PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations最新文献
Trisha Therese R. Bernardino, Jasmin-Mae B. Santos
Microcredit is a financial tool that provides small amounts of loan to low-income or poor people. An individual or a group can enter microlending and is expected to pay after an agreed period. In this research, a probabilistic approach through Markov chain representations of repayment processes for individual and group lending of two borrowers is revisited; and conditions for absence of strategic default are identified. Results are then extended to the case of three borrowers, as a Markov chain model is presented and a formula for the expected total discounted return of a borrower is obtained.Microcredit is a financial tool that provides small amounts of loan to low-income or poor people. An individual or a group can enter microlending and is expected to pay after an agreed period. In this research, a probabilistic approach through Markov chain representations of repayment processes for individual and group lending of two borrowers is revisited; and conditions for absence of strategic default are identified. Results are then extended to the case of three borrowers, as a Markov chain model is presented and a formula for the expected total discounted return of a borrower is obtained.
{"title":"Markov chain representation of individual and group lending in microcredit","authors":"Trisha Therese R. Bernardino, Jasmin-Mae B. Santos","doi":"10.1063/1.5139150","DOIUrl":"https://doi.org/10.1063/1.5139150","url":null,"abstract":"Microcredit is a financial tool that provides small amounts of loan to low-income or poor people. An individual or a group can enter microlending and is expected to pay after an agreed period. In this research, a probabilistic approach through Markov chain representations of repayment processes for individual and group lending of two borrowers is revisited; and conditions for absence of strategic default are identified. Results are then extended to the case of three borrowers, as a Markov chain model is presented and a formula for the expected total discounted return of a borrower is obtained.Microcredit is a financial tool that provides small amounts of loan to low-income or poor people. An individual or a group can enter microlending and is expected to pay after an agreed period. In this research, a probabilistic approach through Markov chain representations of repayment processes for individual and group lending of two borrowers is revisited; and conditions for absence of strategic default are identified. Results are then extended to the case of three borrowers, as a Markov chain model is presented and a formula for the expected total discounted return of a borrower is obtained.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116763175","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
J. D. Urrutia, Joshua Sy Bedana, Chloe Bernice V. Combalicer, Francis Leo T. Mingo
Rice is a staple in every Filipino home where it is eaten three times a day or sometimes more. Luzon is the top producer of rice for the past years among the other two island groups. Rice plays a critical role in food security. This is one of the importance of rice forecasting. This study explores the possibility of using spatial data and temporal data on forecasting the production of rice at the same time. A Spatio-temporal Forecasting model is used to forecast the quarterly harvest of each of the seven rice producing regions of Luzon. This enables the gathered data to be utilized and manipulated for rice production forecasting. The effect of spatial correlations on the prediction accuracy of spatial forecasting is explored. The study showed that Spatio-temporal forecasting model is better than the most commonly used ARIMA forecasting.Rice is a staple in every Filipino home where it is eaten three times a day or sometimes more. Luzon is the top producer of rice for the past years among the other two island groups. Rice plays a critical role in food security. This is one of the importance of rice forecasting. This study explores the possibility of using spatial data and temporal data on forecasting the production of rice at the same time. A Spatio-temporal Forecasting model is used to forecast the quarterly harvest of each of the seven rice producing regions of Luzon. This enables the gathered data to be utilized and manipulated for rice production forecasting. The effect of spatial correlations on the prediction accuracy of spatial forecasting is explored. The study showed that Spatio-temporal forecasting model is better than the most commonly used ARIMA forecasting.
