scholarly journals Linear Programming and Its Application Techniques in Optimizing Portfolio Selection of a Firm

2020 ◽  
Vol 2020 ◽  
pp. 1-7
Author(s):  
N. K. Oladejo ◽  
A. Abolarinwa ◽  
S. O. Salawu
Keyword(s):  
Linear Programming ◽  
Interest Rates ◽  
Optimization Technique ◽  
Secondary Data ◽  
Optimal Investment ◽  
Original Data ◽  
Optimization Techniques ◽  
The Other ◽  
Treasury Bills ◽  
Mortgage Securities

Optimization techniques have been used in this paper to obtain an optimal investment in a selected portfolio that gives maximum returns with minimal inputs based on the secondary data supplied by a particular firm that is examined. Sensitivity analysis is done to ascertain the robustness of the resulting model towards the changes in input parameters to determine a redundant constraint using linear programming. The challenge of determining the available funds and allocating each component of the portfolio to maximize returns and minimize inputs by portfolio holders and managers who are the major decision-makers in allocating their resources cannot be quantified. This optimization technique is used to obtain an optimal investment portfolio including financial risks of a firm with disposable of $15,000,000.00 invested in crude oil, mortgage securities, cash crop, certificate of deposit, fixed deposit, treasury bills, and construction loans. The model is a single-objective model that maximizes the return on the portfolio as the interests on the original data reduces by 5%; then, the return on investments also reduced by almost 15%, with the quantum of money on treasury bills and construction loans posing a significant reduction for the maximum return. The investment in the other options saw a slight decrease. Also, as the interest rates of the original data increase by 5%, the return on investments also grows by almost 17% while the quantum of money on the treasury bills and construction loans increases, and the quantum of money on the other options experienced a decrease except for mortgage securities which recorded a slight increase.

Linear Programming Approach for Power System State Estimation Using Upper Bound Optimization Techniques

2010 ◽  
Vol 11 (3) ◽  
Author(s):  
Thukaram Dhadbanjan ◽  
Seshadri Sravan Kumar Vanjari
Keyword(s):  
Linear Programming ◽  
State Estimation ◽  
Upper Bound ◽  
Measurement Errors ◽  
Large Scale ◽  
Optimization Technique ◽  
Optimization Techniques ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Bound Optimization

State estimation plays an important role in real time security monitoring and control of power systems. There are many problems in the implementation of state estimator for large scale networks due to measurement errors, weights given and the numerical ill-conditioning associated with the solution techniques. In this paper a new formulation using linear programming approach is presented. The formulation is devoid of weights and errors associated with the measurements are taken care of in constraints. The non linear problem is linearized at previous operating state and constraints are set up using flow mismatches. The implementation of the formulation exploits sparse features of the network matrices and avoids matrix inversions. Upper bound optimization technique is employed to solve the linear programming problem. Illustration of the proposed approach on sample 3-bus and 6-bus systems and a practical Indian Southern grid 72 bus equivalent system are presented.

scholarly journals Pengaruh Penyaluran Kredit Usaha Rakyat, Non Performing Loan,Tingkat Suku Bunga Bank Indonesia dan CAR Terhadap Profitabilitas (Studi Kasus Pada PT Bank Rakyat Indonesia (PERSERO) TBK Periode 2010-2017)

2019 ◽  
Vol 3 (1) ◽  
pp. 24
Author(s):  
Muhammad Andhika Wiranegara
Keyword(s):  
Interest Rates ◽  
Statistical Tests ◽  
Secondary Data ◽  
Financial Statements ◽  
Capital Adequacy ◽  
The Other ◽  
Return On Assets ◽  
Processing Application ◽  
Analysis Technique ◽  
Capital Adequacy Ratio

The purpose of this study was to determine whether the level of People's Business Credit distribution, non-performing loans, Bank Indonesia interest rates and CAR can affect the level of profitability (Return On Asset) of PT Bank Rakyat Indonesia (Persero) Tbk, this study using secondary data sourced from the quarterly financial statements in the period 2010-2017. In managing the data that is owned, the author uses the SPSS version 20 data processing application. The data analysis technique used is multiple linear regression and to test the hypotheses of this study using t-statistical tests to test hypotheses partially and f-statistical tests to test hypothetically simultaneous. From the results of the tests that have been carried out in the Business Credit distribution, the interest rates of Bank Indonesia and CAR do not partially affect Return On Assets, while the non-performing loans affect Return On Assets. Simultaneously, the variable of People's Business Credit distribution, non-performing loans, Bank Indonesia interest rates and CAR has an effect on Return On Asset of 71.4 percent and the other is influenced by variables other than those studied. Key notes : Kredit Usaha Rakyat, Non Performing Loan, tingkat suku bunga Bank Indonesia, Capital Adequacy Ratio, Return On Asset.

