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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 171 Documents
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.
Produk Cartesius Semipgrup Smarandache Yuliyanti Dian Pratiwi
Jurnal Matematika Vol 2 No 2 (2012)
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.2012.v02.i02.p29

Abstract

Smarandache semigroups is an expansion of semigroup structure, by taking a proper subset of semigroups which is in form of group. But, a proper subset which is in form of group cannot always be found in semigroups. Therefore, we need necessary requirements and prosperous requirements in the Smarandache semigroups. Besides, this study also shows some kinds of Smarandache semigroups, which have specific characteristics, namely Smarandache commutative semigroups and Smarandache cyclic semigroups. Then, by the definitions, we will investigate the form of its Cartecius product.
Hot Fit Pada Sistem E-Learning Politeknik Negeri Bali Dengan Self Efficacy Sebagai Variabel Mediator Ni Wayan Dewinta Ayuni; Kadek Cahya Dewi; I Ketut Suwintana
Jurnal Matematika Vol 9 No 2 (2019)
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.2019.v09.i02.p112

Abstract

Human Organization Technology Fit (HOT FIT) is a model used for evauating a system. This HOT FIT model uses three main components in system evaluation, namely the human component, organization, and technology. These components are analyzed for their influence on Net Benefit or the usefulness of the system. The technology component is divided into three latent variables namely system quality, information quality, and service quality, while the organizational component is divided into two latent variables, namely the role of organization and environment. The human component is represented by self efficacy variable. This variable is defined as a mediator variable. Mediator variables are variables that theoretically affect the relationship between independent variables with the dependent variable into an indirect relationship and cannot be observed and measured. The e-learning system of Politeknik Negeri Bali has been implemented since 2012. As a base for e-learning development, an evaluation of the PNB e-learning system is worth doing. The HOT FIT model is considered to be the most appropriate model. The analytical tool used is Structural Equation Modeling using SmartPLS 3.0. The results showed that the SEM model has Q square value of 84.03%. Hypothesis testing shows that the Self Efficacy variable successfully mediates the effect of the Organization variable on the Net Benefit variable.
Metrik Finsler Pseudo-Konveks Kuat pada Bundel Vektor Holomorfik Haripamyu ,; Jenizon ,; I Made Arnawa
Jurnal Matematika Vol 7 No 1 (2017)
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.2017.v07.i01.p78

Abstract

Abstract: Rizza-negativity of holomorphic vector bundle is a sufficient condition for the negativity of . In the present paper, we shall discuss that as a special case, using the Rizza metric which is derived from a Hermitian metric also implies the negativity of . Further we showed that for the negative holomorphic vector bundle there is a pseudo-convex Finsler metric with negative curvature. Keywords: Hermitian metric, Rizza metric, Rizza-negativity.
Model Matematika (Nonlinier) Populasi Anjing Rabies dengan Vaksinasi Ahmad Fitri; Tjokorda Bagus Oka; I Nyoman Widana
Jurnal Matematika Vol 5 No 1 (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.i01.p52

Abstract

Rabies is a fatal infectious virus that can attack all mammals especially dogs. Infection happens when there is  interaction between healthy dogs and rabies-infected dogs. In Bali, rabies was first found in late 2008. One of the solutions done by government to the problem is by giving vaccine to healtly dogs, so that they are not easily infected by the virus. Thus, a mathematical model is needed to analyze the development of dogs population in Bali. By using analysis of fixed point and stability on the model, the population of rabies-infected dog was affected by not only the percentage of vaccination but also the number of healthy dogs birth. Lastly, a numeric simulation by using Taylor’s seriesorder was conducted to illustrate and to strengthen the result of the analysis.
DEKOMPOSISI NILAI SINGULAR PADA SISTEM PENGENALAN WAJAH Beni Utomo
Jurnal Matematika Vol 2 No 1 (2012)
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.2012.v02.i01.p20

Abstract

Dekomposisi Nilai Singular atau Singular Value Decomposition (SVD)merupakan salah satu cara untuk menyatakan Principal Component Analysis (PCA).PCA sendiri merupakan suatu proses untuk menemukan kontributor-kontributorpenting dari suatu data berdasarkan besaran statistika deviasi standart dan variansi.SVD merupakan proses untuk mendapatkan matriks diagonal yang elementak nolnya merupakan nilai singular yang akarnya merupakan eigenvalue.SVD atas matriks kovarian C berbentuk C = U?V T dengan matriks U dan Vmemuat eigenvektor yang sudah terurut dari nilai variansi terbesar ke nilai variansiterkecilnya. Variansi terbesar memiliki arti eigenvektor menangkap ciri-ciri yangpaling banyak berubah. Sifat inilah yang dipakai untuk membentuk eigenface.
Implementasi Model Production Routing Problem With Perishable Inventory (PRPPI) dengan Kebijakan Optimize Delivery-Optimized Selling pada Produksi dan Distribusi Tempe Novi Rustiana Dewi; Eka Susanti; Eddy Roflin; Tiara Bella Octalia; Rika Novita Rika Novita
Jurnal Matematika Vol 8 No 2 (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/JMAT.2018.v08.i02.p102