{"title":"Forecasting rice production in Luzon using integrated spatio-temporal forecasting framework","authors":"J. D. Urrutia, Joshua Sy Bedana, Chloe Bernice V. Combalicer, Francis Leo T. Mingo","doi":"10.1063/1.5139184","DOIUrl":"https://doi.org/10.1063/1.5139184","url":null,"abstract":"Rice is a staple in every Filipino home where it is eaten three times a day or sometimes more. Luzon is the top producer of rice for the past years among the other two island groups. Rice plays a critical role in food security. This is one of the importance of rice forecasting. This study explores the possibility of using spatial data and temporal data on forecasting the production of rice at the same time. A Spatio-temporal Forecasting model is used to forecast the quarterly harvest of each of the seven rice producing regions of Luzon. This enables the gathered data to be utilized and manipulated for rice production forecasting. The effect of spatial correlations on the prediction accuracy of spatial forecasting is explored. The study showed that Spatio-temporal forecasting model is better than the most commonly used ARIMA forecasting.Rice is a staple in every Filipino home where it is eaten three times a day or sometimes more. Luzon is the top producer of rice for the past years among the other two island groups. Rice plays a critical role in food security. This is one of the importance of rice forecasting. This study explores the possibility of using spatial data and temporal data on forecasting the production of rice at the same time. A Spatio-temporal Forecasting model is used to forecast the quarterly harvest of each of the seven rice producing regions of Luzon. This enables the gathered data to be utilized and manipulated for rice production forecasting. The effect of spatial correlations on the prediction accuracy of spatial forecasting is explored. The study showed that Spatio-temporal forecasting model is better than the most commonly used ARIMA forecasting.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123676237","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Crop insurance is a potential business line to develop, especially in countries with agricultural bases. In such type of insurance, a loss can be defined as a lack of revenue resulted from the crop yield or the price. The purpose of this paper is to model the variability of revenue-based agricultural losses through the implementation of time-varying copula towards crop yield and price, and to estimate the indemnity of the revenue-based crop insurance. The analysis employs both static and time-varying Normal and Archimedean copula to model the structure of dependency between crop yield and price. Each marginal variable is modeled using ARIMA model. A simple algorithm is proposed to estimate revenue-based losses and indemnity of the revenue-based crop insurance.Crop insurance is a potential business line to develop, especially in countries with agricultural bases. In such type of insurance, a loss can be defined as a lack of revenue resulted from the crop yield or the price. The purpose of this paper is to model the variability of revenue-based agricultural losses through the implementation of time-varying copula towards crop yield and price, and to estimate the indemnity of the revenue-based crop insurance. The analysis employs both static and time-varying Normal and Archimedean copula to model the structure of dependency between crop yield and price. Each marginal variable is modeled using ARIMA model. A simple algorithm is proposed to estimate revenue-based losses and indemnity of the revenue-based crop insurance.
{"title":"Modeling indemnity of revenue-based crop insurance in Indonesia using time-varying copula models","authors":"Atina Ahdika, D. Rosadi, A. R. Effendie, Gunardi","doi":"10.1063/1.5139121","DOIUrl":"https://doi.org/10.1063/1.5139121","url":null,"abstract":"Crop insurance is a potential business line to develop, especially in countries with agricultural bases. In such type of insurance, a loss can be defined as a lack of revenue resulted from the crop yield or the price. The purpose of this paper is to model the variability of revenue-based agricultural losses through the implementation of time-varying copula towards crop yield and price, and to estimate the indemnity of the revenue-based crop insurance. The analysis employs both static and time-varying Normal and Archimedean copula to model the structure of dependency between crop yield and price. Each marginal variable is modeled using ARIMA model. A simple algorithm is proposed to estimate revenue-based losses and indemnity of the revenue-based crop insurance.Crop insurance is a potential business line to develop, especially in countries with agricultural bases. In such type of insurance, a loss can be defined as a lack of revenue resulted from the crop yield or the price. The purpose of this paper is to model the variability of revenue-based agricultural losses through the implementation of time-varying copula towards crop yield and price, and to estimate the indemnity of the revenue-based crop insurance. The analysis employs both static and time-varying Normal and Archimedean copula to model the structure of dependency between crop yield and price. Each marginal variable is modeled using ARIMA model. A simple algorithm is proposed to estimate revenue-based losses and indemnity of the revenue-based crop insurance.