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Journal : Eksakta : Berkala Ilmiah Bidang MIPA

University Students' Procrastination: A Mathematical Model (Case Studies: Student in Mathematics Department Universitas Negeri Padang) Rara Sandhy Winanda; Akira Mikail; Defri Ahmad; Dina Agustina; Rahmawati Rahmawati
EKSAKTA: Berkala Ilmiah Bidang MIPA Vol. 23 No. 02 (2022): Eksakta : Berkala Ilmiah Bidang MIPA (E-ISSN : 2549-7464)
Publisher : Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Negeri Padang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (756.19 KB) | DOI: 10.24036/eksakta/vol23-iss02/315

Abstract

Mathematical modeling of procrastination was carried out on students in the Mathematics Department at Universitas Negeri Padang. Procrastination is the tendency to delay work and can be contagious among students. Mathematical modeling of procrastination aims to show the spread of procrastination among students. The SEIR compartment model was applied in this study. From a total of 1,154 population members, 93 samples were randomly selected and were given a questionnaire to estimate the parameter values in the model. A couple of steady states appear in the model. The free disease steady state has a biological meaning since all the variables are real, while the endemic steady state is surreal in biological terms. The number of its basic reproduction number, from which the parameter values are derived from the primary data, indicates stability analysis near the free disease steady states. The result shows that procrastination is spread among students in the population, with the number of Ro is 1,009.
Comparison of Portfolio Mean-Variance Method with the Mean-Variance-Skewness-Kurtosis Method in Indonesia Stocks Dina Agustina; Devni Prima Sari; Rara Sandhy Winanda; Muhammad Rashif Hilmi; Dina Fakhriyana
EKSAKTA: Berkala Ilmiah Bidang MIPA Vol. 23 No. 02 (2022): Eksakta : Berkala Ilmiah Bidang MIPA (E-ISSN : 2549-7464)
Publisher : Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Negeri Padang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (788.102 KB) | DOI: 10.24036/eksakta/vol23-iss02/316

Abstract

In this paper, we compare the optimal portfolio weight of mean-variance (MV) method with mean-variance-skewness-kurtosis (MVSK) method. MV is a method to get weight on a portfolio. This method can be developed into the method of MVSK with attention to the higher-order moment of return distribution; skewness and kurtosis. In determining the weight of portfolio is also important to consider the skewness and kurtosis of return distribution. This method of considering the aspect of skewness and kurtosis is called the MVSK method with the aim of maximizing the level of return and skewness and minimizing the risks and exceeding of kurtosis. The result indicate that the optimal portfolio return of all methods is MVSK method with minimize variance priority.