A portfolio is a combination of two or more securities as investment targets for a certain period of time with certain conditions. The Markowitz method is a method that emphasizes efforts to maximize return expectations and can minimize stock risk. One method that can be used to measure risk is Expected Shortfall (ES). ES is an expected measure of risk whose value is above Value-at-Risk (VaR). To make it easier to calculate optimal portfolios with the Markowitz method and risk analysis with ES, an application was made using the Matlab GUI. The data used in this study consisted of three JII stocks including CPIN, CTRA, and BSDE stocks. The results of the portfolio formation with the Markowitz method obtained an optimal portfolio, namely the combination of CPIN = 34.7% and BSDE = 65.3% stocks. At the 95% confidence level, the ES value of 0.206727 is greater than the VaR value (0.15512).
Social media is computer-based technology that facilitates the sharing of ideas, thoughts, and information through the building of virtual networks and communities. Twitter is one of the most popular social media in Indonesia which has 78 million users. Businesses rely heavily on Twitter for advertising. Businesses can use these types of tweet content as a means of advertising to Twitter users by Knowing the types of tweet content that are mostly retweeted by their followers . In this study, the application of Text Mining to perform clustering using the K-means clustering method with the best number of clusters obtained from the Silhouette Coefficient method on the @bliblidotcom Twitter tweet data to determine the types of tweet content that are mostly retweeted by @bliblidotcom followers. Tweets with the most retweets and favorites are discount offers and flash sales, so Blibli Indonesia could use this kind of tweet to conduct advertising on social media Twitter because the prize quiz tweets are liked by the @bliblidotcom Twitter account followers.
Infant mortality (0-11 months) and maternal mortality (during pregnancy, childbirth, and postpartum) are significant indicators in determining the level of public health. Central Java Province which has 35 regencies/cities is included in the top five regions with the highest number of infant and maternal mortality in Indonesia. The data characteristics of the number of infants and maternal mortality are count data. Therefore, the Poisson Regression method can be used to analyze the factors that influence the number of infants and maternal mortality. In Poisson regression analysis, there must be a fulfilled assumption, called equidispersion. Frequently, the variance of count data is greater than the mean, which is known as the overdispersion. The research, binomial negative bivariate regression is used as a solutions to overcome the problem of overdispersion in poisson regression. This method produce a global model. In reality, the geographical, socio-cultural, and economic conditions of each region will be different. This illustrates the effect of spatial heterogeneity, so it needs to be developed into Geographically Weighted Negative Binomial Bivariate Regression (GWNBBR). The model of GWNBBR provides weighting based on the position or distance from one observation area to another. Significant variables for modeling infant mortality cases included the percentage of obstetric complications treated (X1), the percentage of infants who were exclusively breastfed (X3), and the percentage of poor people (X5). Significant variable for modeling maternal mortality cases is the percentage of poor people (X5). Based on the AIC value, GWNBBR model is better than binomial negatif bivariat regression model because it has a smaller AIC value.
The population problem is a fairly complex and complicated problem. Therefore, Indonesia seeks to control the birth rate with the Family Planning program. The implementation of this program can be evaluated through statistical data. The statistical analysis used is biplot principal component analysis to see the relationship between districts/cities in choosing the contraceptive device/method used, the variance of each contraceptive device/method, the correlation between contraceptive devices/methods, and the superiority value of the contraceptive device/method in the population. each district/city. The problem with performing the analysis is the limitations of easy-to-use open source software. As with R, users must understand writing code to perform data analysis. Therefore, to perform a biplot analysis of the principal components, an RShiny application has been created using RStudio. The R-Shiny that has been made has many advantages, including complete results which include data display, data transformation, SVD matrix, to graphs along with plot graph interpretation. The results of the principal component biplot analysis using R-Shiny with α =1 have the advantage of a good principal component biplot, which is 95.63%. This shows that the biplot interpretation of the main components produced can be explained well the relationship between the district/city and the contraceptive methods/devices used.
Log-Logistic Accelerated Failure Time (AFT) model is survival analysis that is used when the survival time follows Log-Logistic distribution. Log-Logistic AFT model can be used to estimate survival time, survival function, and hazard function. Log-Logistic AFT model was formed by regressing covariates linierly against the log of survival time. Regression coefficients are estimated using maximum likelihood method. This study uses data from Atrial Septal Defect (ASD) patients, which is a congenital disease with a hole in the wall that separates the top of two chambers of the heart by using sensor type III. Survival time as the response variable, that is the time from patient was diagnosed with ASD until the first relapse and uses age, gender, treatment status (catheterization/surgery), defect size that is the size of the hole in the heart terrace, pulmonary hypertension status, and pain status as predictor variables. The result showed that variable gender, treatment status, defect size, pulmonary hypertension status, and pain status affect the first recurrence of ASD patients, so it is found that category of female, untreated patient, defect size ≥12mm, having pulmonary hypertension, having chest pain tend to have first recurrence sooner than the other category.