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129410304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we propose and study a time-delay compartmental model for human immunodeficiency virus (HIV) transmission, a disease which may lead to an advanced stage of infection called acquired immunodeficiency syndrome (AIDS), in a sexually active population with the presence of media coverage. The inclusion of vertical transmission in the recruitment of infected individuals is also considered. Moreover, two time delays are incorporated in the model. One delay τ1 covers the period from the time of gathering statistical data on the total number of infections in the community up to the time that these information are reported to the public through media. The other delay τ2 corresponds to the period that an infected newborn baby reaches the age of sexual maturity. If the threshold value R0 < 1, then the only equilibrium point is the disease-free equilibrium which is globally asymptotically stable. If the threshold values R0 and R00 are both greater than 1, then a unique endemic equilibrium exists, which is globally asymptotically stable when media coverage is not considered. When there is no vertical transmission but media coverage is considered, the system undergoes a Hopf bifurcation at some critical value of the media delay. Numerical simulations are presented to illustrate theoretical results.In this paper, we propose and study a time-delay compartmental model for human immunodeficiency virus (HIV) transmission, a disease which may lead to an advanced stage of infection called acquired immunodeficiency syndrome (AIDS), in a sexually active population with the presence of media coverage. The inclusion of vertical transmission in the recruitment of infected individuals is also considered. Moreover, two time delays are incorporated in the model. One delay τ1 covers the period from the time of gathering statistical data on the total number of infections in the community up to the time that these information are reported to the public through media. The other delay τ2 corresponds to the period that an infected newborn baby reaches the age of sexual maturity. If the threshold value R0 < 1, then the only equilibrium point is the disease-free equilibrium which is globally asymptotically stable. If the threshold values R0 and R00 are both greater than 1, then a unique endemic equilibrium exists, which ...
{"title":"An HIV/AIDS epidemic model with media coverage, vertical transmission and time delays","authors":"T. Teng, E. D. Lara-Tuprio, J. M. Macalalag","doi":"10.1063/1.5139167","DOIUrl":"https://doi.org/10.1063/1.5139167","url":null,"abstract":"In this paper, we propose and study a time-delay compartmental model for human immunodeficiency virus (HIV) transmission, a disease which may lead to an advanced stage of infection called acquired immunodeficiency syndrome (AIDS), in a sexually active population with the presence of media coverage. The inclusion of vertical transmission in the recruitment of infected individuals is also considered. Moreover, two time delays are incorporated in the model. One delay τ1 covers the period from the time of gathering statistical data on the total number of infections in the community up to the time that these information are reported to the public through media. The other delay τ2 corresponds to the period that an infected newborn baby reaches the age of sexual maturity. If the threshold value R0 < 1, then the only equilibrium point is the disease-free equilibrium which is globally asymptotically stable. If the threshold values R0 and R00 are both greater than 1, then a unique endemic equilibrium exists, which is globally asymptotically stable when media coverage is not considered. When there is no vertical transmission but media coverage is considered, the system undergoes a Hopf bifurcation at some critical value of the media delay. Numerical simulations are presented to illustrate theoretical results.In this paper, we propose and study a time-delay compartmental model for human immunodeficiency virus (HIV) transmission, a disease which may lead to an advanced stage of infection called acquired immunodeficiency syndrome (AIDS), in a sexually active population with the presence of media coverage. The inclusion of vertical transmission in the recruitment of infected individuals is also considered. Moreover, two time delays are incorporated in the model. One delay τ1 covers the period from the time of gathering statistical data on the total number of infections in the community up to the time that these information are reported to the public through media. The other delay τ2 corresponds to the period that an infected newborn baby reaches the age of sexual maturity. If the threshold value R0 < 1, then the only equilibrium point is the disease-free equilibrium which is globally asymptotically stable. If the threshold values R0 and R00 are both greater than 1, then a unique endemic equilibrium exists, which ...","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"280 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124495882","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper provides alternative definitions of the N−integral using the set of discontinuity Df of the function f. Upper and lower Darboux sums are introduced so that a Darboux characterization of the N−integral similar to the Darboux definition of the Riemann integral is obtained. It is also shown that a function is N− integrable with integral A if and only if for every ∈ >0, there exists an elementary set E with [a, b] E of measure smaller than ∈ and S∞ ⊂ [a, b] Ē such that f is Riemann integrable on Ē and | (R)∫Ēf−A |<∈ Here S∞ is the set of all points in [a, b] such that for every x ∈ S∞, there exists a sequence {xn} in [a,b] with | f (xn)|→∞ as n→∞.
