Journal of Mathematics UNP最新文献

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Analisis Sensitivitas Model Black-Litterman Menggunakan Treynor Ratio pada Portofolio Saham 布莱克特曼模型的敏感性分析使用了Treynor Ratio在股票投资组合中使用
Journal of Mathematics UNP Pub Date : 2022-03-30 DOI: 10.24036/unpjomath.v7i1.10370
Puja Ermiati
{"title":"Analisis Sensitivitas Model Black-Litterman Menggunakan Treynor Ratio pada Portofolio Saham","authors":"Puja Ermiati","doi":"10.24036/unpjomath.v7i1.10370","DOIUrl":"https://doi.org/10.24036/unpjomath.v7i1.10370","url":null,"abstract":"Investment is an activity that can not separate from return and risk, so that forming portfolio is important to risk minimizing and profit optimizing. One of way to optimizing portfolio is using Black-Litterman model. This model is model that combine equilibrium return by CAPM eith investor’s views about return an asset. Purpose of this research are to form Black-Litterman model with tau calibration and measure the best portfolio performance with treynor ratio. This research used secondary data stock in LQ-45 index during August 2019-January 2020. Selecting portfolio by selecting high return expected CAPM are CPIN, WIKA, ADRO and CTRI. Forming portfolio using Black-Litterman model by  calibration so obtain the best measure performance by Treynor Ratio are 0,12142 with =1 and potfolio return 0,26445","PeriodicalId":244588,"journal":{"name":"Journal of Mathematics UNP","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128517753","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}
引用次数: 0
Peramalan Hasil Produksi Ikan Kerapu Provinsi Sumatera Barat dengan Menggunakan Pemulusan Eksponensial Ganda Tipe Holt dan Triple Tipe Brown 苏门答腊西部石斑鱼的生产方法是指数级的霍尔特和三重布朗
Journal of Mathematics UNP Pub Date : 2022-03-30 DOI: 10.24036/unpjomath.v7i1.10799
Silvia Hanifah Derisna
{"title":"Peramalan Hasil Produksi Ikan Kerapu Provinsi Sumatera Barat dengan Menggunakan Pemulusan Eksponensial Ganda Tipe Holt dan Triple Tipe Brown","authors":"Silvia Hanifah Derisna","doi":"10.24036/unpjomath.v7i1.10799","DOIUrl":"https://doi.org/10.24036/unpjomath.v7i1.10799","url":null,"abstract":"Grouper is marine fish found in Indonesian waters which are very popular and have high market prices. The production of grouper in West Sumatra is produced by cultivation using floating net cages and direct fishing. The purpose of this study is to form a forecasting model for grouper production of West Sumatra. Also this study to predict the production of grouper based on the model formed using Holt type double exponential smoothing and brown triple exponential smoothing. The data collection method used is data on grouper production of West Sumatra province from 2008 to 2020 which was obtained from the Marine and Fisheries Service of West Sumatra Province. The method used is Holt type double exponential smoothing and brown type triple exponential smoothing. Based on the forecasting model, the forecast results for the next 5 years have increased compared to the previous year's production. By using the Holt type double exponential smoothing method, the predicted results in the year 2021-2025 are 4553.83, 4761.96, 4970.08, 5178.20, 5383.33, while using the brown type triple exponential smoothing method the results are obtained successive forecast of 4868,89, 5160,70, 5464,24, 5779,52, 6106,53.","PeriodicalId":244588,"journal":{"name":"Journal of Mathematics UNP","volume":"121 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134065058","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}
引用次数: 0
PEMODELAN MATEMATIKA PENYEBARAN PENYAKIT LEPTOSPIROSIS DENGAN PENGARUH TREATMENT
Journal of Mathematics UNP Pub Date : 2022-03-30 DOI: 10.24036/unpjomath.v7i1.10923
Ingrit Ridha Rahayu
{"title":"PEMODELAN MATEMATIKA PENYEBARAN PENYAKIT LEPTOSPIROSIS DENGAN PENGARUH TREATMENT","authors":"Ingrit Ridha Rahayu","doi":"10.24036/unpjomath.v7i1.10923","DOIUrl":"https://doi.org/10.24036/unpjomath.v7i1.10923","url":null,"abstract":"Leptospirosis is a disease caused by bacteria and attack humans and animals. Leptospirosis transmitted from human to human, from animal to animal, from animal to human. In this study, a mathematical model transmitted of Leptospirosis disease with the effect of treatment. The purpose of this modelling is to determine the spread of Leptospirosis disease with the effect of treatment, to determine analysed of mathematical model spread of Leptospirosis disease with the effect of treatment, and to determine interpretation of mathematical model spread of Leptospirosis disease with the effect of treatment. This research begins by determining the variables, parameters, and assumptions related to the problem so that the mathematical model spread of Leptospirosis disease with the effect of treatment. After that model will be analyzed and interpreted. Based on the result of the analysis showed that this model is stable which shows that the point care remains disease-free.","PeriodicalId":244588,"journal":{"name":"Journal of Mathematics UNP","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124646717","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}
引用次数: 0
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