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Jurnal Matematika
Published by Universitas Udayana
ISSN : 16931394     EISSN : 26550016     DOI : https://doi.org/10.24843/JMAT
Core Subject : Education,
Mathematics
Jurnal Matematika (p-ISSN: 1693-1394 |e-ISSN: 2655-0016| DOI: 10.24843/JMAT ) is an open access journal which publishes the scientific works for researchers. The articles of this journal are published every six months, that is on June and December.
Arjuna Subject : -
Articles 187 Documents
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Estimasi Nilai VaR Dinamis Indeks Saham Menggunakan Peak-Over Threshold dan Block Maxima Komang Dharmawan
Jurnal Matematika Vol 2 No 2 (2012)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2012.v02.i02.p24

Abstract

Kejadian ekstrim pada bidang finansial pada periode 2008/2009  telah menyadarkan para praktisi maupun peneliti di bidang finansial untuk mengevaluasi kembali teknik-teknik pemodelan risiko finansial.  Ini menegaskan bahwa diperlukan model-model matematika atau teknik pemodelan yang lebih baik di bidang manajemen risiko finansial yang dapat mengatisipasi adanya kejadian-kejadian yang jarang muncul seperti pada periode tahun tersebut di atas. Metode yang paling sesuai dalam menangani kejadian kejadian ekstrim seperti ini adalah Extreme Value Theory (EVT). Dalam pemodelan Value at Risk(VaR), tingkat pengembalian (return) suatu data finansial biasanya ditaksir menggunakan suatu pendekatan yang mengasumsikan bahwa data tersebut terdistrubusi secara normal. Namun asumsi ini tidak merefleksikan perilaku nilai return yang sesungguhnya, sebab distribusi data finansial menunjukkan adanya ekor distribusi yang lebih gemuk (heavy-tail), yaitu ekor distribusi turun lebih pelan dibandingkan dengan ekor distribusi normal.  Ini berarti peluang munculnya nilai ekstrim lebih besar. Sehingga pendekatan secara konvensional dianggap mengabaikan nilai-nilai ekstrim ini. Paper ini membahas penerapkan EVT pada data finansial. Kemudian menghitung nilai VaR dinamis dari nilai indeks IHSG (Jakarta Stock Exchange) periode 28 Desember 2007-28 Desembar 2012. EVT dipakai untuk memprediksi VaR statis dan EVT-GARCH(1,1) dipakai untuk memprediksi VaR dinamis.
Analisis Survival Model Regresi Parametrik Lama Studi Mahasiswa Novita Eka Chandra; Siti Alfiatur Rohmaniah
Jurnal Matematika Vol 9 No 1 (2019)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2019.v09.i01.p106

Abstract

Timely graduation of students can be used as an indicator to show the quality of a university. Students are said to graduate on time if they have a short study period of 4 years. The duration of the study of students varies because it is influenced by several factors. The purpose of this study is to determine the factors that have a significant effect on the duration of student studies. The factors studied included gender, GPA, school origin, joining the organization and working in college. The method used in this study is survival analysis. Survival analysis in this study used Log-normal and Weibull, parametric regression models. From the two models, it was found that the GPA and organizational factors significantly influence the duration of student studies. Next, to determine the best model is determined based on the minimum AIC value. Based on the comparison of the two models, the parametric Weibull model has a minimum AIC value, so this model is the best model. Based on HR values ??obtained by students who have a higher GPA and are more active in graduating faster or can be said to have fewer studies. Keywords: survival, regression, parametric, time of study.
Penentuan Lokasi SMP Baru di Kabupaten Klungkung dengan Algoritma Fuzzy Subtractive Clustering I Gede Oka Artawan; G.K. Gandhiadi; Tjokorda Bagus Oka
Jurnal Matematika Vol 3 No 2 (2013)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2013.v03.i02.p36

Abstract

The aim of this paper is to determine a new location of junior high school at Klungkung, using Fuzzy Subtractive Clustering Algorithm. The new location of the junior high school is depending on the graduate number of elementary school, the distance between location of candidates, and distance between the candidates’ location and existing junior high school. To measure the distance, it is used an Euclidean distance. At the beginning of calculation, the locations of elementary schools are used as the location candidates. Then, the density value of each location candidates is calculated using Fuzzy Subtractive Clustering Algorithm. The location candidate which has the highest density will be chosen to become a starting location. The results of calculation show that the location candidate at 8°32'5.70"S, 115°24'20.64"E has the highest density value, it is at SD Negeri 1 Semarapura Kangin. So the location for the new junior high school is at around SD Negeri 1 Semarapura Kangin.
Memodelkan Impor Beras Menggunakan Regresi Data Panel Eka N Kencana; Darma Arnawa; Ketut Jayanegara
Jurnal Matematika Vol 10 No 2 (2020)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2020.v10.i02.p130

