OPTIMASI PORTOFOLIO DENGAN MODIFIED RISK MEASURE MEMPERTIMBANGKAN BATASAN KARDINALITAS DAN BOBOT SAHAM

AbstractModified risk measure model is a portfolio optimization model using return scenario based on the forecasting error. This model is a basic model that has not taken the real investment conditions made by investors, such as cardinality and threshold constraints. Therefore, it is necessary to develop a modified risk measure model to be more representative to investment situation and compare the performance between the basic model and the proposed model in optimization. Portfolio optimization will be applied to LQ45 stock list from April-November 2019. Optimization begins by forming 100 scenarios based on error prediction results for each stock with Moving Average methods. Portfolios will be formed at several levels of risk (15%, 20%, 25%, and 30%) to see the impact of limitations on risk and model performance based on the expected return. Optimization using new model tends to reduce the model's performance, but this model reflects the real situation faced by investors.Keywords : modified risk measure model, cardinality, threshold constraintModel modified risk measure merupakan salah satu model optimasi portofolio menggunakan skenario return berdasarkan error hasil prediksi. Sayangnya, model ini merupakan model yang belum mempertimbangkan keadaan investasi nyata yang dilakukan oleh investor, seperti batasan kardinalitas, dan batasan bobot saham. Oleh karena itu, perlu dilakukan pengembangan model modified risk measure agar lebih representatif terhadap keadaan investasi dan membandingkan performa antara model dasar dengan model usulan. Optimasi portofolio diterapkan pada saham yang termasuk dalam daftar LQ45 Bursa Efek Indonesia Februari 2019 untuk periode bulan April-November 2019. Optimasi diawali dengan membentuk 100 skenario berdasarkan error hasil prediksi return untuk masing-masing saham. Optimasi dilakukan menggunakan CPLEX Optimizer untuk penyelesaian model linear. Portofolio akan dibentuk pada beberapa tingkatan risiko, yaitu 15%, 20%, 25% dan 30% untuk melihat dampak adanya batasan tambahan terhadap risiko optimasi menggunakan model modified risk measure. Hasilnya adalah optimasi model dengan batasan tambahan cenderung menurunkan performa model, tetapi di sisi lain, portofolio menjadi lebih efisien dan representatif terhadap keadaan investasi.Kata Kunci : model modified risk measure, kardinalitas, batas bobot saham

PENGEMBANGAN MATERIAL PASAK ENDODONTIK Ti/40HA DENGAN MENGGUNAKAN KONSEP FUNCTIONALLY GRADIENT MATERIAL

Commercial endodontic pegs have a homogeneous composition and strength so that the transmission voltage of pegs to dentin often result in damage to the tooth root. The concept of functionally gradient material (FGM) is expected to overcome these problems by adjusting the mechanical properties of each peg to the nature of the teeth. This study aims to develop a material stake with the concept of FGM from Ti/40HA material that is composed of five layers with concentrations of HA from 0% - 40% wt through the process of uni-axial pressing followed by sintering at 1200oC and 1400oC in argon gas. Then performed on each layer characterization by SEM / EDX, the optimum sintering temperature was determined by test-t (p <0,05). Morphological Testing showed that the composite of Ti/40HA still porous, while EDX shows the composition of Ca and P increase as an indication of increment in the concentration of HA as the decrement in concentration of the layer-1 (100% Ti) up to layer-5 (60% Ti-40% HA). In conclusion, Ti/40HA200 and Ti/40HA200 composite materials can be produced by decreasing its roughness as the rising concentrations of HA in each section

Perancangan Aliran Material Dan Informasi Dalam Sistem Just In Time (Studi kasus di Pt FSCM Manufacturing Indonesia plant 1 & 2)

ABSTRACT PT FSCM Manufacturing Indonesia known as one of the big chain manufacturer in Indonesia. In order to stay survive in nowadays competitive business world, PT FSCM wants to improve their production efficiency and effectiveness through better production control & smoothing. Production control and smoothing are closely related with material and information distribution flow involved in production system. Unsatisfying recent production system performance has inspired PT FSCM to change and improve their production system. In this research, improved production system with more integrated material and information distribution flow will be designed based on Just In Time concept to deliver better controlled system. First step starts with building triggering system framework, which is the design of material and information distribution flow mechanism. The design uses combination between kanban flow and Re-Order Point (ROP) policy. Then, plant conditions are being evaluated starts with daily demand evaluation, plant capacity, reject rate and machine breakdown rate. Based on those evaluations, minimum stock and Re-Order Point (ROP) are determined. It will be used to control and anticipate production floor problem when exist. Last step are determination of Plant 2 lot size and component transfer lot size, and also designing kanban. The result of this research is new production system design, a production system change from push system to pull system, which is adjusted to company condition. Keywords: Just In Time, Kanban

