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INDONESIA
E-Jurnal Matematika
Published by Universitas Udayana
ISSN : 23031751     EISSN : -     DOI : -
Core Subject : Education,
Mathematics
E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir sebagai salah satu bentuk nyata peran serta jurusan Matematika FMIPA UNUD guna mendukung percepatan tercapainya target mutu UNUD, selain itu jurnal ini terbit didorong oleh surat edaran Dirjen DIKTI tentang syarat publikasi karya ilmiah bagi program Sarjana di Jurnal Ilmiah. E-jurnal Matematika juga menerima hasil-hasil penelitian yang tidak secara langsung berkaitan dengan tugas akhir mahasiswa meliputi penelitian atau artikel yang merupakan kajian keilmuan.
Arjuna Subject : -
Articles 14 Documents
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Search results for , issue "Vol 7 No 3 (2018)" : 14 Documents clear
ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO MAKBUL MUFLIHUNALLAH; KOMANG DHARMAWAN; NI MADE ASIH
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p209

Abstract

Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market. The management of instruments in finance depends on the accuracy of forecasting of variables for example volatility. Volatility is a statistic of the degree of price variation in one period to the next which is expressed by ?. Volatility values can be estimated using Implied Volatility. Implied Volatility is the volatility used in determining the price of European options obtained by equalizing the price of the theoretical options, the price obtained from the Black-Scholes model, with the option price in the market. In this research will discuss how to estimate Implied Volatility value using the option obtained from simulation with Monte Carlo.
PERBANDINGAN KEKONVERGENAN METODE CONDITIONAL MONTE CARLO DAN ANTITHETIC VARIATE DALAM MENENTUKAN HARGA OPSI CALL TIPE BARRIER NI LUH PUTU KARTIKA WATI; KOMANG DHARMAWAN; KARTIKA SARI
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p214

Abstract

Barrier option is an option where the payoff price depends on whether or not the stock price passes the barrier during its life time. The aim of the research is to compare the convergence between conditional Monte Carlo and antithetic variate methods in determining the call barrier option price. The call barrier option price is influenced by several factors: initial stock price, stock volatility, risk-free interest rate, maturity, strike price and barrier. The calculation of call barrier option price is obtained by simulating stock price movements with different simulation number. Based on the simulation result, it is obtained that the calculation of call barrier option price with conditional Monte Carlo method converge faster than the antithetic variate method.
MODEL REGRESI NONPARAMETRIK SPLINE TRUNCATED PADA JUMLAH KASUS TUBERKULOSIS DI PROVINSI BALI TAHUN 2016 NI PUTU RINA ANGGRENI; NI LUH PUTU SUCIPTAWATI; I GUSTI AYU MADE SRINADI
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p205

Abstract

Tuberculosis is a contagious disease caused by Mycobacterium tuberculosis. Based on data from the health office of Bali Province, in 2015 tuberculosis cases found 0,96%, while in 2016 tuberculosis cases increase to 1,05%. This research used truncated spline nonparametric regression to model tuberculosis cases in Bali Province in 2016. This method was used because truncated spline has high flexibility compared to other polynomial models. The truncated spline function has a connecting point called knots. The best estimation of truncated spline regression model is obtained from optimal knot point selection by calculating minimum generalized cross validation. The estimated truncated model is linear with one knot point with determination coefficient equals to 70,48 %. In addition, it is also found in order to reduce tuberculosis cases the government of Bali Province should increase percentage of family who lives clean and healthy.
ANALISIS ANGKA KEMATIAN NEONATAL DI PROVINSI BALI DENGAN PENDEKATAN ANALISIS REGRESI NI WAYAN DIAH SIHMAWATI; I WAYAN SUMARJAYA; MADE SUSILAWATI
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p210

Abstract

Neonatal mortality rate (NMR) is the number of infant death up to 28 days expressed in 1,000 live births in the same year. The aim of this research is to obtain the best model for NMR in Bali and to find significant factors that influence NMR in Bali using multiple linear regression and spatial regression methods. The data used in this study was obtained from the Health Departement in each district in Bali.The result shows that there is no spatial dependence between regions and no interregional heterogeneity. This suggests that spatial regression is not applicable in this study. Hence, we model the NMR using multiple linear regression. Furthermore, we obtained the estimated NMR model in Bali is . In conclusion, the factors that influence the NMR are the percentage of babies with low weight and percentage of households with a clean and healthy living behavior.
APLIKASI REGRESI COX PROPORTIONAL HAZARD PADA SINTASAN PASIEN DIABETES MELITUS IDA AYU PUTU RATNA DEWI; NI LUH PUTU SUCIPTAWATI; NI KETUT TARI TASTRAWATI
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p215

Abstract

Diabetes melitus is one of the deadliest diseases in the world. Until now, the incidence and the mortality rate due to diabetes melitus is still very high. To determine the survival of diabetes melitus patients, the significant factors that affect must be obtained by applying Cox Proportional Hazard regression method. The purpose of this study is to determine the chances of probability of diabetes melitus patients and to determine the significant factors that affect on the survival of diabetes melitus patients. The variables used in this study are the length of time of inpatient of diabetes melitus patient in RSUD Wangaya as dependent variable, while age, gender, genetic, blood glucose status, accompanying disease, pain, diabetes drug and insulin, and body mass index as independent variable. Through the analysis of this study we obtained the significant factors that affect the survival of diabetes melitus patients are sex, blood glucose status, and accompanying diseases.
MEMODELKAN KEMISKINAN PENDUDUK PROVINSI BALI DENGAN REGRESI DATA PANEL KADEK BUDINIRMALA; NI LUH PUTU SUCIPTAWATI; KETUT JAYANEGARA; I PUTU EKA NILA KENCANA
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p206

