Article Per Year (5 Year)
p-Index From 2019 - 2024
0.408
P-Index
This Author published in this journals
All Journal Statistika International Journal of Quantitative Research and Modeling
Mustafa Mamat
Unknown Affiliation
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Environmental Science Industrial & Manufacturing Engineering Mathematics Physics

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 3 Documents
Search

 1 
Analisis Kinerja Beberapa Saham Syariah dengan Menggunakan Model Volatilitas Tak Konstan Ismail Bin Mohd; Mustafa Mamat; Sukono Sukono; Endang Rusyaman
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 13, No 1 (2013)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v13i1.1070

Abstract

Dalam dekade terakhir ini, perkembangan saham syariah meningkat secara signifikan. Hal iniditunjukkan dengan makin banyaknya saham-saham yang berbasis syariah. Selain itu, munculnyaindeks yang menjadi benchmark saham syariah di bursa efek menambah menariknya kegiataninvestasi bagi para investor. Seperi harga saham pada umumnya, harga saham syariah juga seringberubah-ubah (berfluktuasi), sehingga investasi pada saham syariah pun dihadapkan pada risikoinvestasi. Berdasarkan karakteristik tingkat risiko, kinerja investasi pada suatu saham syariah perludilakukan analisis. Oleh karena itu, dalam paper ini dilakukan analisis kinerja beberapa sahamsyariah dengan pendekatan rata-rata dan volatilitas tak konstan. Rata-rata tak konstan dimodelkandengan menggunakan model-model Autoregressive Moving Average (ARMA), sedangkan Volatilitastak konstan dianalisis menggunakan model-model Generalized Autoregressive ConditionalHeteroscedastic (GARCH). Sedangkan untuk menganalisis kinerja investasi pada saham syariahdilakukan dengan menggunakan model Sharpe’s measure. Sebagai ilustrasi numeric, metodetersebut digunakan untuk menganalisis beberapa saham syariah di Indonesia. Hasil yangdiharapkan adalah dapat diketahuinya kinerja investasi saham syariah untuk beberapa periodemendatang.
ON QUASI NEWTON METHOD FOR SOLVING FUZZY NONLINEAR EQUATIONS Umar A Omesa; Mustafa Mamat; Ibrahim M Sulaiman; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (512.04 KB) | DOI: 10.46336/ijqrm.v1i1.1

Abstract

This paper presents Quasi Newton’s (QN) approach for solving fuzzy nonlinear equations. The method considers an approximation of the Jacobian matrix which is updated as the iteration progresses. Numerical illustrations are carried, and the results shows that the proposed method is very encouraging.
A COMPARATIVE STUDY OF SOME MODIFICATIONS OF CG METHODS UNDER EXACT LINE SEARCH Yasir Salih; Mustafa Mamat; Sukono Sukono
International Journal of Quantitative Research and Modeling Vol 1, No 1 (2020)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (428.404 KB) | DOI: 10.46336/ijqrm.v1i1.2

Abstract

Conjugate Gradient (CG) method is a technique used in solving nonlinear unconstrained optimization problems. In this paper, we analysed the performance of two modifications and compared the results with the classical conjugate gradient methods of. These proposed methods possesse global convergence properties for general functions using exact line search. Numerical experiments show that the two modifications are more efficient for the test problems compared to classical CG coefficients.
Co-Authors Endang Rusyaman Ibrahim M Sulaiman Ismail Bin Mohd Sukono Sukono Umar A Omesa Yasir Salih