Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham

  • Wandi Noviyanto Jurusan Matematika, Fakultas MIPA – Universitas Udayana
  • Ni Ketut Tari Tastrawati Jurusan Matematika, Fakultas MIPA – Universitas Udayana
  • Kartika Sari Jurusan Matematika, Fakultas MIPA – Universitas Udayana
DOI: https://doi.org/10.24843/JMAT.2016.v06.i01.p67

Abstract

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.

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Author Biographies

Wandi Noviyanto, Jurusan Matematika, Fakultas MIPA – Universitas Udayana

Jurusan Matematika, Fakultas MIPA – Universitas Udayana

Ni Ketut Tari Tastrawati, Jurusan Matematika, Fakultas MIPA – Universitas Udayana
Jurusan Matematika, Fakultas MIPA – Universitas Udayana
Kartika Sari, Jurusan Matematika, Fakultas MIPA – Universitas Udayana
Jurusan Matematika, Fakultas MIPA – Universitas Udayana
Published
2016-06-30
How to Cite
NOVIYANTO, Wandi; TASTRAWATI, Ni Ketut Tari; SARI, Kartika. Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham. Jurnal Matematika, [S.l.], v. 6, n. 1, p. 46-55, june 2016. ISSN 2655-0016. Available at: <https://ojs.unud.ac.id/index.php/jmat/article/view/25352>. Date accessed: 26 apr. 2024. doi: https://doi.org/10.24843/JMAT.2016.v06.i01.p67.
Citation Formats
Issue
Vol 6 No 1 (2016)
Section
Articles

Keywords

Nadir Compromise Programming; NCP; optimum value
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.