Abstract

One indicator of the success of development programs undertaken is the declining percentage of the poor, defined as the ratio of the number of people classified as poor to the total population. For Bali province, despite its economic growth is higher than national rate; 6.03 percent and 6.24 percent compared to 4.88 percent and 5.02 percent in 2015 and 2016, respectively; the poor are still observed in this province by 4.15 percent of its 4.2 million population in September 2016. In order to make development programs in Bali more effective to decrease the number of poor people, significant determinants of poor have to be recognised. The purpose of this work is to model and to determine the significant factor(s) that affect the percentage of poor in Bali province by applying panel data analysis. Percentage of poor for period 2007 to 2015 is positioned as the dependent variable while economic growth, unemployment rate, labor force participation rates, total population, and human development index as the independent ones. We found the best model to describe the causal relationship among variables is fixed effect model and two predictors, the economic growth rate and human development index, were significant in affecting the number of poor in Bali province.
MENYELESAIKAN VEHICLE ROUTING PROBLEM MENGGUNAKAN ALGORITMA FUZZY EVOLUSI I PUTU ARYA YOGA SUMADI; I PUTU EKA NILA KENCANA; LUH PUTU IDA HARINI
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p211

Abstract

The purpose of this research is to know the performance of Fuzzy Evolutionary Algorithm in solving one type of Vehicle Routing Problem that is Capacitated Vehicle Routing Problem (CVRP). There are 8 different CVRP data to be solved. The performance of the algorithm can be determined by comparing the value obtained by AFE with the optimal value of the data. The result of this research is fuzzy evolution algorithm yields the best average relative error from all data for distance that is equal to 69,5855% and for minimum vehicle equal to 26%.
ANALISIS DATA KUISIONER KEPUASAN PENGGUNA APLIKASI PEMBELAJARAN BEBANTENAN LUH ARIDA AYU R.P.; I GEDE SANTI ASTAWA
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p216

Abstract

Kepuasan pengguna sebuah aplikasi dapat diartikan sebagai tingkat perasaan seseorang setelah membandingkan kinerja (hasil) yang ia rasakan, dibandingkan dengan harapannya. Terdapat dua cara dalam membangun aplikasi pembelajaran bebantenan, yaitu pembelajaran dengan menggunakan konsep peta pikiran, dan pembelajaran tanpa menggunakan konsep peta pikiran. Dalam penelitian ini metode kuisioner dipergunakan untuk mendapatkan data kepuasan pengguna terhadal kedua aplikasi pembelajaran bebantenan yang telah dibangun. Terdapat tiga faktor untuk mengukur kepuasan yang digunakan dalam penelitian ini, yaitu faktor kinerja internal dari aplikasi, faktor dukungan perangkat eksternal yang dibutuhkan aplikasi, dan faktor tampilan umum saat pengguna berinteraksi dengan aplikasi. Selanjutnya ketiga faktor tersebut dijabarkan ke dalam sepuluh pertanyaan yang berhubungan dengan kepuasan pengguna. Dari empat puluh pengguna aplikasi yang digunakan sebagai responden penelitian didapatkan data bahwa aplikasi pembelajaran menggunakan peta pikiran mempunyaipersentase tingkatkepuasan lebih tinggi dibandingkan dengan sistem yang tidak menggunakan metode peta pikiran dalam pemberian materinya.namun secara keseluruhan aplikasi memiliki tingkat kepuasan pengguna yang kuat yaitu sebesar 80,3%
PENENTUAN CADANGAN PREMI DENGAN METODE NEW JERSEY PADA ASURANSI JOINT LIFE JENNE LALI TEWO; I NYOMAN WIDANA; TJOKORDA BAGUS OKA
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p207

Abstract

Joint Life insurance is an insurance that covered two individuals in one policy. The purpose of this research is to determine and to compare the reserve value of Joint Life insurance using New Jersey method and Prospective method with and without New Jersey method. The method that used in this research are New Jersey method, the participants of this assurance is a couple of husband and wife between 45 and 40 years old with 30 years period, interest levels at 6,5%. The results of this represent reserve value with New Jersey method always smaller, and the reserve value in the 30 years period have the same result using New Jersey method and Prospective method.
PENDEKATAN REGRESI SPLINE UNTUK MEMODELKAN POLA PERTUMBUHAN BERAT BADAN BALITA NI LUH SUKERNI; I KOMANG GDE SUKARSA; NI LUH PUTU SUCIPTAWATI
E-Jurnal Matematika Vol 7 No 3 (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/MTK.2018.v07.i03.p212

Abstract

The study is aimed to estimate the best spline regression model for toddler’s weight growth patterns. Spline is one of the nonparametric regression estimation method which has a high flexibility and is able to handle data that change in particular subintervals so thus resulting in model which fitted the data. This study uses data of toddler’s weight growth at Posyandu Mekar Sari, Desa Suwug, Kabupaten Buleleng. The best spline regression model is chosen based on the minimum Generalized Cross Validation (GCV) value. The study shows that the best spline regression model for the data is quadratic spline regression model with six optimal knot points. The minimum GCV value is 0,900683471925 with the determination coefficient equals to 0,954609.

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