Design optimization of large-scale structures with sequential linear programming

2002 ◽  
Vol 216 (8) ◽  
pp. 799-811 ◽  
Author(s):  
L Lamberti ◽  
C Pappalettere
Keyword(s):  
Linear Programming ◽  
Design Optimization ◽  
Large Scale ◽  
Optimization Technique ◽  
Computational Cost ◽  
Optimization Methods ◽  
Optimization Techniques ◽  
Truss Structures ◽  
Large Set ◽  
Sequential Linear Programming

Design optimization of complex structures entails tasks that oppose the usual constraints on time and computational resources. However, using optimization techniques is very useful because it allows engineers to obtain a large set of designs at low computational cost. Among the different optimization methods, sequential linear programming (SLP) is very popular because of its simplicity and because linear solvers (e.g. Simplex) are easily available. In spite of the inherent theoretical simplicity, well-coded SLP algorithms may outperform more sophisticated optimization methods. This paper describes the experience obtained in the design optimization of large-scale truss structures and beams with SLP-based algorithms. Sizing and configuration problems of structures under multiple loading conditions with up to 1000 design variables and 3500 constraints are considered. The relative performance and merits of some SLP-based algorithms are compared and the efficiency of an advanced SLP-based algorithm called ILEAML (improved linearization error amplitude move limits) is tested. ILEAML is also compared to the sequential quadratic programming (SQP) method, which is considered by theoreticians as probably the best theoretically founded optimization technique.

Identity Politics' Issue In Indonesia Presidential Election 2019

2019 ◽  
Vol 1 (5) ◽  
Author(s):  
Ida Susilowati ◽  
Zahrotunnimah Zahrotunnimah ◽  
Nur Rohim Yunus
Keyword(s):  
Identity Politics ◽  
Presidential Election ◽  
Political Identity ◽  
Secondary Data ◽  
The Other ◽  
The Political ◽  
Political Campaign ◽  
Communist Ideology ◽  
Presidential Election Campaign ◽  
Research Analysis

AbstractPresidential Election in 2019 has become the most interesting executive election throughout Indonesia's political history. People likely separated, either Jokowi’s or Prabowo’s stronghold. Then it can be assumed, when someone, not a Jokowi’s stronghold he or she certainly within Prabowo’s stronghold. The issue that was brought up in the presidential election campaign, sensitively related to religion, communist ideology, China’s employer, and any other issues. On the other side, politics identity also enlivened the presidential election’s campaign in 2019. Normative Yuridis method used in this research, which was supported by primary and secondary data sourced from either literature and social phenomenon sources as well. The research analysis concluded that political identity has become a part of the political campaign in Indonesia as well as in other countries. The differences came as the inevitability that should not be avoided but should be faced wisely. Finally, it must be distinguished between political identity with the politicization of identity clearly.Keywords. Identity Politics, 2019 Presidential Election

DETERMINAN INFLASI DI INDONESIA PERIODE 1980-2015

2016 ◽  
Vol 21 (1) ◽  
pp. 1-7
Author(s):  
Risna Risna
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Money Supply ◽  
Government Spending ◽  
Positive Impact ◽  
Secondary Data ◽  
Quantitative Approach ◽  
State Spending ◽  
Factors Affecting ◽  
The Interest Rate

This study aims to determine the effect of government spending, the money supply, the interest rate of Bank Indonesia against inflation.This study uses secondary data. Secondary data were obtained directly from the Central Bureau of Statistics and Bank Indonesia. It can be said that there are factors affecting inflationas government spending, money supply, and interest rates BI. The reseach uses a quantitative approach to methods of e-views in the data. The results of analysis of three variables show that state spending significantand positive impact on inflationin Indonesia, the money supply significantand negative to inflationin Indonesia, BI rate a significantand positive impact on inflation in Indonesia

