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Analysis of Stock Portfolio Optimization in the Telecommunications Sector Using the Single Index Model 基于单指数模型的电信行业股票投资组合优化分析
Pub Date : 2023-05-26 DOI: 10.35877/mathscience1734
Irwan Irwan, M. Abdy, Nurul Khofifah Salsabila, A. Ahmar
The purpose of this study was to determine the optimal portfolio in the telecommunications sector listed on the Indonesia Stock Exchange based on the Jakarta Composite Index for the period January 2018–December 2020 using the Single Index Model. This type of research is an applied research. This type of research is applied research with secondary data obtained from the Indonesia Stock Exchange, Yahoo Finance, and Bank Indonesia. The number of samples taken is 5 stocks, namely TLKM, ISAT, EXCL, BTEL, and FREN. Based on the results of the analysis of the 5 stocks that are members of the JCI, the combination of 2 stocks that make up the optimal portfolio, namely ISAT and FREN, produces an expected return of 5.08% with a risk of 8.02%.
本研究的目的是使用单指数模型,基于雅加达综合指数确定2018年1月至2020年12月期间在印度尼西亚证券交易所上市的电信行业的最佳投资组合。这种类型的研究是一种应用研究。这种类型的研究是应用研究,从印度尼西亚证券交易所,雅虎金融和印度尼西亚银行获得的辅助数据。样本数量为5个库存,分别是TLKM、ISAT、EXCL、BTEL和FREN。根据对作为JCI成员的5只股票的分析结果,ISAT和FREN这2只股票组成的最优投资组合的预期收益为5.08%,风险为8.02%。
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引用次数: 0
Analysis of Learning Difficulties for Students of MAN 2 Makassar man2望加锡学生学习困难分析
Pub Date : 2023-05-26 DOI: 10.35877/mathscience1768
Nadya Maharani Vega, Annisa Anugrah Damaiyanti, A. S. M. Arhamar, Agung Wijaya Ami, Saparuddin Saparuddin
One of the causes of the decline in the quality of education is the large number of students who experience learning difficulties. The purpose of this study was to determine the learning difficulties experienced by students in class XI MAN 2 Makassar. The aspects observed in learning difficulties at MAN 2 Makassar include learning motivation, learning media, learning processes, use of learning tools, as well as learning support facilities and facilities. This study uses a quantitative approach using a survey method research type. The population in this study were students from class XI MIPA at MAN 2 Makassar and the sample in this study were students from MAN 2 Makassar class XI MIPA 1 and MIPA 2 with a total of 53 participants. The data collection technique uses a survey which contains 30 questions developed based on aspects of learning difficulties and distributed via the Google form. The results showed that the learning difficulties of students in class XI MIPA at MAN 2 Makassar in the aspect of learning motivation had a moderate categorization with an index of 55.07%, low learning media with an index of 79.4%, a low learning process with an index of 74%, the use of learning tools low with an index of 66.7% and learning support facilities and facilities which are classified as low with an index of 66.1%.
教育质量下降的原因之一是大量学生有学习困难。望加锡第二中学的学习困难包括学习动机、学习媒介、学习过程、学习工具的使用以及学习支持设施和设施。本研究采用定量研究方法,采用调查法研究类型。数据收集技术使用了一项包含30个问题的调查,这些问题是根据学习困难的各个方面开发的,并通过谷歌表格分发。
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引用次数: 0
K-Prototype Algorithm in Grouping Regency/City in South Sulawesi Province Based on 2020 People's Welfare 基于2020年人民福利的南苏拉威西省县市分组k -原型算法
Pub Date : 2023-05-26 DOI: 10.35877/mathscience1763
Muhammad Refaldy, S. Annas, Z. Rais
Clustering is something that is used to analyze data in machine learning, data mining, pattern engineering, image analysis, and bioinformatics. To produce the information needed for a data analysis using the clustering process, this is because the data has a large variety and amount. Researchers will use the K-Prototype method where this method becomes an efficient and effective algorithm in processing mixed-type data. The K-Prototype algorithm has problems in finding the best number of clusters. So, in this paper, researchers will conduct research by finding the best number of clusters in the K-Prototype method. There are many ways to determine this, one of which is the Elbow method. The determination of this method is seen from the SSE (Sum Square Error) graph of several number of clusters. The results of the clustering formed 2 clusters which were considered optimal based on the value of k that experienced the greatest decrease. The results showed that Cluster 1 is a cluster that has characteristics of people's welfare which is better than Cluster 2
聚类用于分析机器学习、数据挖掘、模式工程、图像分析和生物信息学中的数据。为了使用聚类过程产生数据分析所需的信息,这是因为数据具有很大的种类和数量。研究人员将使用K-Prototype方法,该方法将成为处理混合类型数据的一种高效算法。K-Prototype算法在寻找最佳簇数方面存在问题。因此,在本文中,研究人员将通过K-Prototype方法寻找最佳簇数来进行研究。有很多方法可以确定这一点,其中之一是肘部法。从若干簇的SSE (Sum Square Error)图可以看出该方法的确定。聚类结果根据k值下降幅度最大形成2个最优聚类。结果表明,集群1是一个比集群2更具有人民福利特征的集群