{"title":"Upper and lower N-integrals","authors":"Emmanuel A. Cabral, A. Racca","doi":"10.1063/1.5139143","DOIUrl":"https://doi.org/10.1063/1.5139143","url":null,"abstract":"This paper provides alternative definitions of the N−integral using the set of discontinuity Df of the function f. Upper and lower Darboux sums are introduced so that a Darboux characterization of the N−integral similar to the Darboux definition of the Riemann integral is obtained. It is also shown that a function is N− integrable with integral A if and only if for every ∈ >0, there exists an elementary set E with [a, b] E of measure smaller than ∈ and S∞ ⊂ [a, b] Ē such that f is Riemann integrable on Ē and | (R)∫Ēf−A |<∈ Here S∞ is the set of all points in [a, b] such that for every x ∈ S∞, there exists a sequence {xn} in [a,b] with | f (xn)|→∞ as n→∞.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117101790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The aim of this paper is to develop a prediction model of energy demand of the Philippines. A Markov Chain Grey Model (MCGM) is proposed to forecast the monthly energy demand of the Philippines. Data were gathered and obtained from the Department of Energy that covers a total of 17 years starting from year 2000 to 2016. The proposed Markov Chain Grey Model (MCGM) is compared to Grey Model (GM) using forecasting accuracy such as Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), Root Mean Square Error (RMSE), Mean Squared Error (MSE), and Normalized Mean Square Error (NMSE). The comparison reveals that MCGM is the best model among the two models to forecast the monthly energy demand of the Philippines in the year 2017 to 2022.The aim of this paper is to develop a prediction model of energy demand of the Philippines. A Markov Chain Grey Model (MCGM) is proposed to forecast the monthly energy demand of the Philippines. Data were gathered and obtained from the Department of Energy that covers a total of 17 years starting from year 2000 to 2016. The proposed Markov Chain Grey Model (MCGM) is compared to Grey Model (GM) using forecasting accuracy such as Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), Root Mean Square Error (RMSE), Mean Squared Error (MSE), and Normalized Mean Square Error (NMSE). The comparison reveals that MCGM is the best model among the two models to forecast the monthly energy demand of the Philippines in the year 2017 to 2022.
