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Ditemukan 26 dokumen yang sesuai dengan query
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Nasution, Meidiyana Andriyana
Abstrak :
Model probit adalah salah satu jenis model pilihan diskrit dengan error yang diasumsikan saling bebas, berdistribusi normal, dan homoskesdastis. Model probit dengan komponen error dari observasi di suatu lokasi bergantung dengan komponen error dari observasi di lokasi lain disebut model probit spasial error. Parameter dari model probit spasial error akan ditaksir dengan metode maksimum likelihood parsial dalam dua cara. Cara pertama dengan memperhitungkan variansi dari error dalam pembentukan fungsi likelihood parsial. Cara kedua dengan membentuk n grup dari sejumlah 2n observasi dari lokasi berbeda, dimana setiap grup terdiri dari dua observasi di lokasi yang berbeda. Selanjutnya, dengan memperhatikan korelasi antar error di dalam grup, akan dibentuk fungsi kepadatan probabilitas dari setiap grup yang akan digunakan untuk membentuk fungsi likelihood parsial dalam penaksiran parameter. ......Probit Model is one of discrete choice model whose error is assumed to be independent, normal distributed, and homoscedastic. Probit model whose error component from observations on a location that depends on error components on the other location is called spatial error probit model. Parameters of spatial error probit model will be estimated by partial maximum likelihood in two ways. The first way is to take into account the variance of the error in the form of the partial likelihood function. The second is to form n groups from 2n observations at different location, which each group consists of two observations at different location. Furthermore, by taking into account the correlation between errors in a group, the probability density function of each group will be formed, and later will be used to form a partial likelihood function in parameter estimation.
Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2015
S61449
UI - Skripsi Membership  Universitas Indonesia Library
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Abstrak :
ABSTRAK
In the present paper we consider a class of multiobjective B-vex programming problems involving differentiable B-vex n-set functions and establish duality results in terms of properly efficient solutions. Further, we relate the problem to a certain saddle point of a Lagrangian and show multiobjective fractional program as a special case of the main problem.
Brugge, Belgium : Academic press. inc, 2018
510 JMA
Majalah, Jurnal, Buletin  Universitas Indonesia Library
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Abstrak :
ABSTRAK
Minimum-time and smooth-steering control algorithms are developed from bobsled optimal control. Numerical solutions are obtained both for one-curve optimal control and whole-course piecewise optimal control with application to realistic three-dimensional track surface shapes. Specific results are calculated for the Lillehammer Olympic Track.
New York : Plenum Publishing Corporation , 2018
510 JOTA
Majalah, Jurnal, Buletin  Universitas Indonesia Library
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Abstrak :
This research is a correlation study between learning approach and achievement in mathematics of third grade science major of "X" Senior High School in Bandung. The samples selection for this research used simple random sampling method and the samples of this research are 60 students. The instrument used to collect the data about learning approach was adapted from questionnaire that was developed by John Biggs (1987). It is called The Revised Two-Factor Learning Process Questionnaire (R-LPQ-2F) that consist of 40 items. With the validation starting from 0.401 until 0.795 and the reliability is 0.638. Whereas the instrument used to measure achievement in mathematic is from final score of mathematic major. The collected data was mannered by Spearman's correlation using SPSS 15. From the final result we can see that the correlation between surface approach and mathematic final score is 0.062 and the correlation between deep approach and mathematic final score is 0.155. The conclusions are there is no significant correlation between surface approach and mathematic final score, and also there is no significant correlation between dep approach and mathematic final score
MAILMAR
Artikel Jurnal  Universitas Indonesia Library
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Puspita Tyas Agnesti
Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2013
S52621
UI - Skripsi Membership  Universitas Indonesia Library
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Veronica
Abstrak :
Bursa Efek Indonesia memulai perdagangan opsi Indonesia semenjak 9 September 2004. Opsi call Indonesia memiliki karakteristik yang mirip dengan one touch option dimana jika harga saham yang diperjanjikan telah mencapai suatu batas (B), dengan batas (B) mempunyai nilai yang tetap yaitu +10% dari strike price (K), maka opsi akan tereksekusi otomatis dan akan mendapatkan payoff sebesar (B – K). Selain itu pemegang opsi juga dapat mengeksekusi opsinya sebelum tanggal jatuh tempo atau pada tanggal jatuh tempo jika harga saham yang diperjanjikan tidak melewati batas (B) dan akan mendapatkan payoff sebesar (S(T) – K). Karakteristik yang demikian mirip dengan up-and-out option. Pada skripsi ini akan dibahas harga dari opsi call Indonesia yang ditentukan dengan menghitung ekspektasi dari present value (nilai sekarang) payoff. ......Indonesian Stock Exchange has started to trade Indonesian options at September 2004. Indonesian call options has characteristic which similar with one touch option, where if underlying stock hits the barrier (B), where the barrier is fixed at +10% from strike price, then options will automatically exercised and get payoff (B – K). Besides that holder can exercise their options before maturity date and at maturity date if underlying stock is not hits the barrier (B) and get payoff (S(T) – K). This characteristic can be considered as up-and-out option. This skripsi will discuss the pricing of Indonesian call options that is determined with calculating expectation from present value payoff.
Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2013
S46941
UI - Skripsi Membership  Universitas Indonesia Library
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Heru Suhartanto
Jakarta: Elex Media Komputindo, 1993
004.015 1 HER k
Buku Teks  Universitas Indonesia Library
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Djati Kerami
Jakarta: Balai Pustaka, 2002
R 510.3 DJA k (1)
Buku Referensi  Universitas Indonesia Library
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Craig, Gloria P.
Philadelphia: Lippincott, 2005
615 CRA c
Buku Teks  Universitas Indonesia Library
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Kee, Joyce LeFever
Philadelphia: W.B. Saunders, 2000
615.14 Kee c
Buku Teks  Universitas Indonesia Library
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