Optimization of Stock Portfolios Using Goal Programming Based on the Kalman-Filter Method

Long-term stock investment development is carried out by means of portfolio optimization. Selection of stocks for portfolios is not only based on high-value stock prices but also takes into account their fluctuations. Estimation of future stock price fluctuations has an indirect impact on future portfolio formation. This research has implemented the Kalman filter method to obtain the best estimation results from various stock prices with a high degree of accuracy. The results are then used to form a stock portfolio on the basis of Goal Programming. This study has compared the optimization results with the real value of stock prices. The results obtained, Kalman filter-based Goal Programming is more effective for predicting future portfolios compared to the Goal Programming method with a return difference of Rp. 178,039,848. This suggests that optimization with the Kalman Filter-based Objective Programming can be used as a tool to determine future stock portfolios.

Optimization of Balanced Menu for Pregnant Women in Grobogan-Central Java using Simplex Method

This study aims to determine the optimization of balanced dietary composition for pregnant women. Determination of the optimization of balanced food is carried out by forming a linear model along with boundary conditions and objective functions, as well as inputting data on the age of pregnant women, age of pregnancy and maternal nutritional needs, then the calculation is carried out using the simplex method in order to obtain the weight of food ingredients that must be consumed to get a balanced nutrition, namely with 75 combinations that have been analyzed on groups of pregnant women aged 19-29 years and 30-49 years in three trimesters, including staple foods, vegetables (spinach, green mustard, cauliflower, kale, carrots), fruit, side dishes vegetables, nuts, sugar and milk with the recommended nutritional adequacy rate for the data content of water, energy, protein, fat, carbohydrate (KH), fiber, vitamin A, B1, B2, B3 and vitamin C. In the group of pregnant women aged 19-29 years and women aged 30-49 years in the three trimesters, it was found that the combination of 55 was the optimal combination with rice, kale, watermelon, and tofu.

Contribution Analysis of “Suroboyo Bus” in Waste Management Based on Two Form of Complete Fourier Series Estimator

Plastic waste is a problem that almost exists in all countries. This problem arises because of the lack of facilities that can handle the plastic waste. Suroboyo Bus is an innovation for this problem because Suroboyo Bus uses plastic bottles as payment. The purpose of this research is to predict the percentage contribution of Suroboyo Bus in handling plastic waste. The Fourier series estimator performs well for data modeling with seasonal trend patterns. This paper examines two approaches to the Fourier series. The difference between the approaches is the inclusion of the phi (π) function in the model. The result shows the goodness of fit criterion model with π function are for and 0,08% for MAPE whereas the fit criterion model without π function is 100% for and 0,07% for MAPE. In conclusion, the Fourier series model without the π function is better because the Fourier series model without the π function is more satisfy the goodness of fit criteria than the Fourier series model with the π.

Control of The Spread of TB-HIV/AIDS Coinfection Using Optimal Control

The condition in which an individual is affected by TB and HIV/AIDS in his body is called a TB-HIV/AIDS coinfection. This research aims to minimize the populations of TB-HIV/AIDS coinfection with a minimum expenditure on medical expenses, that means minimizing the objective’s function ( ) or purpose function. In this research, modification of the model was carried out by adding the treatment population for HIV patients with ARV ( ). The population used was 11 classes with the use of three controls including treatment for individuals with latent TB ( ), active TB ( ), and HIV ( ). After performing numerical simulation using the forward backward fourth order Runge-Kutta, the results show that scenario 7 is the best scenario in controlling the spread of TB-HIV/AIDS coinfection because it resulted a minimum value of 1401,44. This means that providing the treatment for individuals with latent TB, active TB, and HIV in tandem can reduce the populations of TB-HIV/AIDS coinfection in the minimum treatment cost.

Modeling of COVID-19 Epidemic Growth Curve in Indonesia

Aim of this study is to make parametric modeling of the COVID-19 epidemic growth curve so that the maximum value and time at that point can be obtained from the cumulative cases of COVID-19. The data used in this study is the cumulative number of positive confirmed cases of COVID-19 from https://covid19.go.id/. The method used in this study is fitting data with the Logistic and Gompertz models. Result of this study are (1) the Logistic and Gompertz models are very fit in modeling the COVID-19 epidemic growth curve, indicated from the value of R2 (coefficient of determination) which reaches more than 99%; (2) From the Logistics model it is obtained that the estimated amount of the maximum cumulative case at the end of the COVID-19 epidemic is 7,714 positive confirmed cases, achieved in about 82 days (May 22, 2020) from Mar 2, 2020, when the first positive COVID-19 case was announced by the government; and (3) From the Gompertz model, it is obtained that the estimated maximum cumulative case at the end of the COVID-19 epidemic is 33,975 positive confirmed cases, achieved in about 152 days (Jul 30, 2020) from Mar 2, 2020. The results of this study can be used as input to the government to take steps in controlling the spread of COVID-19.