Abstract

Abstract Rice is one of the world’s most important commodities. The Food and Agri-cultural Organizations estimates about 90 percent of the world’s rice is produced bycountries in the Asian continent with the rice production centers located in the ASEANregion. As an agricultural country, Indonesia is ranked third in the world rice producersafter China and India, and in the first rank of ASEAN rice producers. However, Indone-sia along with other producing countries in ASEAN also import rice. This article aimsto model rice imports from 5 ASEAN countries. Using data from FAO for the period2009–2018, 3 types of Panel Data Regression models were applied to model rice imports.The results of the analysis show Random Effect Model (REM) is the most appropriatemodel for rice imports in 5 ASEAN countries with the difference for two consecutiveyears import, consumption, and rice production was used as explanatory variables .Keywords: import, panel data, random effect, regression, rice.
BEBERAPA SIFAT IDEAL GELANGGANG POLINOM MIRING: SUATU KAJIAN PUSTAKA AMIR KAMAL AMIR
Jurnal Matematika Vol 1 No 1 (2010)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2010.v01.i01.p09

Abstract

Let R be a ring with identity 1 and s be an endomorphism of R and d be a left s - derivation . Theskew polynomial ring over R in an indeterminate x is: R[x;s ,d ] = { f (x) = anxn +L+ a0 | ai Î R}with xa =s (a)x +d (a) The aim of this research is to investigate the ideals in the above skewpolynomial ring in case of d = 0 . Precisely, we will investigate the following: (1) the ideal of skewpolynomial ring D[x;s ] ; (2) the ideal prim of skew polynomial ring K[x;s ] ; and (3) the s - primideal of skew polynomial ring D[x;s ] .
Evaluasi Premi Joint Life Pasangan Suami Istri Menggunakan Copula Frank I Nyoman Widana; Ni Made Asih
Jurnal Matematika Vol 8 No 1 (2018)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2018.v08.i01.p97

Abstract

This paper introduces the joint life satatus for married couples with independent and dependent mortality models. Using Frank copula and Indonesia Life Tables 2011, we evaluate the impact of dependent future lifetimes on the net single and level premium. The results show premium rates are reduced if models of dependent future lifetime are used compared to the models using an assumption of independence.
Pengaruh Tingkat Bunga Terhadap Biaya I Nyoman Widana
Jurnal Matematika Vol 1 No 2 (2011)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2011.v01.i02.p12

Abstract

This article discusses the impact of interest rates on expense rates. An insuranceexpense is the difference calculated between Gross Premium and Net Premium. The calculationsindicate that the expense reduces when the interest rate increases.
Aplikasi GARCH dalam Mengatasi Volatilitas Pada Data Keuangan , Hartati; Imelda Saluza
Jurnal Matematika Vol 7 No 2 (2017)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2017.v07.i02.p87

Abstract

The financial market is a place or means convergence between demand and supply of a wide range of financial instruments Long-term (over one year). Activities that occur in the financial markets in the long term will form a series of data is often called a time series that contains a set of information from time to time. Practical experience shows that many time series exhibit their periods with great volatility. The greater the volatility, the greater the chance to experience a gain or loss. Important properties are often owned by the data time series in finance, especially to return data that the probability distribution of returns are fat tails (tail fat) and volatility clustering or often referred to as a case heteroskedastisitas. Not all models are able to capture the nature of heteroscedasticity, one of the models that are able to do is Generalized Autoregressive Heteroskedasticity Condition (GARCH). So the purpose of this study was to determine the GARCH model in dealing with the volatility that occurred in the financial data. The results showed that the GARCH model is best suited to see volatility in the financial data.
CR- Submanifolds of a Nearly Trans-Hyperbolic Sasakian Manifold with a Quarter Symmetric Semi Metric Connection Shamsur Rahman
Jurnal Matematika Vol 6 No 2 (2016)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2016.v06.i02.p69

Abstract

The object of the present paper is to initiate the study contact CR- submanifolds of a nearly trans-hyperbolic Sasakian manifold with a quarter symmetric semi metric connection. For this, some properties of CR- submanifolds of a nearly trans-hyperbolic Sasakian manifold with a quarter symmetric semi metric connection are investigated which conclude that CR- submanifolds of a nearly trans-hyperbolic Sasakian manifold with a quarter symmetric semi metric connection exists with respect to the ?????horizontal and ?????vertical.
Analisis Korelasi Kanonik Hubungan Perilaku Pemimpin dan Motivasi Kerja Karyawan I Gusti Ayu Made Srinadi; Ni Made Asih; Ayuk Dwi Cahyani
Jurnal Matematika Vol 4 No 1 (2014)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2014.v04.i01.p44

Abstract

Kualitas pemimpin merupakan penentu keberhasilan organisasi yang dipimpin. Hubungan antara pemimpin dengan karyawannya merupakan hubungan saling ketergantungan yang umumnya tidak seimbang. Dalam proses interaksi yang terjadi antara pemimpin dan karyawan, berlangsung proses saling memengaruhi. Penelitian ini bertujuan untuk mencari hubungan perilaku pemimpin terhadap motivasi kerja karyawan dengan menggunakan analisis korelasi kanonik. Pengujian dengan menggunakan analisis korelasi kanonik menunjukkan bahwa perilaku pemimpin dengan motivasi karyawan memiliki keeratan hubungan dengan nilai korelasi kanonik sebesar 0,9058533. Faktor perilaku pemimpin yang paling tinggi berkorelasi dengan motivasi kerja karyawan di McDonald’s Kuta Beach adalah faktor kemampuan mengarahkan dan menghadapi karyawan dengan nilai korelasi yaitu sebesar 0,7619707.

Page 13 of 19 | Total Record : 187

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