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
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Abstrak

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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Jurusan Matematika, Fakultas MIPA – Universitas Udayana

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Jurusan Matematika, Fakultas MIPA – Universitas Udayana
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Jurusan Matematika, Fakultas MIPA – Universitas Udayana
Diterbitkan
2016-06-30
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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. Tersedia pada: <http://103.29.196.112/index.php/jmat/article/view/25352>. Tanggal Akses: 04 mar. 2026 doi: https://doi.org/10.24843/JMAT.2016.v06.i01.p67.
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Terbitan
Vol 6 No 1 (2016)
Bagian
Articles

Kata Kunci

Nadir Compromise Programming; NCP; optimum value

Jurnal Matematika (JMAT) is licensed under a Creative Commons Attribution License (CC BY-NC 4.0)