Abstract

Industri tempe Ana adalah sebuah industri rumah tangga yang berada di Kota Palembang. Tempe produksi Ana dikemas dalam tiga kemasan yaitu tempe daun, tempe plastik kepingan dan tempe plastik batangan, pada makalah ini diterapkan model PRPPI untuk jenis kemasan tempe daun. Tempe adalah salah satu produk yang bersifat mudah rusak (perishable). Penelitian ini bertujuan untuk meminimalkan biaya produksi, mendapatkan rute dan jumlah produksi tempe optimal menggunakan model Production Routing Problem Perishable Inventory (PRPPI) dengan kebijakan inventory Optimized Delivery–Optimized Selling (OD-OS). Model linier PRPPI diselesaikan menggunakan software Lingo 17. Diperoleh biaya produksi optimal adalah Rp 84.701. Rute optimal pendistribusian adalah Depot ? pasar Perumnas ? pasar Sekip Ujung ? pasar Kebon Semai ? Depot. Jumlah produksi optimal adalah 27 potong.
Aplikasi Algoritma Biseksi dan Newton-Raphson dalam Menaksir Nilai Volatilitas Implied Komang Dharmawan; I Nyoman Widana
Jurnal Matematika Vol 1 No 2 (2011)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Volatilitas adalah suatu besaran yang mengukuran seberapa jauh suatu harga sahambergerak dalam suatu periode tertentu dapat juga diartikan sebagai persentase simpanganbaku dari perubahan harga harian suatu saham. Menurut teori yang dikembangkan oleh Black-Scholes in 1973, semua harga opsi dengan ’underlying asset’ dan waktu jatuh tempo yang samatetapi memiliki nilai exercise yang berbeda akan memiliki nilai volatilitas implied yang sama.Model Black-Scholes dapat dipakai mengestimasi nilai volatilitas implied dari suatu sahamdengan mencari sulusi numerik dari persamaan invers dari model Black-Scholes. Makalah inimendemonstrasikan bagaimana menghitung nilai volatilitas implied suatu saham dengan mengasumsikanbahwa model Black-schole adalah benar dan suatu kontrak opsi dengan denganumur kontrak yang sama akan memiliki harga yang sama. Menggunakan data harga opsi SonyCorporation (SNE), Cisco Systems, Inc (CSCO), dan Canon, Inc (CNJ) diperoleh bahwa, ImpliedVolatility memberikan harga yang lebih murah dibandingkan dengan harga opsi darivolatilitas yang dihitung dari data historis. Selain itu, dari hasil iterasi yang diperoleh, metodeNewton-Raphson lebih cepat konvergen dibandingkan dengan metode Bisection.
Analisis Regresi Data Panel Profitabilitas Bank Pembangunan Daerah (BPD) di Indonesia Saiful Ghozi; Hadi Hermansyah
Jurnal Matematika Vol 8 No 1 (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/JMAT.2018.v08.i01.p93

Abstract

The data obtained in banking and financial research is often in the form of panel data, while panel data is a combination of cross section and time series data. The aim of this paper is to apply panel data regression analysis to obtain an appropriate model. The case taken is the analysis of the influence of the ratio of Loan to Deposit Ratio (LDR) and Non Performing Loan (NPL) to the Return On Assets (ROA) of Bank for Regional Development (BPD) in Indonesia in the period 2012 to 2016. From the model specification test results obtained that the fit model is the Fixed Effect Model (FEM). The empirical test result between individual and time effect showed that fit model is is individual effect model, i.e. slope coefficients constant but the intercept varies across 20 bank of BPD samples. The main LDR and NPL variables have no significant effect on ROA. While individual Bank BPD which has significant effect on ROA is BPD of DIY, BPD of Central Sulawesi, BPD of Southeast Sulawesi BPD of West Java BPD, BPD of East Java, and BPD of South Kalimantan.
Aplikasi Himpunan Julia dalam Membuat Rancangan Motif Fraktal Songket Palembang Eka Susanti
Jurnal Matematika Vol 6 No 2 (2016)
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.2016.v06.i02.p74

Abstract

Songket is one of the Indonesian arts and culture into community characteristics Palembang. Palembang songket motifs influenced by Islamic culture, in general, Palembang songket motifs shaped flowers. In this paper are given motif fractal Palembang songket motifs Sadum Tumpal Ulos. This motif is formed from the set of Julia with , with z = a + ib and n = 5.5;  n = 6 and n = z.

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