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引用次数: 1
Cluster Analysis of New Students at STKIP Pembangunan Indonesia during the COVID-19 Pandemic Based on Regional Origin 基于区域起源的2019冠状病毒病大流行期间印尼Pembangunan STKIP新生聚类分析
Pub Date : 2023-05-26 DOI: 10.35877/mathscience1740
Sutamrin, Khadijah, Isma Muthahharah
This study aims to determine the distribution of origins of prospective new STKIP Pembangunan Indonesia students during the COVID-19 pandemic based on the student's name, religion adopted, chosen study program, and sources of information on new student admissions. The method used is clustering with a total sample of 27 regions in Indonesia. In this study, 3 clusters were formed, namely cluster 1 which had the most students with members namely East Jakarta, East Kalimantan, Gowa, Maros, Takalar, Bantaeng, Manggarai, West Manggarai, East Flores, West Sumba. Cluster 2 has not too many (moderate) prospective students with members namely Makassar, Barru, SInjai, Bulukumba, Soppeng, Enrekang, Jeneponto, Selayar, Polewali Mandar, East Maggarai. Cluster 3 has the fewest prospective students with members namely Makassar, Barru, Sinjai, Bulukumba, Soppeng, Enrekang, Jeneponto, Selayar, Polewali Mandar, East Maggarai
本研究旨在根据学生的姓名、所采用的宗教、选择的学习计划以及新生入学信息来源,确定2019冠状病毒病大流行期间印尼Pembangunan STKIP未来新学生的来源分布。所使用的方法是对印度尼西亚27个地区的总样本进行聚类。在本研究中,形成了3个集群,即集群1是学生人数最多的集群,其成员分别是东雅加达、东加里曼丹、果瓦、马罗斯、塔克拉拉尔、万丹、曼加莱、西曼加莱、东弗洛雷斯、西松巴。集群2没有太多(中等)的潜在学生,成员包括望加锡、巴鲁、辛贾伊、布卢昆巴、Soppeng、Enrekang、Jeneponto、Selayar、Polewali Mandar、East Maggarai。集群3的潜在学生最少,成员包括望加锡、巴鲁、辛贾伊、布卢昆巴、索普彭、恩雷康、杰内普敦、塞拉亚尔、Polewali Mandar、东马加莱
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引用次数: 0
Cluster Analysis Using Ensemble ROCK Method in District/City Grouping in South Sulawesi Province based on People's Welfare Indicators 基于人民福利指标的南苏拉威西省区市分组的Ensemble ROCK方法聚类分析
Pub Date : 2023-05-26 DOI: 10.35877/mathscience1761
Taufiq Hidayat, R. Ruliana, Z. Rais, M. Botto-Tobar
Cluster analysis is a data mining technique used to group data based on the similarity of attributes of object data. One of the problems that are often encountered in cluster analysis is data with a mixed categorical and numerical scale. The clustering stage for mixed data using the ensemble ROCK (Robust Clustering using links) method is carried out by combining clustering outputs from categorical and numeric scale data. The method used for categorical data is the ROCK method and the method used for numerical data is the Hierarchical Agglomerative method. The best clustering method is determined based on the criteria for the ratio between the standard deviations within the group (SW) and the smallest standard deviation between groups (SB). Based on 24 observation objects in the regencies and cities of the Province of South Sulawesi, the ROCK ensemble method with a value of 0.1 produces three clusters with a ratio value of 2,27 x10-16 based on the combination of the output results of the ROCK method and the Hierarchical Agglomerative method
聚类分析是一种基于对象数据属性相似性对数据进行分组的数据挖掘技术。在聚类分析中经常遇到的问题之一是具有混合分类和数值尺度的数据。混合数据的聚类阶段使用集成ROCK(鲁棒链接聚类)方法,通过结合分类和数字尺度数据的聚类输出来进行。用于分类数据的方法是ROCK方法,用于数值数据的方法是分层凝聚方法。根据组内标准差(SW)与组间最小标准差(SB)之比的标准确定最佳聚类方法。ROCK集合法基于南苏拉威西省县市的24个观测对象,将ROCK方法的输出结果与分层聚集法相结合,得到3个比值值为2,27 x10-16的聚类,其值为0.1
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引用次数: 0
Improved Exponential Approach Method in Determining Optimum Solutions for Transportation Problems 确定交通问题最优解的改进指数法
Pub Date : 2022-04-07 DOI: 10.35877/mathscience744
Rusli, Sukarna, Wahyudin
This study describes the transportation methods that regulate and distribute resources that provide products where they are needed to achieve efficient transportation costs. Solve a transportation problem in this thesis using the Improved Exponential Approach method, then using the NWC (Northwest) method to test its optimization. The purpose of this research is to get more optimal results as initial consideration to increase the distribution cost savings in the Bread Company. Costs incurred by the company before the study amounted to Rp.3,218,000. The results of this study found that the application of the transportation method using the Improved Exponential Approach method is effectively used compared to the NWC method which has a comparison of transportation costs of Rp. 2,612,500 and Rp. 2,785,000, Optimization test results obtained from the Improved Exponential Approach method amounted to Rp2,612,500. And the Improved Exponential Approach method used by researchers can be applied to the Gardenia company.
