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OPTIMASI PORTOFOLIO DENGAN MODIFIED RISK MEASURE MEMPERTIMBANGKAN BATASAN KARDINALITAS DAN BOBOT SAHAM Nirmala, Andita; Darmawan, Agus; Herliansyah, M. K.
Seminar Nasional Informatika (SEMNASIF) Vol 1, No 1 (2020): Peran Digital Society dalam Pemulihan Pasca Pandemi
Publisher : Jurusan Teknik Informatika

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Abstract

AbstractModified risk measure model is a portfolio optimization model using return scenario based on the forecasting error. This model is a basic model that has not taken the real investment conditions made by investors, such as cardinality and threshold constraints. Therefore, it is necessary to develop a modified risk measure model to be more representative to investment situation and compare the performance between the basic model and the proposed model in optimization. Portfolio optimization will be applied to LQ45 stock list from April-November 2019. Optimization begins by forming 100 scenarios based on error prediction results for each stock with Moving Average methods. Portfolios will be formed at several levels of risk (15%, 20%, 25%, and 30%) to see the impact of limitations on risk and model performance based on the expected return. Optimization using new model tends to reduce the model's performance, but this model reflects the real situation faced by investors.Keywords : modified risk measure model, cardinality, threshold constraintModel modified risk measure merupakan salah satu model optimasi portofolio menggunakan skenario return berdasarkan error hasil prediksi. Sayangnya, model ini merupakan model yang belum mempertimbangkan keadaan investasi nyata yang dilakukan oleh investor, seperti batasan kardinalitas, dan batasan bobot saham. Oleh karena itu, perlu dilakukan pengembangan model modified risk measure agar lebih representatif terhadap keadaan investasi dan membandingkan performa antara model dasar dengan model usulan. Optimasi portofolio diterapkan pada saham yang termasuk dalam daftar LQ45 Bursa Efek Indonesia Februari 2019 untuk periode bulan April-November 2019. Optimasi diawali dengan membentuk 100 skenario berdasarkan error hasil prediksi return untuk masing-masing saham. Optimasi dilakukan menggunakan CPLEX Optimizer untuk penyelesaian model linear. Portofolio akan dibentuk pada beberapa tingkatan risiko, yaitu 15%, 20%, 25% dan 30% untuk melihat dampak adanya batasan tambahan terhadap risiko optimasi menggunakan model modified risk measure. Hasilnya adalah optimasi model dengan batasan tambahan cenderung menurunkan performa model, tetapi di sisi lain, portofolio menjadi lebih efisien dan representatif terhadap keadaan investasi.Kata Kunci : model modified risk measure, kardinalitas, batas bobot saham 
EFEK TRAUMATIS PADA KELOMPOK DEWASA PASCA TERJADINYA BENCANA: META ANALISIS Dwi Handayani; Bertha M Sopha; Budi Hartono; M K Herliansyah; Avin F Helmi
Teknoin Vol. 21 No. 1 (2015)
Publisher : Faculty of Industrial Technology Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/.v21i1.3693

Abstract

Various studies in the field of traumatic effect or stress after disaster, commonly known as PSTD or Post-Traumatic Stress Disorder have been caried out. Many researchers have tested the effects of disasters and PTSD, but the correlation value are different. The purpose of this study was to obtain the actual value of the correlation. This study collected the correlation value of 21 existing research results. The results of this study showed that the average of correlation is 2SD greater than 0 equal to 0.069864. This value has been indicated that there is positive correlation between disaster and Stress (PTSD), so the hypothesis is accepted by the population correlation value 0.074256, sampling error 0.43%. It shows that disaster variable always positively correlated to increased stress behavior among adults.
Non-Dental glass fiber impregnation on flexural strength of fiber reinforced composite Nilasary Rochmanita Suparno; Siti Sunarintyas; Muhammad Kusumawan Herliansyah
Majalah Kedokteran Gigi Indonesia Vol 4, No 1 (2018): April
Publisher : Faculty of Dentistry, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (837.873 KB) | DOI: 10.22146/majkedgiind.17137

