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Muh. Isbar Pratama
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Journal of Mathematics, Computation and Statistics (JMATHCOS)
Published by Universitas Negeri Makassar
ISSN : 24769487     EISSN : 27210863     DOI : https://doi.org/10.35580/jmathcos
Core Subject : Education,
Mathematics
Fokus yang didasarkan tidak hanya untuk penelitian dan juga teori-teori pengetahuan yang tidak menerbitkan plagiarism. Ruang lingkup jurnal ini adalah teori matematika, matematika terapan, program perhitungan, perhitungan matematika, statistik, dan statistik matematika.
Arjuna Subject : Matematika - Matematika Terapan
Articles 245 Documents
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Projective Geometry Analysis of the Boyang Traditional House Based on Building Numbering of House Theory Ja'faruddin Ja'faruddin; Alimuddin Tampa; Muh. Ishaq Firdaus; Nur Insani Maiwa
Journal of Mathematics, Computations and Statistics Vol. 9 No. 2 (2026): Volume 09 Issue 02 (June 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/Jmathcos12954

Abstract

This study positions ethnomathematics as a framework for understanding mathematics as an embedded component of cultural practices and indigenous knowledge systems. Indonesia’s rich ethnic diversity provides a wide spectrum of traditional architectural forms containing implicit mathematical structures. This research aims to investigate the architectural structure of the Boyang traditional house through the perspective of projective geometry and House Theory, particularly in the construction of house diagrams, building numbering systems, and the formulation of projective coordinates. The study employed a descriptive qualitative approach by representing one-point, two-point, and three-point perspective views into projective geometric diagrams. The findings reveal that the Boyang house can be classified as a Type IV simple house based on House Theory classification. Furthermore, the resulting building numbers are identified as . The analysis demonstrates that the architectural structure of the Boyang house can be formally modeled within the framework of projective geometry, thereby illustrating the existence of mathematical reasoning embedded in local architectural traditions. These findings contribute to the development of ethnomathematics by strengthening the integration between formal mathematical concepts and cultural heritage studies, while also providing a theoretical foundation for interdisciplinary research in mathematics, architecture, and indigenous cultural studies.
A Markowitz–ARMA–GARCH–Copula Overlay for Jakarta Islamic Index Portfolios: A Complexity–Benefit Comparison with the Markowitz Model Irfani Azis; Nina Valentika; Nunung Kusdaniyama; Euis Aprianti; Tegar Aji Sukma Bestari
Journal of Mathematics, Computations and Statistics Vol. 9 No. 2 (2026): Volume 09 Issue 02 (June 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/Jmathcos12760

Abstract

This study develops and evaluates a Markowitz–ARMA–GARCH–Copula (MAGC) overlay for Islamic stock portfolios constructed from constituents of the Jakarta Islamic Index (JII) over the period May 2020–April 2025. The Markowitz mean–variance model is used as the baseline allocation approach to form an initial buy-and-hold portfolio. The MAGC overlay is then applied to incorporate daily volatility dynamics and copula-based dependence modeling into the evaluation and refinement of portfolio risk. ARMA–GARCH models are used to capture autocorrelation and time-varying volatility in stock returns, while the copula approach is employed to model cross-asset dependence without relying on the assumption of multivariate normality. Portfolio performance is assessed using expected return, total risk, Value at Risk (VaR), and Expected Shortfall (ES). The results show that the MAGC portfolio is broadly comparable to the Markowitz portfolio, with a slightly higher expected return (0.000350 vs. 0.000346), marginally lower volatility (0.011717 vs. 0.011721), and modest reductions in VaR (0.017890 vs. 0.018080) and ES (0.025380 vs. 0.025430). However, the bootstrap comparison indicates that these differences are not statistically significant. Therefore, the MAGC overlay provides only modest risk refinement rather than clear superiority over Markowitz. Overall, the findings suggest that the conventional Markowitz model remains a competitive and parsimonious baseline for buy-and-hold JII portfolio construction, while MAGC may serve as an additional tail-risk diagnostic tool for investment managers.
A Modified Simulated Annealing Algorithm for Clusterwise Linear Regression Model Estimation Luh Putu Widya Adnyani; Bagus Sartono; Asep Saefuddin; I Made Sumertajaya; Gerry Alfa Dito; Krittiya Duangmanee
Journal of Mathematics, Computations and Statistics Vol. 9 No. 2 (2026): Volume 09 Issue 02 (June 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/Jmathcos12907