本研究描述了调节和分配资源的运输方法,这些资源可以在需要的地方提供产品,以实现有效的运输成本。本文采用改进指数法求解了一个交通问题,并利用西北地区的方法对其最优化进行了检验。本研究的目的是为了获得更多的最优结果作为初始考虑,以增加面包公司的配送成本节约。该公司在研究前的费用为321.8万卢比。本研究结果发现,与NWC法相比,改进指数法运输方法的应用得到了有效的利用,NWC法的运输成本为2,612,500卢比和2,785,000卢比,改进指数法获得的优化测试结果为2,612,500卢比。研究人员采用的改进指数法可以应用于栀子公司。
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引用次数: 1
Numerical Solution of the Mathematical Model of DHF Spread using the Runge-Kutta Fourth Order Method 用龙格-库塔四阶方法求解DHF传播数学模型
Pub Date : 2022-04-05 DOI: 10.35877/mathscience745
S. Side, A. Zaki, Miswar
This research was conducted to find a numerical solution to the mathematical model of DHF in Makassar using the Runge-Kutta fourth order method. The mathematical model of DHF is in the form of a system of differential equations that includes variables S (Susceptible), E (Exposed), I (Infected), and R (Recovery) simplified into classes of vulnerable (S), exposed (E), infected (I) and cured (R) as initial value. Parameters value that is solved numerically using the Runge-Kutta fourth order method with time intervals h = 0.01 months using data from South Sulawesi Provincial Health Service in 2017. Based on the initial value of each class, namely: obtained  (Sh1) =10910.4, (E) = 0, (Ih1) = 177.9 , (Sv1) = 5018685.6, (Iv1) = 135.4,  and R = -981612.3. The initial values ​​and parameter values ​​are substituted into numerical solutions to the model simulated using maple as a tool.
本文采用龙格-库塔四阶方法对望加锡地区DHF的数学模型进行了数值求解。DHF的数学模型采用微分方程系统的形式,其中包括变量S(易感)、E(暴露)、I(感染)和R(恢复),简化为易感(S)、暴露(E)、感染(I)和治愈(R)作为初始值。使用2017年南苏拉威西省卫生服务数据,采用龙格-库塔四阶方法以时间间隔h = 0.01个月进行数值求解的参数值。根据每个类的初始值,即:得到(Sh1) =10910.4, (E) = 0, (Ih1) = 177.9, (Sv1) = 5018685.6, (Iv1) = 135.4, R = -981612.3。将初始值和参数值代入以maple为工具模拟的模型的数值解中。
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引用次数: 0
Comparison of k-Nearest Neighbor (k-NN) and Support Vector Machine (SVM) Methods for Classification of Poverty Data in Papua k-最近邻(k-NN)和支持向量机(SVM)方法在巴布亚贫困数据分类中的比较
Pub Date : 2022-03-31 DOI: 10.35877/mathscience741
Fauziah, M. Tiro, Ruliana
Classification is a job of assessing data objects to include them in a particular class from a number of available classes. The classification method used is the k-Nearest Neighbor (k-NN) and Support Vector Machine (SVM) methods. The data used in this study is data on poverty in Papua with the category of the number of low/high level poor people. Of the 29 regencies/cities that were sampled, 15 regencies/cities represent the number of low-level poor people and 14 districts/cities are the number of high-level poor people. The results of the analysis obtained are the k-Nearest Neighbor (k-NN) method with a value of k=15 producing an accuracy of 58.62%, while the Support Vector Machine (SVM) method with Parameter cost = 1 using the RBF kernel produces an accuracy value. by 93.1%. The classification criteria to find the best method is to look at the Root Mean Square Error (RMSE) which states that the Support Vector Machine (SVM) method is better than the k-Nearest Neighbor (k-NN) method.