Abstract

The availability of dental E-glass fibers for Fiber Reinforcement (FRC) restoration is limited in Indonesia with relatively high cost.Therefore, non-dental glass fibers have been used as an alternative material. The composition of non-dental glass fibers is almost the same with dental E-glass fibers. An important parameter responsible for the strength of FRC is the impregnation of the fibers with resin. Reinforcing fibers are difficult to impregnate with the resin systems of high viscosity. The aim of study is to assess the effect of non-dental glass fibers impregnation using bis-GMA and TEGDMA resin on the flexural strength of FRC. The materials used in the study were non-dental glass fibers (CMAX, China), resin bis-GMA (Sigma-Aldrich, USA) and TEGDMA (Sigma-Aldrich, USA). Three groups of samples consisted of FRC with non-impregnated fibers, FRC with impregnated fibers (bis-GMA:TEGDMA=4:1) and FRC with impregnated fibers (bis-GMA:TEGDMA=1:1). The three groups were tested to determine flexural strength according to ISO 10477. The samples were stored in aquadest at 37 °C for 24 hours prior to flexural strength test. The results were analyzed by one way ANOVA with LSD post hoc test. The results of study showed that the lowest mean of flexural strength (116.16 ± 15.87MPa) was FRC with non-impregnated fiber and the highest mean (151.32 ± 23.74 MPa) was FRC with impregnated fiber (bis-GMA:TEGDMA=1:1). The statistical analysis showed that fiber impregnation had a significant effect (p< 0.05). It can thenbe concluded that non-dental glass fiber impregnation using bis-GMA and TEGDMA resin could increase the flexural strength of FRC and FRC with the impregnated fibers (bis-GMA:TEGDMA=1:1) that had the highest mean of flexural strength.
The effect of silk concentration on the flexural strength of FRC as a Bone Graft Rifki Moechtar; Siti Sunarintyas; Muhammad Kusumawan Herliansyah
Majalah Kedokteran Gigi Indonesia Vol 4, No 2 (2018): August
Publisher : Faculty of Dentistry, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (387.755 KB) | DOI: 10.22146/majkedgiind.31487

Abstract

Bone fractures are mostly caused by trauma and disease. In the therapeutic process of bone healing which often meets some constraints, bone graft is mainly used to ensure that the healing process takes place. A fiber reinforced composite (FRC) is a popular bone graft material that is made to resemble bone properties. FRC is normally comprised of polymer matrix, hydroxyapatite filler, and fiber. Hydroxyapatite is a bioactive material widely used as a bone graft. Silk fiber is known as a reliable material to increase mechanical strength of the FRC. On this basis, this study aims to determine the effect of silk fiber concentration on the flexural strength of FRC. Fiber reinforced composite made of Bis-GMA/TEGDMA/ UDMA resin (CharmFil®, DenKist, Korea), hydroxyapatite (Bioceramic Laboratory, DTMI UGM) and silk fiber (Perhutani, Pati) were divided into three groups. Each group contained different silk fiber concentrations which were 1%, 5% and 10%. The flexural strength test was performed with 3-point bending test according to ISO 10477. The result showed that FRC with silk fiber 1%, 5% and 10% respectively had flexural strength of 61.21 ± 8.43 MPa, 62.97 ± 3.92 MPa and 85.01 ± 7.71 MPa. The result of one way ANAVA analysis showed that mean of FRCs flexural strength were significantly different between one treatment group to another. Thus, it is conclusive that silk fiber has a significant effect on FRCs flexural strength. The addition of 10% concentration of silk fiber is proven to increase FRCs flexural strength.
Pengembangan Auto CAD dengan vB untuk Desain Pola Coran dan Cetakan Produk Pulley Standar Tipe Taper Lock Muhammad Kusumawan Herliansyah
Forum Teknik Vol 28, No 2 (2004)
Publisher : Faculty of Engineering, Universitas Gadjah Mada