Abstract

Heterogeneous data require modeling methods that capture structural differences across subpopulations rather than imposing a single global relationship. Clusterwise linear regression (CLR) is able to provide this flexibility despite the high computational cost. Although effective, classical simulated annealing (SA) algorithms is sensitive to initial parameters and prone to premature convergence. This study proposes an improved SA-based approach by incorporating a simple stochastic modification. Rather than consistently relocating the observation with the largest residual, the algorithm randomly selects an observation from the top-(m) largest residuals at each iteration.. This mechanism allows the algorithm to explore more possible solutions while still moving toward better results. The proposed method was evaluated through simulation studies and an application to district-level poverty data in Indonesia. The results show that the modified algorithm generally provides better clustering accuracy and smaller parameter bias than the standard simulated annealing algorithm in clusterwise regression models. The real-data application also identified nine clusters with different socio-economic characteristics, showing the importance of using analytical approaches and policies that account for regional diversity.
A Python-Based Implementation of Dijkstra's Algorithm for Optimal Freight Routing in Weighted Graph Networks (Case Study: Banjarnegara-Semarang) Jundulloh Mubarok; Mulyono Mulyono
Journal of Mathematics, Computations and Statistics Vol. 9 No. 3 (2026): Volume 09 Issue 03 (September 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/31926k15

Abstract

This study aims to determine the optimal freight route using a Python-based implementation of Dijkstra Algorithm in a weighted graph network, with a case study of Banjarnegara-Semarang. The network is modeled as a directed graph where nodes represent regions and edges represent distances (km). The dataset consists of 19 nodes and 38 edges. Computation is performed using Python (NetworkX) to obtain the shortest path efficiently. The results show that the optimal route is Banjarnegara–Wonosobo-Kendal-Semarang with a total distance of 146.20 km. This approach is faster and more accurate than manual calculations and supports efficient logistics decision-making.
Robust Multi-Criteria Optimization for Energy Stocks Selection on the Indonesian Stock Exchange Using a Weighted Scoring Model Sahrudin Sahrudin; Hendra Cipta
Journal of Mathematics, Computations and Statistics Vol. 9 No. 3 (2026): Volume 09 Issue 03 (September 2026)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/j2sk2n30

Abstract

Pemilihan saham terbaik merupakan masalah pengambilan keputusan multi-kriteria yang dipengaruhi oleh ketidakpastian data keuangan. Studi ini bertujuan untuk menentukan saham terbaik di sektor energi yang terdaftar di Bursa Efek Indonesia menggunakan Weighted Scoring Model (WSM) dan pendekatan Robust Multi-Criteria Optimization. Studi ini menggunakan lima kriteria fundamental, yaitu Laba Per Saham (EPS), Rasio Harga terhadap Laba (PER), Return on Equity (ROE), Rasio Utang terhadap Ekuitas (DER), dan Dividend Yield (DY). Bobot kriteria ditentukan berdasarkan tingkat pertumbuhannya selama periode observasi, diikuti dengan normalisasi dan perhitungan nilai preferensi menggunakan WSM. Pendekatan robust diterapkan pada tingkat ketidakpastian ±5%, ±10%, dan ±15%. Hasil menunjukkan bahwa ITMG menempati peringkat pertama dalam model deterministik dengan nilai preferensi 0,4722 dan mempertahankan peringkat pertama di semua skenario robust. Hasil ini menunjukkan bahwa ITMG adalah alternatif saham terbaik dan menunjukkan ketahanan terhadap perubahan data dalam tingkat ketidakpastian yang diuji.

Page 25 of 25 | Total Record : 245

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