Earthquake is a natural disaster which is quite serious in Indonesia, especially on Sulawesi Island. Earthquake is fearful because it can’t be predicted when it will come, where it will come, and how strong the vibration, that often causes fatal damage and casualties. In effort to minimize losses caused by earthquake, it is necessary to divide areas which are easily affected by earthquake. One of the methods that can be used in dividing the area is by using the clustering technique. This research by using a clustering method with the ST-DBSCAN (Spatial Temporal-Density Based Spatial Clustering Application with Noise) algorithm on dataset of earthquake points in Sulawesi Island in 2019. This method by using the spatial distance parameters (Eps1 = 0.45), the temporal distance parameters (Eps2 = 7), and minimum number of cluster members (MinPts = 4), resulting in a total of 60 clusters with 8 large clusters and 216 noises
The characteristics of society in choosing contraceptive methods are also the crucial factors for the government to prepare the family planning services needed at Bulakamba District, Brebes Regency, Central Java. In this case, a classification process needs to be done to assist the process of classifying the characteristics of society in the selection of contraceptive methods. Multinomial Logistic Regression classification is good in exploring data information meanwhile Fuzzy K Nearest Neighbor (FK-NN) classification is good for handling big data and noise. These two methods used in this study because they are relevant to the data applied and will be compared their classification accuracy through APER and Press's Q calculations.The classification accuracy results obtained based on the APER calculation for Multinomial Logistic Regression is 88,25% and Fuzzy K Nearest Neighbor (FK-NN) is 88,92%. Meanwhile, the Press's Q value of both methods are 9600,945 and 9518,014 greater than χ 2𝛼,1 which is 3,841, so that it is statistically accurate. Based on the results obtained, it can be concluded that Multinomial Logistic Regression classification method has a better classification accuracy than Fuzzy K Nearest Neighbor (FK-NN) method.
Now, Statistical quality control be a particular concern to large companies.PT XY is one of the largest nut company in Indonesia that has implemented the quality standards of a product. Max-MCUSUM control chart becomes a tool that is graphically used to monitor and evaluate whether the process is under control or nut. Based on Cheng and Thaga (2005), Max-MCUSUM control chart takes precedence over detecting small shift based on average and variability in industry data. The quality characteristic of Kacang Garing will be variables, namely broken nut skin, bean seed 1, and foam nut skin. Max-MCUSUM control chart is controlled with the control limit (h) from ARL (Average Run Length) simulation of 370 is 429,69. ARL is an average of samples that need to be decribed before it goes out of control. The research continued with multivariate capability process with MCp worth 0,905 and MCpk worth 1,355. Those value indicates that Kacang Garing has met the quality specification stipulated by PT XY. Broken nut skin becomes the most dominant cause based on pareto chart and carried out analysis by using fishbone chart so that is known the main factor causing broken nut skin are machine, material, and method.
E-commerce refers to business transactions using digital networks such as the internet. Based on the rank on the Appstore and Playstore, Shopee places the first rank. In 2019, Shopee had 56 million visitors. Meanwhile, in the same year, it had 3,225 workers. The imbalance between the number of Shopee visitors and Shopee employees allows users to be disappointed with Shopee's services, but on the other hand, there are also many users who are happy with its services. With both positive and negative responses to the services provided by Shopee, this study analyzes the factors affecting the acceptance of Shopee Apps on students of Universitas Diponegoro Semarang. The analysis was based on the Technology Acceptance Model (TAM). It used the Structural Equation Modeling with the Partial Least Square (SEM-PLS) approach. The study used primary data obtained by distributing questionnaires to students of Universitas Diponegoro. The result showed 28 valid indicators, 5 deal inner models, and 8 significant pathways. All the causality between latent variables contained in the Technology Acceptance Model (TAM) have a positive and significant effect, it's just that the results of integrating trust variables on TAM, namely the latent variable between trust and interest in usage behavior, have no significant effect.
Stocks are one type of investment that promises return for investors but often carries a high risk. Value at Risk (VaR) is a measuring tool that can calculate the amount of the worst loss that occurs in a stock portfolio with a certain level of confidence and within a certain time period. In general, financial data have a high volatility value, which causes the residuals are not normally distributed. ARCH/GARCH modoel is used to solve the heteroscedasticity problem. If the data also have an asymmetric effect, it is modelled with Exponential GARCH model. Copula-Frank is part of the Archimedian copula which is used to solve empirical cases. The data on this study were BBCA and KLBF stock price return data in the observation period 30 December 2011 – 6 December 2019. Furthermore, to test the validity of the VaR model, a backtesting test will be carried out using the Kupiec Test. The results showed that the best model used for BBCA stocks was ARIMA (1,0,1) EGARCH (1,1) and for KLBF stocks was ARIMA (1,0,1) EGARCH (1,2). The amount of risk with a 95% confidence level used a combination of the EGARCH and Copula-Frank models was 2.233% of today's investment. Based on the backtesting test used the Kupiec Test, the VaR model of the portfolio obtained was declared valid.