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Abstract

dan  Adi NugrohoJl.  Grafika  No.  2,  Kampus  UGM,  Yogtakarta  55281AbstractThis paper  presents the  development  of  automatic casting  design  system for Taperlockpulley  type.  This  system  is  intended  to  assist  casting  designer  in  pattern design,  to  reduce  designtime,  and  to  minimize error  in  transfering  product  design  data into  pattern  design.The input  of this  system  is  data  base  of taper  lock  pulley's  catalogue  in  mdb format, whilethe  output  is  design of the  pattern  drawing  in  2D and  3D  solid. Moreover to  generate  patterndesign  is  around  59 second.Keywords:  casting,  pattern,  automat  ic.l.
Pengembangan CNC Retrofit Milling untuk Meningkatkan Kemampuan Mesin Milling Manual Dalam Pemesinan Bentuk-bentuk Kompleks Muhammad Kusumawan Herliansyah
Forum Teknik Vol 29, No 1 (2005)
Publisher : Faculty of Engineering, Universitas Gadjah Mada

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Abstract

In small-size mould manufacturing industry, milling process is an important element because this process consumes the longest produclion time. AIso, milling process needs great investments in tools. Most of the small-size mould manufacturing industries uses manual-milling machine for roughing process. Manual milling machine is used because of capacity limitation of the CNC milling machine and high investment of CNC machines.A prototype of low-cost CNC retrofit milling system is developed in this research, to enhance manual milling machine capabilities, in accuracy, speed, and process complexity. The advantage of the prototype results in reduced manufacturing cost and reduced lead time. This research also compare the capabilities of the prototype to others milling systems.The prototype results in accuracy of X axis and Y axis respectively 0.013 mm and 0.009 mm. This system is capable to set the feed rate of minimum 1 mm/min and maximum 250 mm/min, depending on the material being processed.Keywords: prototype, retrofit, CNC milling
ANALISIS KINERJA EQUIPMENT SEBAGAI DASAR DALAM PENYUSUNAN MAINTENANCE STRATEGY Grahita Prisca Brilianti; Muhammad Kusumawan Herliansyah
Prosiding SNST Fakultas Teknik Vol 1, No 1 (2019): PROSIDING SEMINAR NASIONAL SAINS DAN TEKNOLOGI 10 2019
Publisher : Prosiding SNST Fakultas Teknik

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Abstract

PT. Pertamina merupakan pemain lama bisnis BBM di Indonesia. Salah satu visi keterpaduan aset unit pengolahannya yaitu maintenance excellence tahun 2020. Perumusan visi sudah dilakukan tahun 2017, sebagai pondasi pembentukan maintenance strategy. Selanjutnya, diperlukan tindakan proactive untuk mengetahui posisi kinerja equipment sehingga diketahui area mana yang perlu peningkatan dan strategi pemeliharaan yang tepat untuk mewujudkan maintenance excellence. Tindakan proactive dilakukan tahun 2018-2019 yang sekaligus tujuan dari penelitian ini yaitu pertama mengidentifikasi equipment produksi kritis, kemudian menganalisis kinerja equipment tersebut, dan tahap akhir mengidentifikasi prioritas jenis kerusakan yang terjadi pada equipment kritis. Selanjutnya hasil tersebut untuk merumuskan maintenance strategy dengan harapan maintenance strategy yang telah terbentuk akan diterapkan tahun 2020. Dalam mengidentifikasi equipment kritis digunakan Diagram Jack-Knife. Kemudian menganalisis kinerja equipment kritis tersebut dengan nilai Overall Equipment Effectiveness (OEE). Tahap akhir, mengidentifikasi prioritas jenis kerusakan pada equipment kritis menggunakan Failure Mode and Effect Analysis (FMEA). Hasil menunjukkan terdapat 6 equipment kritis. Keenam equipment tersebut akan dibagi menjadi 4 prioritas. Analisis pengukuran kinerja equipment kritis tergolong masih kurang baik karena nilai OEE jauh di bawah standar global sebesar 85%. Hasil identifikasi prioritas jenis kerusakan pada equipment kritis, menunjukkan jenis kerusakan yang menjadi prioritas adalah kerusakan pada bearing.Kata kunci: Diagram Jack-Knife; Failure Mode and Effect Analysis (FMEA); Maintenance Strategy; Overall Equipment Effectiveness (OEE)
BERMULA DARI MIMPI MEWUJUDKAN INOVASI M.K. Herliansyah
Jurnal Teknosains Vol 1, No 2 (2012): June
Publisher : Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/teknosains.5979