“A Study on the Influence of Rewards on Job Satisfaction With Special Reference to Education Industry in Oman”

2019 ◽  
Vol 118 (1) ◽  
pp. 114-124
Author(s):  
Mrs Nithya Sambamoorthy ◽  
Mr Subhash Kodiyil Raman ◽  
Mr Bhraguram Thayyil
Keyword(s):  
Job Satisfaction ◽  
Special Reference ◽  
Secondary Data ◽  
The Other ◽  
Primary Data ◽  
Other Hand ◽  
Education Industry ◽  
College Of Technology ◽  
Main Factors ◽  
Structured Questionnaire

This research is an examination and a study on the influence of rewards on job satisfaction of lecturers at Shinas College of Technology (ShCT). In academic industry, rewards are one of the factors that affecting job satisfaction of the employees and this will lead to affect their performance in their jobs. So, when rewards are more the job satisfaction will be high and when rewards are less the job satisfaction will be less. On the other hand, the age will not affect the job satisfaction. Previous research reveals that Job satisfaction is very important to success the industry and the rewards are the main factors which affect job satisfaction. The main purpose of this study is to know the influence of rewards in job satisfaction among the lecturers in ShCT. Moreover, this research attempts to identify how much rewards affect the job satisfaction in ShCT.  For this study used two types of data which are: primary data and secondary data. The sources of primary data is the response from lecturers at ShCT. It is collected through structured questionnaire and distributed such to 60 respondents. Secondary data, collected from internet, books, journals, articles etc.

APAKAH FAKTOR EKSTERNAL MEMPREDIKSI UNDERPRICING LEBIH BAIK DIBANDINGKAN FAKTOR INTERNAL? STUDI INITIAL PUBLIK OFFERING DI BEI TAHUN 2009-2017

2020 ◽  
Vol 7 (1) ◽  
Author(s):  
Saefudin Saefudin ◽  
Tri Gunarsih
Keyword(s):  
Interest Rates ◽  
Initial Public Offering ◽  
Stock Exchange ◽  
Sample Selection ◽  
Secondary Data ◽  
Secondary Market ◽  
Company Size ◽  
Negative Effect ◽  
Underwriter Reputation ◽  
Public Offering

Underpricing is a phenomenon that still occurs in the Indonesian capital market, where the offering price of shares in the primary market is lower than the opening price or closing price on the first day on the secondary market. This study aims to examine the effect of Return On Assets (ROA), Debt to Equity Ratio (DER), company size, underwriter reputation, age, and interest rates on the underpricing of shares in companies’s Initial Public Offering (IPO) listing on the Indonesia Stock Exchange (BEI) in 2009 to 2017. The population in this study are companies that conduct IPOs on the BEI period 2009 to 2017. The sample selection in this study uses a purposive sampling method, based on certain criteria. The sample in this study were 183 underpricing companies from 205 companies conducting IPO in the period 2009 to 2017. The data used in this study used secondary data. The multiple regression analysis was implemented in this study. The results showed that DER, company size, and underwriter reputation did not significantly influence underpricing. While ROA, age and interest rates have a significant negative effect on underpricing. In this study, investors consider ROA, age, interest rates compared to DER, company size, and the reputation of the underwriter to invest in companies that make an IPO.Keywords: Underpricing, Initial Public Offering, and Indonesian Stock Exchange.

scholarly journals Does the visual salience of credit card features affect choice?

2021 ◽  
pp. 1-18
Author(s):  
Matthew D. Hilchey ◽  
Matthew Osborne ◽  
Dilip Soman
Keyword(s):  
Interest Rates ◽  
Random Sample ◽  
Credit Card ◽  
Credit Cards ◽  
Salient Feature ◽  
The Other ◽  
Visual Salience ◽  
Product Features ◽  
Hypothetical Scenario

