Determining the price of option contracts is a crucial aspect financial markets, particularly for investors aiming to manage risk and make informed investment decisions. In this study, an Asian call calculated using Monte Carlo Stratified Sampling method based on stock data Tesla, Inc. (TSLA) from January 2021 December 2023. This has been proven reduce variance compared Standard simulation, leading faster convergence more efficient results. The parameters used in simulation include initial...

Multi Traveling Salesmen Problem (mTSP) is an extended situation of Salesman (TSP) that classified to combinatorial optimization problems. For many years, TSP has been employed test the proposed algorithms belong meta heuristic techniques. This work directed study performance ant system (AS) solve mTSP. technique was simulated determine a total shortest route for 5 10 salesmen who have visit 10, 15, 20, 25, and 30 cities. The AS measured by observing minimum distance resulted average...

This research aims at knowing the comparison among Tsukamoto method, Mamdani and Sugeno method in deciding production of incense CV. Dewi Bulan. The discussed about which consisted four step, they are: fuzzyfication, forming a fuzzy rules, logic analysis, defuzzyfication. In conclusion, was found to be best used number sticks production, comparing with others. has probability error value 1,314%.

Corona Virus Disease (COVID-19) is one of the disease outbreaks that has spread throughout world since end 2019. This causes infected individuals to experience infections in respiratory tract with a fairly high risk. One branch mathematics can help overcome this case formation mathematical models. The model formed SIR basically describes Susceptible (S), Infected (I), Recovered (R) classes, but study (I) class was classified into two and added parameters decrease vaccine effectiveness....

Value at Risk (VaR) is the maximum potential loss on a portfolio based probability certain time. In this research, VaR values calculated from historical data and Monte Carlo simulation data. Historical processed so as to obtain stock returns, variance, correlation coefficient, variance-covariance matrix, then method of Markowitz sought proportion each fund, risk return portfolio. The was simulated by simulation, Exact Simulation Expected Simulation. have same returns standard deviation with...

Agricultural insurance is an in agriculture sector that relatively newly introduced Indonesia. based on rainfall index one of the risk management tool to keep farmers case crop failure. This study aims determine steps determining value agricultural and calculate premiums simulated by Stochastic weather generator with mixed exponential distribution. The results this provide if amount 103,71 mm so premium payments equal Rp19.016, high 128.35 then payment Rp1.088.000.

Survival analysis is a statistical method that accommodates the collection of censored data. One popular in survival Cox Proportional Hazard Regression. The Regression can be used to see old looking for work where data may contain This article aims investigate characteristics job seekers and variables affect work. To establish best model using Stepwise Selection method. Prior assumption Hazards tested log minus curve. results obtained from as follows

Weather information has an important role in human life various fields, such as agriculture, marine, and aviation. The accurate weather forecasts are needed order to improve the performance of fields. In this study, use artificial neural network method with backpropagation learning algorithm create a model forecasting area ??South Bali. aim study is determine effect number neurons hidden layer level accuracy forecast models. models input factors that influence weather, namely air...

Model of stock price movements that follow stochastic process can be formulated in Stochastic Diferential Equation (SDE). The exact solution SDE model is called Geometric Brownian Motion (GBM) model. Determination the optimal portfolio three asset follows Multidimensional GBM to carried out this research.Multidimensional represents future affected by parameter, there are expectation return, risk stock, and correlation between return. Therefore, theory Markowitz used on formation portfolio....

Black-Scholes model suggests that volatility is constant or fixed during the life time of option certainly known. However, this does not fit with what happen in real market. Therefore, has to be estimated. Implied Volatility etimated from a market mechanism considered as reasonable way assess volatility's value. This study was aimed compare Newton-Raphson, Secant, and Bisection method, estimating stock value PT Telkom Indonesia Tbk (TLK). It found three methods have same Volatilities, where...

Matematika merupakan salah satu bidang ilmu yang keberadaanya disusun dari suatu sistem penuh dengan perjanjian dan terbangun atas logika sekelompok unsur, relasi, operasi diramu secara aksiomatik serta kebenarannya harus terjamin. Dengan demikian maka pembuktian dalam matematika menjadi modal terpenting pengembangan matematika. Beberapa orang menganggap keindahan tersendiri walaupun seringkali merangkai fakta-fakta kebenaran melalui penalaran logis tidaklah mudah. Diperlukan banyak latihan...

Penelitian ini bertujuan untuk mengetahui keakuratan hasil simulasi harga saham menentukan opsi call dari metode Monte Carlo dan Quasi dengan menggunakan program Matlab. Harga standar yang digunakan membandingkan kedua tersebut akan dihitung Black-Scholes. Nilai error MAPE (Mean Absolute Percentage Error) sebagai acuan dalam perbandingan. Selain saham, kecepatan eksekusi Matlab juga efisiensi waktu. Tahap pertama, variabel-variabel menghitung lintasan pada waktu ke-t saat mensimulasikan...

