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Jurnal Matematika
Published by Universitas Diponegoro
ISSN : -     EISSN : -     DOI : -
Core Subject : Education,
Mathematics
Arjuna Subject : -
Articles 15 Documents
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Search results for , issue "Vol 3, No 4 (2014): JURNAL MATEMATIKA" : 15 Documents clear
PENGUJIAN FRACTAL MARKET HYPOTHESIS (FMH) PADA DINAMIKA RETURN HARIAN NILAI TUKAR DOLLAR AMERIKA SERIKAT (USD) TERHADAP YEN JEPANG (JPY) Florenta Florenta; Kartono kartono
Jurnal Matematika Vol 3, No 4 (2014): JURNAL MATEMATIKA
Publisher : MATEMATIKA FSM, UNDIP

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Abstract

The concept of Fractal Market Hypothesis (FMH) gives aneconomic and mathematical structure in analyzing the forex market. Fractal has characteristics that are not random, but has a pattern. Fractal experienced recurrence patterns or structures with different scales and sizes, therefore it can show a trend that will occur in the next period.Exchange rate fluctuations cause the trader will have a hard time taking a position of ‘sell’ or ‘buy’. Technical Analysis is the right choice for traders in determining the time to transact. It consists of candlestick analysis in determining the pattern, gradient analysis to determine the level of steepness of exchange rate fluctuations, Rescaled Range analysis (R / S) and the value of Hurst exponent (H) to see characteristics of the return movement, measuring the level of risk (α), measuring the degree of correlation (C) and the fractal dimension (D). In order to complete the final project, the authors do an internship at PT. Futures Monex Investindo Yogyakarta with the data of the exchange rate of United States Dollar (USD) to Japanese Yen (JPY) in the period of January 1, 2005 until December 31, 2013.Based on the results, it can be concluded that the movement of the daily price return of the United States Dollar exchange rate (USD) to Japanese Yen (JPY) result in a system series that is anti-persistent, which means that the series which was up in the previous period, is likely to fall in the next period.
Pengaruh Learning EffectBergantung-Waktu dan Deteriorasi Terhadap Penjadwalan Mesin Tunggal Dian Ayu Nurul Ihsani; Sunarsih Sunarsih
Jurnal Matematika Vol 3, No 4 (2014): JURNAL MATEMATIKA
Publisher : MATEMATIKA FSM, UNDIP

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Abstract

 Learning effect and deterioration do not fragmentary happen all the time. If both of them simultaneously found, the processing time of the job will increase yet decrease from the plan at once. The actual processing time of jobs are defined by function of their starting times and positions in the sequence. The effect of learning and deterioration on single machine scheduling at this paper is applied at a paper-mill. Learning effect as a result of regular performance-evaluation at this paper-mill reduce the effect of deterioration up to 206,5509 hours. Routing jobs by Earlier Due Date (EDD) rule construct the optimal result under maximum lateness case in this paper than either Most Urgent Job (MUJ) or Shortest Processing Time (SPT) do. The maximum lateness under EDD rule is 13,6% less than sequence that is recently used in that paper-mill. 
PELABELAN GRACEFUL SATU MODULO PADA BEBERAPA GRAF EULE Isa Isa; Lucia Ratnasari
Jurnal Matematika Vol 3, No 4 (2014): JURNAL MATEMATIKA
Publisher : MATEMATIKA FSM, UNDIP

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Abstract

 ABSTRACT. A graph  with  edges is said to be one modulo  graceful graph () if there is a injective function from vertex set of graph  to  in such a way that  induces a function  from edge set of graph  to  defined as  is bijective.  In this Last Project, the following Euler graphs : n-polygonal snakes,  and  under certain conditions which admit one modulo  graceful labeling () are learned.  
Penerapan Metode Program Linear dan Analisis Sensitivitas Pada Optimalisasi Produksi Jenang Karomah (Studi Kasus Pada PJ.Karomah Kudus) Novita Hariyani; Bambang Irawanto
Jurnal Matematika Vol 3, No 4 (2014): JURNAL MATEMATIKA
Publisher : MATEMATIKA FSM, UNDIP

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Abstract

 ABSTRAK. Optimalisasi produksi Jenang Karomah PJ.Karomah Kudus menjadi sebuah hal yang penting untuk memaksimalkan laba dengan cara mengoptimalkan penggunaan bahan baku. Program linear dengan metode simpleks adalah metode yang tepat untuk mengetahui jenang varian manakah yang memberikan keuntungan yang paling maksimal. Analisis sensitivitas dilakukan untuk batas – batas perubahan nilai pada fungsi tujuan maupun fungsi kendala, dengan tetap diperoleh tujuan yang optimal. Metode enumerasi implisit digunakan untuk mencari solusi optimal pemilihan memasak jenang yang sesuai dengan keadaan nyata di lapangan. Pengoptimalan produksi Jenang Karomah dengan program linear menghasilkan Jenang Sirsak, Jenang Mellon Strawberry, dan Jenang Durian memberikan keuntungan yang paling optimal dalam 1 kali periode memasak jenang dengan 60,0005 kg Jenang Sirsak, 9,9995 kg Jenang Mellon Strawberry, 175 kg Jenang Durian. Setelah dihitung dengan integer programming didapatkan solusi bahwa jenang yang dimasak dalam satu periode memasak untuk menghasilkan yang paling optimal adalah Jenang Wijen, Jenang Sirsak, Jenang Ketan Hitam, Jenang Kacang Hijau, Jenang Coklat Susu, Jenang Mellon Strawberry dan Jenang Durian yang apabila jenang-jenang tersebut dimasak dalam 1 periode memasak akan menghasilkan laba sebesar Rp. 2.162.834,00.  
KETERKAITAN RG-ALJABAR DAN STRUKTUR GRUP Irwan Yudi
Jurnal Matematika Vol 3, No 4 (2014): JURNAL MATEMATIKA
Publisher : MATEMATIKA FSM, UNDIP

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Abstract

In this paper is discussed an algebraic structure which is called RG-algebra. The RG-algebra is a subclass of BCI-algebra and a sub subclass of K-algebra. Therefore, everyRG-algebra is a BCI-algebra, but conversly is not true. The RG-algebra andGroup Structure have a relation. Its relation is RG-algebra can be constructed by acommutativegroup and conversly commutativegroup can be constructed by a RG-algebra. The RG-algebra is a K-algebra with commutativegroupas generator group.            

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