Abstract

Kemakmuran suatu bangsa tergantung pada kemampuannya memanfaatkan sumbersumberalam dan mengembangkan serta memproduksi suatu produk. Bahkan kemampuanmengembangkan serta memproduksi suatu produk merupakan komponen terpentingpenentu tingkat kemakmuran ekonomi suatu bangsa. Bukti-bukti telah menunjukkan banyakbangsa-bangsa di dunia yang miskin sumber alam, tetapi memiliki tingkat kemakmuranyang tinggi karena keunggulannya dalam kemampuan mengembangkan serta memproduksiproduk-produk baru dan unggul.
PENGEMBANGAN MATERIAL PASAK ENDODONTIK Ti/40HA DENGAN MENGGUNAKAN KONSEP FUNCTIONALLY GRADIENT MATERIAL M. K. Herliansyah
Jurnal Teknosains Vol 2, No 2 (2013): June
Publisher : Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/teknosains.6001

Abstract

Commercial endodontic pegs have a homogeneous composition and strength so that the transmission voltage of pegs to dentin often result in damage to the tooth root. The concept of functionally gradient material (FGM) is expected to overcome these problems by adjusting the mechanical properties of each peg to the nature of the teeth. This study aims to develop a material stake with the concept of FGM from Ti/40HA material that is composed of five layers with concentrations of HA from 0% - 40% wt through the process of uni-axial pressing followed by sintering at 1200oC and 1400oC in argon gas. Then performed on each layer characterization by SEM / EDX, the optimum sintering temperature was determined by test-t (p <0,05). Morphological Testing showed that the composite of Ti/40HA still porous, while EDX shows the composition of Ca and P increase as an indication of increment in the concentration of HA as the decrement in concentration of the layer-1 (100% Ti) up to layer-5 (60% Ti-40% HA). In conclusion, Ti/40HA200 and Ti/40HA200 composite materials can be produced by decreasing its roughness as the rising concentrations of HA in each section.
SCAFFOLD BHA/GELATIN DENGAN PELAPIS PVA UNTUK APLIKASI IMPLAN Alva Edy Tontowi, MK Herliansyah, dan Punto Dewo
Jurnal Teknosains Vol 3, No 1 (2013): December
Publisher : Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22146/teknosains.6123

Abstract

Hard tissue defect, particularly at the bone structure, is a common problem in Indonesia causing improper function. About 60% of it is caused by defects that occur since birth, and the rest is caused by other factors, such as accidents. To treat these problems, medical doctor usually carry out transplantation or implantation. Implantation is done by filling the bone cavity with biomaterial made from Ca/P-based material, such as hydroxyapatite (HA). In the form of powder, pure HA is difficult to be formed into a certain shape and geometry since this material is brittle and has a high melting point (1400 oc), which is impossible to reach in a surgery environment. Additionally, in the form of macro-porous blocks, they are very weak and easy to break, far from the requirements. In order to form pure HA at room temperature and still fulfill the required strength, other biocompatible materials are needed. In this work, HA, gelatin and PVA were used to form samples. The HA was derived from bovine bone, bioactivity and oteoconductivity. Gelatin was used as a matrix of the composite, whilst Polyvynil Alchohol (PVA) acted as a coating. The HA was derived by calcination of bovine chips at 900 oC for 2 hours, while the gelatin (G) and PVA were supplied by commercial purchase. The ratio of [G/bHA] to distilled water (H2O) was 30%, 40% dan 50% w/v. PVA 0.2% w/w coating was done by dipping the block in liquid nitrogen (N2). Tests were performed by DTS and microstructure analysis was carried out by SEM. The results show that sample with [G/bHA] of 50% w/v gave DTS of 6.219 MPa. This tensile strength matched the strength of human bone from a 62 year old person.  ????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????