MONITORING DAN ANALISIS MESIN 3D PRINTING BERBASIS SENSOR GETARAN UNTUK MENGOPTIMALKAN KUALITAS HASIL

Today, printing technology not only talking about paper, plastic, and the other flat media. Printing technology can make a three dimensional object like the picture at the soft file. Mostly, the printing technology is used to create or print a prototype object and object that is not mass-produced. The application of 3D printing technology can be found in industry, health, architecture, fashion, and even food. This research raises one of the techniques of 3D Printing technology. That is Fused Deposition Modeling (FDM) which applies Material Extrusion process to build a three dimensional product. The material is filament made of thermoplastic material, metal wire, and other. The filament is inserted into the extruder part (extrusion head nozzle in 3D Printing machine) and melted by heating. Models are produced by extrusion of material streams that form layers and re-harden immediately. Extrusion process in making the model of the material will certainly cause a movement and vibration caused by the printing process is running. This article presents the results of vibration measurements on a 3D printer machine and the result of measuring the surface roughness level on the specimens of the printing process using a 3D printer C01. The Type is cartesian. In addition, this study aims to study and analyze the amount of vibration generated during the printing process takes place. It is associated with the impact that occurs on the quality of printing. With the monitoring during the printing process, it is expected to predict the level of quality of the printing results more early. However, the results of the measurements in this study was not seen any significant influence. The visible vibration is just on the X axis. Surface Roughness measurements for the first specimen, the specimens with 50% printing speed have an average surface roughness level of &nbsp;= 8,6485 μm. Specimens with 100% printing speed have an average surface roughness level of &nbsp;= 8.2893 μm. Specimens with 200% printing speed have an average surface roughness level of &nbsp;= 7.864 μm

Evaluasi Dimensi Kulit Dengan Metode multivariate Image Analysis

ABSTRACT Measurement technique of leather dimension was developed in this research using multivariate image analysis (MIA) method. Image data used in this investigation was in Red-Green-Blue format, while MIA method used in the research was multiway principal component analysis. The investigated parameters were background colour, image size, measurement accuracy, and measurement speed. The research results shows that the optimum conditions for developing measurement device of leather dimension are using background colour of white and image size of 0.1 mega pixels. And the simulation using PC IBMTM Compatible Celeron IV/1.8 MHz with 224 MHz RAM and OS Windows TM XP Professional gives prediction quality of about 99.18% and computation time of about 3.5s. Keywords: Leather ProductsLeather DimensionMultiway Principal Components AnalysisMultivariate Image ProcessingMultivariate Statistics

Efek Traumatis Pada Kelompok Dewasa Pasca Terjadinya Bencana: Meta Analisis

Various studies in the field of traumatic effect or stress after disaster, commonly known as PSTD or Post-Traumatic Stress Disorder have been caried out. Many researchers have tested the effects of disasters and PTSD, but the correlation value are different. The purpose of this study was to obtain the actual value of the correlation. This study collected the correlation value of 21 existing research results. The results of this study showed that the average of correlation is 2SD greater than 0 equal to 0.069864. This value has been indicated that there is positive correlation between disaster and Stress (PTSD), so the hypothesis is accepted by the population correlation value 0.074256, sampling error 0.43%. It shows that disaster variable always positively correlated to increased stress behavior among adults

FDM Based Custom 3D Printer Development in Robotic Arm Mechanical Prototype Printing

3D printing is one of the most important tools of Industry 4.0. 3D printing technology has an advantage over traditional manufacturing processes, as it has the ability to convert 3D designs/models into ready-to-use products. The world of education needs to continue to adapt to technological developments. Making a mechanical prototype of a robotic arm is one of the main things to do to develop learning media in an educational environment. The mechanical prototype of the robotic arm can be made using 3D printing, so it will provide real implementation for education. The purpose of this study is to develop a custom 3D Printer learning media which is expected to facilitate the installation process and development of a mechanical prototype of a robotic arm as a form of implementation in the Mechatronics Engineering Education Study Program, FT UNY. This research was carried out based on the ADDIE model, namely Analysis, Design, Development, Implementation and Evaluation. The results of this study are a custom 3D printer based on FDM, both Cartesian and CoreXY types that can be used in learning in the Mechatronic Engineering Education Study Program. The test results show the average value of the measurement error of printing results is less than 2% so that it can be used in the learning process and supports the selected learning content. 3D printers can print robotic arm mechanical components with good results and low tolerances for printing precision