Multivariate Adaptive Regression Splines (MARS) for Modeling Student Status at Universitas Terbuka

Multivariate Adaptive Regression Splines (MARS) used to model the active student’s status in the Department of Statistics at Universitas Terbuka and determine the factors that influence the response variable. This study consists of 9 variables, namely gender, age, education, marital status, job, initial registration year, number of registrations, credits, and GPA, but after modeling using the MARS method, the explanatory variable can affect the response variable is the initial registration year. Several registrations, GPA, and credits. Based on the results of the R output and using a 95% confidence interval, each base 1 to 10 function is partially significant with the p-value of the base 1-10 function being smaller than 0.05 and simultaneously with a smaller p-value. of 0.05, so that the above model has a significant effect partially or simultaneously on the response variable. From these results, it is concluded that the MARS model is suitable for determining the factors that affect the active status of students.

A New Computational Method Based on Integral Transform for Solving Linear and Nonlinear Fractional Systems

In this article, the Elzaki homotopy perturbation method is applied to solve fractional stiff systems. The Elzaki homotopy perturbation method (EHPM) is a combination of a modified Laplace integral transform called the Elzaki transform and the homotopy perturbation method. The proposed method is applied for some examples of linear and nonlinear fractional stiff systems. The results obtained by the current method were compared with the results obtained by the kernel Hilbert space KHSM method. The obtained result reveals that the Elzaki homotopy perturbation method is an effective and accurate technique to solve the systems of differential equations of fractional order.

Implementation of Dijkstra Algorithm and Welch-Powell Algorithm for Optimal Solution of Campus Bus Transportation

This research deals with applying the Dijkstra algorithm and Welch-Powell algorithm to on-campus bus transportation problems. This research aims to determine the optimal solution of campus bus transportation routes in the shortest routes and schedules. In determining the fastest way, each intersection represented as a node, and the path described as the sides. The shortest path obtained V1 - V2 - V5 - V8 - V9 - V10 - V13 - V16. In determining the optimal schedule, the number of buses represents the vertices, and the time expresses the side that connects each node. The optimal program of the bus starts from 06.30 am to 5.00 pm. Every bus gets four sessions of departure and four sessions return with travel time each session is 60 minutes.

Image X-Ray Classification for COVID-19 Detection Using GCLM-ELM

COVID-19 is a disease or virus that has recently spread worldwide. The disease has also taken many casualties because the virus is notoriously deadly. An examination can be carried out using a chest X-Ray because it costs cheaper compared to swab and PCR tests. The data used in this study was chest X-Ray image data. Chest X-Ray images can be identified using Computer-Aided Diagnosis by utilizing machine learning classification. The first step was the preprocessing stage and feature extraction using the Gray Level Co-Occurrence Matrix (GLCM). The result of the feature extraction was then used at the classification stage. The classification process used was Extreme Learning Machine (ELM). Extreme Learning Machine (ELM) is one of the artificial neural networks with advanced feedforward which has one hidden layer called Single Hidden Layer Feedforward Neural Networks (SLFNs). The results obtained by GLCM feature extraction and classification using ELM achieved the best accuracy of 91.21%, the sensitivity of 100%, and the specificity of 91% at 135° rotation using linear activation function with 15 hidden nodes.

Student Group Dynamic Model Based on Understanding in Mathematics Subjects

This study discusses the interaction of students with a mathematical modeling point of view. This interaction involves students who understand and do not understand mathematics subject matter. The interaction process between groups is modeled in a two-dimensional system of differential equations. Variable A is the percentage of students who understand the material, and variable B is the percentage of students who do not understand the material. The dynamic analysis results obtained by one trivial equilibrium point and three non-trivial equilibrium points exist with several conditions. Based on the stability analysis of the non-trivial equilibrium point, it is found that the conditions without students do not understand mathematics subject matter. This condition is the goal of this study, which involves interaction between students; it can increase the learning process's success.