{"title":"A Markov chain grey model: A forecasting of the Philippines electric energy demand","authors":"J. D. Urrutia, Faith E. Antonil","doi":"10.1063/1.5139183","DOIUrl":"https://doi.org/10.1063/1.5139183","url":null,"abstract":"The aim of this paper is to develop a prediction model of energy demand of the Philippines. A Markov Chain Grey Model (MCGM) is proposed to forecast the monthly energy demand of the Philippines. Data were gathered and obtained from the Department of Energy that covers a total of 17 years starting from year 2000 to 2016. The proposed Markov Chain Grey Model (MCGM) is compared to Grey Model (GM) using forecasting accuracy such as Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), Root Mean Square Error (RMSE), Mean Squared Error (MSE), and Normalized Mean Square Error (NMSE). The comparison reveals that MCGM is the best model among the two models to forecast the monthly energy demand of the Philippines in the year 2017 to 2022.The aim of this paper is to develop a prediction model of energy demand of the Philippines. A Markov Chain Grey Model (MCGM) is proposed to forecast the monthly energy demand of the Philippines. Data were gathered and obtained from the Department of Energy that covers a total of 17 years starting from year 2000 to 2016. The proposed Markov Chain Grey Model (MCGM) is compared to Grey Model (GM) using forecasting accuracy such as Mean Absolute Percentage Error (MAPE), Mean Absolute Error (MAE), Root Mean Square Error (RMSE), Mean Squared Error (MSE), and Normalized Mean Square Error (NMSE). The comparison reveals that MCGM is the best model among the two models to forecast the monthly energy demand of the Philippines in the year 2017 to 2022.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131991992","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper we present a classical portfolio selection using cluster analysis. By applying complete linkage algorithm and Ward of agglomerative clustering, the stocks are classified into several clusters. A stock in each cluster is selected as cluster representative base on the Sharpe ratio. The selected stocks for each cluster are the stocks which has the best Sharpe ratio. The optimum portfolio is determined using the classical Mean-Variance (MV) portfolio model. Using this procedure, we may obtain the best portfolio efficiently when there are large number of stocks involved in the formulation of the portfolio. For empirical study, we used the daily return of stocks listed on the Indonesia Stock Exchange, which included in the LQ-45 indexed for the period of August 2017 to July 2018. The results of this research show that clustering with hirachical complete linkage and Ward algorithm, LQ-45 stocks are grouped into 7 group of stocks and 9 group of stocks respectively. Thus there are two portfolios that can be formed, namely the portfolio produced by the complete linkage algorithm which consists of 7 stocks and portfolios produced by the Ward algorithm which consists of 9 stocks. Furthermore, it was found that portfolio performance produced using clustering with Ward algorithm was better than portfolio performance produced by the complete linkage algorithm for all risk aversion values.
{"title":"Classical portfolio selection with cluster analysis: Comparison between hierarchical complete linkage and Ward algorithm","authors":"La Gubu, D. Rosadi, Abdurakhman","doi":"10.1063/1.5139174","DOIUrl":"https://doi.org/10.1063/1.5139174","url":null,"abstract":"In this paper we present a classical portfolio selection using cluster analysis. By applying complete linkage algorithm and Ward of agglomerative clustering, the stocks are classified into several clusters. A stock in each cluster is selected as cluster representative base on the Sharpe ratio. The selected stocks for each cluster are the stocks which has the best Sharpe ratio. The optimum portfolio is determined using the classical Mean-Variance (MV) portfolio model. Using this procedure, we may obtain the best portfolio efficiently when there are large number of stocks involved in the formulation of the portfolio. For empirical study, we used the daily return of stocks listed on the Indonesia Stock Exchange, which included in the LQ-45 indexed for the period of August 2017 to July 2018. The results of this research show that clustering with hirachical complete linkage and Ward algorithm, LQ-45 stocks are grouped into 7 group of stocks and 9 group of stocks respectively. Thus there are two portfolios that can be formed, namely the portfolio produced by the complete linkage algorithm which consists of 7 stocks and portfolios produced by the Ward algorithm which consists of 9 stocks. Furthermore, it was found that portfolio performance produced using clustering with Ward algorithm was better than portfolio performance produced by the complete linkage algorithm for all risk aversion values.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131467383","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Preface: Proceedings of the 8th SEAMS-UGM International Conference on Mathematics and its Applications 2019","authors":"UtamiHerni, K. Adi, SusyantoNanang, SusantiYeni","doi":"10.1063/1.5139117","DOIUrl":"https://doi.org/10.1063/1.5139117","url":null,"abstract":"","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"276 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132295137","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Breast cancer is the second largest cause of death for women in the world. Cancer treatment is used to kill cancer cells, remove cancer cells through surgery, or prevent cancer from getting the signal needed for cell division. Cancer treatment does not necessarily have a good effect on patients. Breast cancer treatment with chemotherapy can effect heart health. Side effects of chemotherapy on the heart is called cardiotoxicity. Therefore, we have constructed a mathematical model from the breast cancer patient population in the hospital. A population is divided into five sub-populations. They are stage 1 and 2 (A), stage 3 (B), stage 4 (C), disease-free (D), and cardiotoxic (E). The model is constructed by using a differential equation system. The equilibrium point and stability analysis are used to study the dynamics associated with time. Analysis of equilibrium point stability using Routh Hurwitz criteria. Based on the analysis obtained an asymptotic stable equilibrium point. We verified the results of analysis with numerical simulations. Numerical simulations have a result that an equilibrium point is always stable without conditions using a variety of initial conditions. It is evident that the five sub-populations of patients will be stable when they reach the equilibrium point.
