic improvement.]]>
<![CDATA[The Effects of Monetary Variables on the Growth of Small and Medium Industry in Aceh Province ]]>
<![CDATA[Ade Habya Fijay]]>;
<![CDATA[Vivi Silvia]]>;
<![CDATA[Chenny Seftarita]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 2, No 3 (2021) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v2i3.175
<![CDATA[This study aims to analyze the effect of inflation, bank credit, and SMI investment on the growth of small and medium industries in Aceh Province. This study uses panel data consisting of 23 districts/cities in Aceh Province during the period 2014 to 2020. The analysis model used in this study is a panel data regression model. The results found in this study are variables that have a significant effect on the growth of SMIs in Aceh Province are inflation and investment in SMIs. Meanwhile, the banking credit variable has not had a statistically significant effect on the growth of SMIs. The inflation variable has a negative and significant effect on the growth of SMIs so that uncontrolled inflation will have a negative impact on the growth of SMIs. Meanwhile, SMI investment has a positive and significant impact on the growth of SMIs so that various targeted investment policies are needed so that they can support the development of SMIs in Aceh Province.]]>
<![CDATA[The Effect of Energy Consumption, Energy Resources, Economic Growth, and Road Infrastructure on Co2 Emissions in Indonesia ]]>
<![CDATA[Zulfikar Zulfikar]]>;
<![CDATA[Sofyan Syahnur]]>;
<![CDATA[M. Shabri Abd. Majid]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 2, No 3 (2021) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v2i3.173
<![CDATA[This study aims to analyze the effect of energy resources, energy consumption, and road infrastructure on economic growth and their effect on CO2 emissions in Indonesia. This study uses time series data in Indonesia for the period 2000 to 2019 and the analytical model used is the Auto Regressive Distributed Lag (ARDL) model. The results found in this study are variables that have a significant effect on economic growth in the short term are road infrastructure in the same period, in the previous period, as well as in the previous 2 periods and resources. Meanwhile, the ones that have a significant effect in the long term are road infrastructure and energy resources. Variables that have a significant effect on CO2 emissions in the short term are road infrastructure, energy consumption in the previous period, economic growth in the previous period, energy consumption and energy resources. While the variables that influence in the long term are economic growth and energy resources.]]>
<![CDATA[Tax Reform Effect on Local Tax Buoyancy in Indonesia ]]>
<![CDATA[Riyath Iskandar]]>;
<![CDATA[Srinita Srinita]]>;
<![CDATA[Putri Bintusy Syathi]]>
<![CDATA[ International Journal of Quantitative Research and Modeling Vol 2, No 4 (2021) ]]>
Publisher : <![CDATA[Research Collaboration Community (RCC) ]]>
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DOI: 10.46336/ijqrm.v2i4.193
<![CDATA[This study analyzes local tax efforts through the buoyancy rate method in 423 regions consisting of 341 Regency Governments and 82 City Governments in Indonesia for the period 2007 to 2019, using the panel data regression method with a fixed effect model. The research shows that changes in regional taxation policies with Law of Republic Indonesia Number 28 year 2009 concerning Local Taxes and Charges have a positive impact on efforts to collect Local Taxes with a significant increase in the value of the regional tax buoyancy rate. The value of the local tax buoyancy rate obtained is higher for the City Government than for the Regency Government, so it is necessary to adjust regional tax policies consistently to overcome the inequality of income realization that occurs between the Regency and City Governments in order to increase regional fiscal independence.]]>
