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Lukita Ambarwati
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Gedung Dewi Sartika Lt. 6, Kampus A Universitas Negeri Jakarta Jln. Jl. Rawamangun Muka, RT.11/RW.14, Rawamangun, Pulo Gadung, Kota Jakarta Timur, Daerah Khusus Ibukota Jakarta 13220
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JMT (Jurnal Matematika dan Terapan)
Published by Universitas Negeri Jakarta
ISSN : -     EISSN : 26156792     DOI : https://doi.org/10.21009/jmt.6.1
Core Subject : Economy, Science,
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance
JMT (Jurnal Matematika dan Terapan) is a journal that publishes about scientific papers containing fields of mathematics such as analysis, geometry, algebra and its application. This mathematics journal contains about the result of student thesis, research lecturer both in mathematics prodi unj and outside unj. This math journal helps me to write the results briefly, clearly, and densely. So that students, lecturers, or researcher of mathematics have a container to write the results of research being worked on.
Arjuna Subject : Matematika - Matematika Terapan
Articles 54 Documents
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Peluang Keberhasilan Berhenti Berbuat Dosa Besar dengan Metode Markov Chain dan Metode Analisis Survival Berdistribusi Weibull Iis Lestari; Asep Triyono; Mona Rizki Ardela; Nadia Nadia
JMT (Jurnal Matematika dan Terapan) Vol. 7 No. 2 (2025): JMT (Jurnal Matematika dan Terapan)
Publisher : Mathematics Study Program, Faculty of Mathematics and Natural Science, Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/jmt.7.2.2

Abstract

Sin is any act that is contrary to God's will and commandments that every human being is not immune to sin. The purpose of this study is to analyze the chances of individuals succeeding in istiqamah with the markov chain method and weibull distributed survival analysis. In this study, the major sin behavior is divided into three stages, namely the awareness stage (T), the relapse stage (R), and the istiqamah stage (I). The transition matrix shows that state I is an absorbing state and states T and R are transein states. In this study it was found that the average individual who reached the absorsing state from the transein state was 10 years. From the simulation of 1000 individuals, it is found that the average number of relapses before reaching istiqamah is 3.50 with a standard deviation of 1.72 and a median of 3, meaning that individuals experience relapse before istiqamah between 2 and 4 times. The survival function and hazard function can be estimated and visualized in the form of a curve. These results provide an overview of the chances of an individual achieving istiqamah at the nth time.
Aplikasi Aljabar Max-Plus pada Penjadwalan Periodik Produksi Kaos Kaki Nur Salamah; Zumrotus Sya'diyah
JMT (Jurnal Matematika dan Terapan) Vol. 7 No. 2 (2025): JMT (Jurnal Matematika dan Terapan)
Publisher : Mathematics Study Program, Faculty of Mathematics and Natural Science, Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/jmt.7.2.3

Abstract

Penelitian ini memodelkan sistem produksi kaus kaki di UD. Tunas Muda Jaya menggunakan pendekatan Aljabar Max-Plus. Model yang dibangun merepresentasikan ketergantungan waktu antar proses dalam bentuk sistem linier tropis. Analisis nilai eigen menunjukkan throughput maksimum sebesar 7 unit waktu per produk, sedangkan vektor eigen mengungkap penjadwalan relatif dan jalur kritis produksi. Temuan ini menegaskan bahwa upaya peningkatan produksi sebaiknya difokuskan pada proses dalam jalur kritis, karena proses di luar jalur tersebut tidak memengaruhi efisiensi sistem. Model ini menyediakan landasan kuat bagi perencanaan penjadwalan dan optimasi produksi periodik.
Perbandingan Metode Monte Carlo Standar, Control Variate, dan Antithetic Variate pada Estimasi Harga dan Interval Kepercayaan Opsi Asia Rataan Aritmatika Muhamad Rashif Hilmi
JMT (Jurnal Matematika dan Terapan) Vol. 8 No. 1 (2026): JMT (Jurnal Matematika dan Terapan)
Publisher : Mathematics Study Program, Faculty of Mathematics and Natural Science, Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/jmt.8.1.2

Abstract

The pricing of arithmetic average Asian options is commonly performed using Monte Carlo simulation because no closed-form analytical solution is available. However, the standard Monte Carlo method suffers from high estimator variance, requiring a large number of simulations to achieve accurate estimates. This study compares the performance of the Standard Monte Carlo, Control Variate, and Antithetic Variate methods in estimating option prices and confidence intervals for arithmetic average Asian call and put options. Numerical simulations were conducted under the Geometric Brownian Motion model using identical parameters for all methods so that differences in the results were solely attributable to the estimation techniques. The number of simulations was varied to investigate convergence behavior and the corresponding 95% confidence intervals. The results indicate that all methods converge as the number of simulations increases, while the confidence intervals become progressively narrower. The Antithetic Variate method provides more stable estimates than the Standard Monte Carlo method by reducing estimator variance through negatively correlated random pairs. Among the three methods, the Control Variate method consistently produces the most stable estimates and the narrowest confidence intervals for both call and put options. These findings demonstrate that the Control Variate method is the most efficient and accurate approach for pricing arithmetic average Asian options.
Generalisasi Representasi Lévy-Khintchine untuk proses Aditif dengan Ukuran Lévy Bergantung Waktu Eka Rahmi Kahar; Yudi Mahatma; Debby Agustine; Nayla Fauziah; Alnita Khairunnisa
JMT (Jurnal Matematika dan Terapan) Vol. 8 No. 1 (2026): JMT (Jurnal Matematika dan Terapan)
Publisher : Mathematics Study Program, Faculty of Mathematics and Natural Science, Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/jmt.8.1.1

Abstract

Representasi klasik Lévy-Khintchine pada dasarnya bertumpu pada asumsi stasioneritas proses Lévy, yang berarti bahwa triplet karakteristiknya bernilai konstan terhadap waktu. Artikel ini menelaah perluasan representasi tersebut untuk kelas proses aditif, yaitu proses stokastik dengan inkremen saling bebas yang melonggarkan syarat stasioneritas. Dengan menggunakan pendekatan kalkulus stokastik semimartingale dan teori ukuran acak Poisson, kajian ini merumuskan eksistensi eksponen karakteristik lokal yang dikendalikan oleh ukuran Lévy bergantung-waktu . Konstribusi dari penelitian ini terletak pada pembuktian analitik bentuk fungsi karakteristik kumulatif menggunakan formula Itô. Eksistensi dan ketunggalan dikaji melalui syarat integrabilitas pada ruang fungsi càdlàg. Lebih jauh, artikel ini memformulasikan syarat cukup yang menjamin sifat analitik eksponen karakteristik pada bidang kompleks. Hasil ini membuktikan eksistensi momen ke-n untuk proses aditif; suatu sifat yang sebelumnya didominasi oleh kajian pada proses stasioner. Temuan teoretis ini memberikan landasan bagi pemodelan dinamika stokastik di mana intensitas lompatan berfluktuasi secara deterministik seiring waktu.

Page 6 of 6 | Total Record : 54

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