Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham
Nadir Compromise Programming (NCP) is one of method that can be used to solve multiobjective problem using certain parameter. One of the problem that can be solved by these method is to get the optimum value of stock portfolio. The purpose of this study was to determine on what value of parameter am...
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| Format: | Article |
| Language: | English |
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Universitas Udayana
2016-06-01
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| Series: | Jurnal Matematika |
| Subjects: | |
| Online Access: | https://ojs.unud.ac.id/index.php/jmat/article/view/25352 |
| _version_ | 1818215792871735296 |
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| author | Wandi Noviyanto Ni Ketut Tari Tastrawati Kartika Sari |
| author_facet | Wandi Noviyanto Ni Ketut Tari Tastrawati Kartika Sari |
| author_sort | Wandi Noviyanto |
| collection | DOAJ |
| description | Nadir Compromise Programming (NCP) is one of method that can be used to solve multiobjective problem using certain parameter. One of the problem that can be solved by these method is to get the optimum value of stock portfolio. The purpose of this study was to determine on what value of parameter among six values of parameter, NCP models effective in determining the optimum value of the stock portfolio. The data used in this research was secondary data in the form of daily data from the price of 6 types of stocks from October 2013 to October 2015. In this study, the optimum value of the stock portfolio was calculated by the the NCP model at 6 parameter values, i.e. 1, 10, 100 , 1000, 10000, and 100000. As a result of this study showed that the NCP model effective in determining the optimum value of the stock portfolio on parameter 1. |
| first_indexed | 2024-12-12T06:41:43Z |
| format | Article |
| id | doaj.art-24054ed2d5fe408c9c0981e7b0182639 |
| institution | Directory Open Access Journal |
| issn | 1693-1394 |
| language | English |
| last_indexed | 2024-12-12T06:41:43Z |
| publishDate | 2016-06-01 |
| publisher | Universitas Udayana |
| record_format | Article |
| series | Jurnal Matematika |
| spelling | doaj.art-24054ed2d5fe408c9c0981e7b01826392022-12-22T00:34:19ZengUniversitas UdayanaJurnal Matematika1693-13942016-06-0161465510.24843/JMAT.2016.v06.i01.p6725352Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio SahamWandi Noviyanto0Ni Ketut Tari Tastrawati1Kartika Sari2Jurusan Matematika, Fakultas MIPA – Universitas UdayanaJurusan Matematika, Fakultas MIPA – Universitas UdayanaJurusan Matematika, Fakultas MIPA – Universitas UdayanaNadir Compromise Programming (NCP) is one of method that can be used to solve multiobjective problem using certain parameter. One of the problem that can be solved by these method is to get the optimum value of stock portfolio. The purpose of this study was to determine on what value of parameter among six values of parameter, NCP models effective in determining the optimum value of the stock portfolio. The data used in this research was secondary data in the form of daily data from the price of 6 types of stocks from October 2013 to October 2015. In this study, the optimum value of the stock portfolio was calculated by the the NCP model at 6 parameter values, i.e. 1, 10, 100 , 1000, 10000, and 100000. As a result of this study showed that the NCP model effective in determining the optimum value of the stock portfolio on parameter 1.https://ojs.unud.ac.id/index.php/jmat/article/view/25352Nadir Compromise ProgrammingNCPoptimum value |
| spellingShingle | Wandi Noviyanto Ni Ketut Tari Tastrawati Kartika Sari Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham Jurnal Matematika Nadir Compromise Programming NCP optimum value |
| title | Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham |
| title_full | Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham |
| title_fullStr | Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham |
| title_full_unstemmed | Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham |
| title_short | Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham |
| title_sort | efektifitas metode nadir compromise programming dalam menentukan nilai optimum portofolio saham |
| topic | Nadir Compromise Programming NCP optimum value |
| url | https://ojs.unud.ac.id/index.php/jmat/article/view/25352 |
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