Abstract Regulators require lenders to display a subset of credit card features in summary tables before customers finalize a credit card choice. Some jurisdictions require some features to be displayed more prominently than others to help ensure that consumers are made aware of them. This approach could lead to untoward effects on choice, such that relevant but nonprominent product features do not factor in as significantly. To test this possibility, we instructed a random sample of 1615 adults to choose between two hypothetical credit cards whose features were shown side by side in tables. The sample was instructed to select the card that would result in the lowest financial charges, given a hypothetical scenario. Critically, we randomly varied whether the annual interest rates and fees were made visually salient by making one, both, or neither brighter than other features. The findings show that even among credit-savvy individuals, choice tends strongly toward the product that outperforms the other on a salient feature. As a result, we encourage regulators to consider not only whether a key feature should be made more salient, but also the guidelines regarding when a key feature should be displayed prominently during credit card acquisition.

scholarly journals Solving the Real Power Limitations in the Dynamic Economic Dispatch of Large-Scale Thermal Power Units under the Effects of Valve-Point Loading and Ramp-Rate Limitations

2021 ◽  
Vol 13 (3) ◽  
pp. 1274
Author(s):  
Loau Al-Bahrani ◽  
Mehdi Seyedmahmoudian ◽  
Ben Horan ◽  
Alex Stojcevski
Keyword(s):  
Large Scale ◽  
Thermal Power ◽  
Optimization Technique ◽  
Economic Dispatch ◽  
Pso Algorithm ◽  
Search Space ◽  
Economic Benefits ◽  
Optimization Techniques ◽  
Ramp Rate ◽  
Dynamic Economic Dispatch

Few non-traditional optimization techniques are applied to the dynamic economic dispatch (DED) of large-scale thermal power units (TPUs), e.g., 1000 TPUs, that consider the effects of valve-point loading with ramp-rate limitations. This is a complicated multiple mode problem. In this investigation, a novel optimization technique, namely, a multi-gradient particle swarm optimization (MG-PSO) algorithm with two stages for exploring and exploiting the search space area, is employed as an optimization tool. The M particles (explorers) in the first stage are used to explore new neighborhoods, whereas the M particles (exploiters) in the second stage are used to exploit the best neighborhood. The M particles’ negative gradient variation in both stages causes the equilibrium between the global and local search space capabilities. This algorithm’s authentication is demonstrated on five medium-scale to very large-scale power systems. The MG-PSO algorithm effectively reduces the difficulty of handling the large-scale DED problem, and simulation results confirm this algorithm’s suitability for such a complicated multi-objective problem at varying fitness performance measures and consistency. This algorithm is also applied to estimate the required generation in 24 h to meet load demand changes. This investigation provides useful technical references for economic dispatch operators to update their power system programs in order to achieve economic benefits.

scholarly journals Optimal Allocation of Multiple Types of Distributed Generations in Radial Distribution Systems Using a Hybrid Technique

2021 ◽  
Vol 13 (12) ◽  
pp. 6644
Author(s):  
Ali Selim ◽  
Salah Kamel ◽  
Amal A. Mohamed ◽  
Ehab E. Elattar
Keyword(s):  
Power System ◽  
Radial Distribution ◽  
Distribution Systems ◽  
Optimal Allocation ◽  
Optimization Technique ◽  
Mathematical Formulation ◽  
Optimization Techniques ◽  
Sensitivity Factor ◽  
Hybrid Technique ◽  
Analytical Technique

In recent years, the integration of distributed generators (DGs) in radial distribution systems (RDS) has received considerable attention in power system research. The major purpose of DG integration is to decrease the power losses and improve the voltage profiles that directly lead to improving the overall efficiency of the power system. Therefore, this paper proposes a hybrid optimization technique based on analytical and metaheuristic algorithms for optimal DG allocation in RDS. In the proposed technique, the loss sensitivity factor (LSF) is utilized to reduce the search space of the DG locations, while the analytical technique is used to calculate initial DG sizes based on a mathematical formulation. Then, a metaheuristic sine cosine algorithm (SCA) is applied to identify the optimal DG allocation based on the LSF and analytical techniques instead of using random initialization. To prove the superiority and high performance of the proposed hybrid technique, two standard RDSs, IEEE 33-bus and 69-bus, are considered. Additionally, a comparison between the proposed techniques, standard SCA, and other existing optimization techniques is carried out. The main findings confirmed the enhancement in the convergence of the proposed technique compared with the standard SCA and the ability to allocate multiple DGs in RDS.

Sign in / Sign up

Export Citation Format

Share Document