分类是一项评估数据对象的工作,以便将它们从许多可用的类中包含到特定的类中。使用的分类方法是k-最近邻(k-NN)和支持向量机(SVM)方法。本研究中使用的数据是关于巴布亚贫困的数据,分类为低/高水平贫困人口的数量。在抽样的29个县/市中,15个县/市代表低水平贫困人口数量,14个区/市代表高水平贫困人口数量。分析结果表明,k=15的k-最近邻(k- nn)方法的准确率为58.62%,而参数代价=1的支持向量机(SVM)方法使用RBF核得到的准确率为58.62%。了93.1%。寻找最佳方法的分类标准是查看均方根误差(RMSE),这表明支持向量机(SVM)方法优于k-最近邻(k-NN)方法。
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引用次数: 3
K-Means Cluster Analysis for Grouping Districts in South Sulawesi Province Based on Village Potential 基于村落潜力的南苏拉威西省分区k均值聚类分析
Pub Date : 2022-03-22 DOI: 10.35877/mathscience739
Azrahwati, M. Nusrang, M. Aidid, Z. Rais
Cluster analysis is an analysis in multivariable statistics that is used to group objects that have the same characteristics. One of the methods in cluster analysis used to group relatively large amounts of data is the K-Means method. In this study, the K-Means method was applied to classify sub-districts in South Sulawesi Province based on village potential. The variables used are the number of: Elementary School/Equivalent degree, Junior High School/Equivalent degree, Senior High School/Vocational School/Equivalent degree, Community Health Center/Pustu, Families without electricity, Villages/Urbans according to market presence, Villages/Towns that are passed by public transportation and Villages/Kelurahan that have lighting main road. The results of this study are that 3 groups are formed where the first cluster consists of 107 sub-districts that have high village potential, the second cluster consists of 16 sub-districts that have medium village potential and the third cluster consists of 184 sub-districts that have low village potential.
聚类分析是多变量统计中的一种分析,用于对具有相同特征的对象进行分组。聚类分析中用于对相对大量的数据进行分组的方法之一是k均值方法。在本研究中,基于村庄潜力,采用K-Means方法对南苏拉威西省的街道进行分类。使用的变量是:小学/同等学历、初中/同等学历、高中/职业学校/同等学历、社区卫生中心/普斯图、无电家庭、按市场存在的村庄/城市、有公共交通经过的村庄/城镇和有照明主干道的村庄/克鲁拉罕的数量。研究结果表明:形成3个组,第1组由107个高村潜力街道组成,第2组由16个中等村潜力街道组成,第3组由184个低村潜力街道组成。
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引用次数: 3
Spatial Regression Analysis to See Factors Affecting Food Security at District Level in South Sulawesi Province 南苏拉威西省粮食安全影响因素的空间回归分析
Pub Date : 2022-03-18 DOI: 10.35877/mathscience740
Irma Yani Safitri, M. Tiro, Ruliana
Spatial regression is a development of classical linear regression which is based on the influence of place or location. To determine the location/spatial effect, a spatial dependency test was performed using the Moran Index, and the Lagrange Multiplier (LM) test was used to determine a significant spatial regression model. In this study, spatial regression was applied to the case of food security in each district in South Sulawesi Province. The results of the analysis show that there is a negative spatial autocorrelation, meaning that the spatial effect does not affect the level of food security. The significant spatial regression model is the SEM (Spatial Error Model) model. The equation of the SEM model produces variables that have a significant effect, namely the ratio of normative consumption per capita to net availability, percentage of population living below the poverty line, percentage of households with a proportion of expenditure on food more than 65 percent of total expenditure, percentage of households without access to electricity, percentage of households without access to clean water, life expectancy at birth, ratio of population per health worker to the level of population density, the average length of schooling for women above 15 years, and the percentage of children under five with height below standard (stunting). Thus, the resulting distribution pattern is a uniform data pattern. This means that each adjacent district tends to have different characteristics.
空间回归是经典线性回归的发展,它基于地点或位置的影响。为确定区位/空间效应,采用Moran指数进行空间依赖检验,采用Lagrange乘数(LM)检验确定显著的空间回归模型。本研究采用空间回归方法对南苏拉威西省各区的粮食安全状况进行分析。分析结果表明,区域间存在负空间自相关关系,即空间效应不影响粮食安全水平。显著性空间回归模型为SEM (spatial Error model)模型。SEM模型的方程产生了具有显著影响的变量,即人均规范消费与净可用性的比率,生活在贫困线以下的人口百分比,食品支出占总支出比例超过65%的家庭百分比,无法获得电力的家庭百分比,无法获得清洁水的家庭百分比,出生时预期寿命,每名卫生工作者的人口与人口密度水平的比率、15岁以上妇女的平均受教育年限以及5岁以下儿童身高低于标准(发育迟缓)的百分比。因此,得到的分布模式是统一的数据模式。这意味着每个相邻的区域往往具有不同的特征。
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引用次数: 0
期刊
ARRUS Journal of Mathematics and Applied Science
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