This study aims to analyze the optimal portfolio in gold precious metal investments using Mean Absolute Deviation (MAD) method combined with GARCH(1,1) parameter estimation. The MAD was chosen for its ability measure risk more stably and simply compared other methods like Mean-Variance. Meanwhile, model is used estimate volatility of prices, which are often influenced by global economic geopolitical uncertainties. data this include daily stock prices companies from January 2017 June 2021....

Forecasting is an objective calculation and uses past data to predict something in the future. The economic activity of buying selling shares a common this digital era. Investment capital market currently popular among general public. digitalization era has undergone many developments, as well its application not only agriculture, but also economics, politics other fields. development forecasting field growing rapidly with use more complex mathematical models information technology....

The purpose of this research is to get formula calculate premium reserve value with prospective calculation for education insurance. This study examines the reserves people aged 40 years a coverage period 17 years. In determining using calculation. It will be started by completing Indonesian Mortality Table 2011 interest rate 6.5%, calculating cash benefit, annuity value, net annual and monthly value. results indicate that benefits paid at end year time insured dies, its price set insurer...

The characteristics of a function are usually investigated by looking at the continuity function. But what happens if does not have continuous properties? To extent can be maintained for discontinuous cases? stochastic that is widely involved in solving problems field average financial mathematics This reflected acquisition smooth curve from modeling drawing obtained. Today, nature functions [a, b] has been studied and developed. Some properties extended to appropriate In this paper, there...

Life insurance products consist of a single life and joint insurance. Joint is state where the rule die combination two or more factors, such as husband-wife, parent-child. The research to obtain formula annual premium with age x, y, z. By using constants Helligmann-Pollard will be determined value mortality tables, annuity get for three persons. In addition, this study also aims number household consisting married couple one son ages 50, 45, dan 15 years old, interest rate 5% used. For...

Obligasi sebagai produk investasi jangka pendek maupun panjang yang terbilang cukup aman tentunya tetap memiliki potensi risiko investasi. Salah satu pada obligasi ialah kredit berupa default, yaitu penerbit gagal membayar kewajiban kepada investor. Model Merton salah metode dapat diterapkan dalam mengestimasi obligasi. Suku bunga model umumnya suku konstan sehingga penelitian ini akan diganti dengan stokastik Cross Ingersoll Ross (CIR). Penelitian bertujuan untuk menghitung probability of...

SMP Negeri 3 Selat is located in Duda Utara, District, Karangasem Regency, Bali Province, Indonesia. Situational analysis shows that most teachers have not utilized artificial intelligence (AI) technology optimally education. In fact, has the potential to help teachers' work improving quality of learning. The purpose this study was see effectiveness training and mentoring activities teacher knowledge about AI its utilization, as well skills utilizing for compiling learning administration;...

Employees can be referred to as company assets because they play an important role in the progress and decline of a company. So protect welfare employees when their age no longer productive, one which is include pension fund insurance. This study aims calculate compare normal contributions that participants must pay using methods Projected Unit Credit Aggregate Cost. The calculation method uses present value benefits divided by length service. Method Cost minus accumulated funds term...

Infusion supplies are an important thing that must be considered by the hospital in meeting needs of patients. This study aims to predict need for infusion 0.9% 500 ml NaCl and 5% glucose at Sanglah General Hospital (RSUP) so can estimate many infusions needed next six months. The forecasting method used this research is autoregressive integrated moving average (ARIMA) time series method. results indicate as 154,831 units 8,249 Glucose infusion.

Value at risk is a method that measures financial of an security or portfolio. The aims the research to find out value exchange rate using Heston stochastic volatility model. model strochastic assumes follow process and consider mean reversion. Based on simulation results, estimastor 0.2887, VaR with 95 percent confident level 0.0297. result backtesting, there are 48 violations obtained model, while historical 2 violations. Thus, more strict in estimating risk.

Boarding house is an alternative choice for students to fulfill their need a place live. The variety of boarding houses, along with respective advantages and disadvantages, becomes challenge in determining the that suits desires needs. An in-depth evaluation needed by comparing houses based on certain criteria. In this study will be known best four assessment criteria, price, facility, location, room area. This research was conducted Mathematics Department, Udayana University, using...

The problem of transportation is a distributing goods from several sources to destinations with the aim minimizing shipping costs. Distribution activities in company sometimes experience problems so that model needed determine optimal distribution using model. This study aims route beras putri sejati 25 kg UD Sinar Jaya Abadi expenses can be obtained improved exponential approach and zero suffix method. Based on calculation results, both methods produce same three path. first channel Agen...