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Jurnal Matematika
Published by Universitas Udayana
ISSN : 16931394     EISSN : 26550016     DOI : https://doi.org/10.24843/JMAT
Core Subject : Education,
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.
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Articles 6 Documents
Search results for , issue "Vol 5 No 2 (2015)" : 6 Documents clear
Estimasi Nilai AVaR Menggunakan Model GJR dan Model GARCH Komang Dharmawan
Jurnal Matematika Vol 5 No 2 (2015)
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.2015.v05.i02.p61

Abstract

Dalam pemodelan harga saham, sering dihadapkan pada suatu pertanyaan, apakah model GARCH atau GJR yang lebih tepat merepresentasikan pergerakan harga saham? Secara teori, model GJR adalah perbaikan dari model GARCH, karena model GJR melibatkan parameter ketaksimetrisan. Untuk menjawab pertanyaan ini, maka dipandang perlu untuk melakukan kajian terhadap kinerja kedua model tersebut khususnya dalam mengestimasi risiko pasar. Tujuan dari makalah ini adalah  mengestimasi nilai VaR dan AVaR menggunakan model model GARCH dan GJR kemudian membandingkan kinerja kedua model tersebut dalam memodelkan risiko investasi pada saham PT. Telkom. Hasil kajian menunjukan bahwa VaR dan AVaR dengan pendekatan  model GJR memberikan agresifitas yang lebih tinggi jika dibandingkan dengan model GARCH.
Analisis Survival Parametrik Pada Data Tracer Study Universitas Sriwijaya Alfensi Faruk
Jurnal Matematika Vol 5 No 2 (2015)
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.2015.v05.i02.p57

Abstract

In this study, we aimed to (1) show whether the Sriwijaya University tracer study data follow some survival distributions,  (2)  find the best survival distribution to represent the data, and (3) estimate the survival probability and hazard rate of the data. The tracer study was conducted from January 1, 2012 to December 31, 2012. There were 637 alumni who participated in the study. The result showed that the data follow the normal distribution, logistic distribution, and SEV distribution, in which the normal distribution was the best in representing the data. Based on the estimation procedure, the lowest probability of finding the first job was before graduation and the highest probability was about two years after graduation.
Rancang Bangun Penilaian Keaktifan Menggunakan Teknik Text Similarity Pada Sistem Tutorial Matematika Diskret I Gede Santi Astawa; Luh Putu Ida Harini; Putri Cahyaning
Jurnal Matematika Vol 5 No 2 (2015)
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.2015.v05.i02.p62

Abstract

Facility of student activeness in adaptif tutorial system expected be one of the supporting facilities. Activity of students in learning process is process that construct their own knowledge. They are actively building an understanding of the issues or anything they encounter in the learning process.  Because it is constructed from the inside, causing the activity is difficult to assess without having to do face to face, especially the tendency of students to be silent and conceal their ignorance will cause more difficult to assess the students' activity. In this study, the authors designed an extra feature on discrete mathematics tutorial system that has been built, in the form of an online discussion forum to help educators in scoring liveliness (seen from match students' comments and answer key). In this feature, the method used is the method of measuring similarity (similarity text) Rabin Karp to determine the similarity of the comments. Result of the research shows that the feature has been able to increase student interest in providing comments, which given an average of 2.2 comment in every single student. But rabin Karp algorithm used is still deemed less good if a comment is composed of words with errors in typing, necessitating the addition of other algorithms for increase system performance.
Konstruksi Ring Bersih dari Sebarang Ring Kartika Sari; Indah Emilia Wijayanti
Jurnal Matematika Vol 5 No 2 (2015)
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.2015.v05.i02.p58

Abstract

The aims of this research was to construct a clean ring from any ring.  The base on the fact  that the endomorphism ring of every pure-injective module is clean, it was constructed a clean ring from any ring. So, the result of this research was it always could be constructed a clean ring from any ring.
The Determinants of Customers’ Loyalities of Smartphone I Putu Eka N. Kencana; Gede Satria Suputra
Jurnal Matematika Vol 5 No 2 (2015)
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.2015.v05.i02.p59

Abstract

This research aimed to study the effect of brand image, users’ expectation, and users’ satisfaction  as the determinants for users’ loyalties of Samsung Smartphone by applying Partial Least Square–Structural Equation Modeling (PLS-SEM) method. Data gathered from 100 Samsung smartphone users at Denpasar, Indonesia were collected using questionnaires with 5 Likert’s scales during February–May 2015.  The results showed users’ loyalties was significantly affected by image of Samsung and users’ expectation.  The path coefficients for these causal relationships were 0.533 and -0.230 respectively, demonstrated images’ effect very dominant in forming users’ loyalties.  In addition, products’ image significantly affect users’ satisfaction, but user’s satisfaction did not significantly affect users’ loyalties. The final model had Goodness-of-Fit (GoF) index as much as 0.495 shows the model was sufficient to use for elaborating the relationship between contracts.
Model Survival Nonparametrik Pada Data Rawat Inap Pasien Diare di Puskesmas Indralaya Ali Amran; Alfensi Faruk
Jurnal Matematika Vol 5 No 2 (2015)
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.2015.v05.i02.p60

Abstract

This research aimed to (1) estimate the survival functions, and (2) investigate the effect of some covariates toward the survival time  from hospitalization time data in Public Health Center of Indralaya. The research subjects consisted of all the diarrhea patients who were hospitalized within the period from January 1, 2014 to June 30, 2014. The patient's characteristics were sex, age, job, and disease status. The result showed that the lowest probability of a patient will be out of hospitalization was on the fourth day and the highest probability was on the fifteenth day. In order to find the best model, some statistical tests were also conducted in this research.

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