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Imam Mukhlash
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Departemen Matematika, Gedung F Lantai II, Kampus ITS, Keputih, Sukolilo-Surabaya 60111 Jawa Timur, Indonesia Phone: +62 31-5943354 Email:ijcsam.matematika@its.ac.id
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International Journal of Computing Science and Applied Mathematics-IJCSAM
Published by Institut Teknologi Sepuluh Nopember Surabaya
ISSN : -     EISSN : 24775401     DOI : -
Core Subject : Education,
Mathematics
IJCSAM (International Journal of Computing Science and Applied Mathematics) is an open access journal publishing advanced results in the fields of computations, science and applied mathematics, as mentioned explicitly in the scope of the journal. The journal is geared towards dissemination of original research and practical contributions by both scientists and engineers, from both academia and industry. IJCSAM (International Journal of Computing Science and Applied Mathematics) is a journal published by Pusat Publikasi Ilmiah LPPM, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia.
Arjuna Subject : Matematika - Matematika Terapan
Articles 6 Documents
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Search results for , issue "Vol. 6 No. 2 (2020)" : 6 Documents clear
I-Vague Vector Spaces Zelalem Teshome Wale
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 6 No. 2 (2020)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

The notions of I-vague vector spaces of vector spaces with membership and non-membership functions taking values in an involutary dually residuated lattice ordered semigroup are introduced which generalizes the notions with truth values in a Boolean algebra as well as those usual vague sets whose membership and non-membership functions taking values in the unit interval [0, 1]. We discuss some properties of I-vague vector spaces.
Optimal Control Approach For HIV-1 Infection in CD4+T Cells with RTI and PI Treatments R. Heru Tjahjana; Sutimin Sutimin
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 6 No. 2 (2020)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

The purpose of this paper is to expose the optimal approach of controlling HIV-1 infection in CD4+T cells with Reverse Transcriptease Inhibitors (RTI) and Protease Inhibitors (PI) treatments. The scope of the paper includes a proposed model of the dynamic system of HIV-1 infection in CD4 cells with RTI and PI as controls and a proposed objective function model that minimizes infected CD4+T Cells, the population of free virus and therapeutic costs. From the dynamics system model and objective function model, we designed an optimal control for HIV-1 infection control. In this paper, we obtained optimal control for RTI and PI therapies. The results of this paper are as follows: by using the optimal control approach, we obtained infectious control strategy that minimizes actively infected CD4+T Cells, the population of free virus and the cost of treatment. In other words, optimal control is a good approach in determining infection control strategies that minimizes the objective function.
Black-Scholes Model of European Call Option Pricing in Constant Market Condition Retno Tri Vulandari; Sutrima Sutrima
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 6 No. 2 (2020)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

Investment is a saving activity with the aim of overcoming price increases or often called inflation. Investments can be in the form of gold, property, silver or stock investments. Stock investment is considered more profitable than just saving at a bank. Currency values are declining due to inflation. This results in a tendency to invest in shares. Stock investment carries a great risk. Therefore, in 2004 stock options began to trade. Stock options are contracts that give the holder the right to buy / sell shares at the agreed time, at a certain price. Stock option prices tend to be cheaper than stock prices. Therefore, determining the right price of stock options is needed. In this study, we will focus on the European type of buying options, the right to buy shares at an agreed price at maturity. The purpose of this study is the completion of the Black-Scholes model of European type option prices at a constant market, assuming stock movements meet the stochastic differential equation, fixed risk-free interest rates, companies distributing dividends, no taxes, no transaction costs, and free market arbitration. The results of this research are in the form of differential equations and the settlement of the Black-Scholes model of European type call option prices, and a case study used by stock option contracts with a maturity of January 4, 2010, PT Aqua Golden Mississippi Tbk.
Comparative Study of KNN, SVM and Decision Tree Algorithm for Student’s Performance Prediction Slamet Wiyono; Dega Surono Wibowo; M. Fikri Hidayatullah; Dairoh Dairoh
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 6 No. 2 (2020)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

Students who are not-active will affect the number of students who graduate on time. Prevention of not-active students can be done by predicting student performance. The study was conducted by comparing the KNN, SVM, and Decision Tree algorithms to obtain the best predictive model. The model making process was carried out by the following steps: data collecting, pre-processing, model building, comparison of models, and evaluation. The results show that the SVM algorithm has the best accuracy in predicting with a precision value of 95%. The Decision Tree algorithm has a prediction accuracy of 93% and the KNN algorithm has a prediction accuracy value of 92%.
Comparison of American Binomial Options with Discrete and Continuous Dividend Dian Ayu Merdekawati; Yolanda Norasia; Charisma Juni Kumalasari; Endah Rokhmati Merdika Putri
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 6 No. 2 (2020)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

This study discusses the effect of dividend on option pricing by using a binomial method. It also investigated the initial stock value, number of steps, and strike price effects on the behavior of options pricing. From several simulations conducted, it was found that the values of call options with discrete dividend are greater than the continuous dividend. While on the put option, the values of the put options with a continuous dividend are greater than the discrete dividend.
Stability and Bifurcation Analysis of Time Delayed Prey-Predator System with Holling Type-III Response Function Nur Aina Maziun; Subchan Subchan
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 6 No. 2 (2020)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

Interaction between prey and predator is a recurring event that occurs continuously and the presence of both can mutually affect each other’s population. This paper discusses the stability and bifurcation analysis of time delayed prey-predator system with Holling type-III response function incorporating a prey refuge. Holling type-III response function is used because the availability of the prey in nature is decreasing. Time delay represents the time for predators to find another prey population when the available population is decreasing. Dynamic analysis is used to study the influence of a given response function. The equilibrium point and stability analysis of the model with and without time delay has been calculated and analyzed. Model analysis under the influence of time delay and coefficient of competition among predators shows an indication of Hopf bifurcation in the neighborhood of the co-existing equilibrium point.

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