{"title":"Mathematical model analysis of breast cancer stages with side effects on heart in chemotherapy patients","authors":"M. Fathoni, Gunardi, F. A. Kusumo, S. Hutajulu","doi":"10.1063/1.5139153","DOIUrl":"https://doi.org/10.1063/1.5139153","url":null,"abstract":"Breast cancer is the second largest cause of death for women in the world. Cancer treatment is used to kill cancer cells, remove cancer cells through surgery, or prevent cancer from getting the signal needed for cell division. Cancer treatment does not necessarily have a good effect on patients. Breast cancer treatment with chemotherapy can effect heart health. Side effects of chemotherapy on the heart is called cardiotoxicity. Therefore, we have constructed a mathematical model from the breast cancer patient population in the hospital. A population is divided into five sub-populations. They are stage 1 and 2 (A), stage 3 (B), stage 4 (C), disease-free (D), and cardiotoxic (E). The model is constructed by using a differential equation system. The equilibrium point and stability analysis are used to study the dynamics associated with time. Analysis of equilibrium point stability using Routh Hurwitz criteria. Based on the analysis obtained an asymptotic stable equilibrium point. We verified the results of analysis with numerical simulations. Numerical simulations have a result that an equilibrium point is always stable without conditions using a variety of initial conditions. It is evident that the five sub-populations of patients will be stable when they reach the equilibrium point.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122212120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper presents the parameter estimation and the simultaneous testing for the parameters of a modified multivariate generalized Poisson regression (MGPR) model that takes into account a measure of exposure and defines the correlation as a function of covariates. An exposure is included in the model to account for population size difference of the analysis units in the study where the exposure is not necessarily the same for each response variable. The correlations between the response variable are defined as a function of the covariates with the assumption that each response variable and their correlations are affected by the same covariates. The Newton method with BHHH algorithm is used to obtain maximum likelihood estimators of the modified MGPR model. The test statistic G2 for simultaneous hypothesis testing is achieved using the likelihood ratio method which is asymptotically chi-square distributed with v degrees of freedom.
{"title":"Multivariate generalized Poisson regression model with exposure and correlation as a function of covariates: Parameter estimation and hypothesis testing","authors":"S. Berliana, Purhadi, Sutikno, S. Rahayu","doi":"10.1063/1.5139171","DOIUrl":"https://doi.org/10.1063/1.5139171","url":null,"abstract":"This paper presents the parameter estimation and the simultaneous testing for the parameters of a modified multivariate generalized Poisson regression (MGPR) model that takes into account a measure of exposure and defines the correlation as a function of covariates. An exposure is included in the model to account for population size difference of the analysis units in the study where the exposure is not necessarily the same for each response variable. The correlations between the response variable are defined as a function of the covariates with the assumption that each response variable and their correlations are affected by the same covariates. The Newton method with BHHH algorithm is used to obtain maximum likelihood estimators of the modified MGPR model. The test statistic G2 for simultaneous hypothesis testing is achieved using the likelihood ratio method which is asymptotically chi-square distributed with v degrees of freedom.","PeriodicalId":209108,"journal":{"name":"PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116594857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
PROCEEDINGS OF THE 8TH SEAMS-UGM INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 2019: Deepening Mathematical Concepts for Wider Application through Multidisciplinary Research and Industries Collaborations
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