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Laboratory of Mathematics for Industry and Finance

Laboratories Seminar Room Library Classrooms Occupational Safety and Health Laboratory of Machine Learning and Big Data Laboratory of Programming and Visual Computing Laboratory of Modeling and Simulation Laboratory of Mathematics for Industry and Finance Laboratory of Analysis, Algebra, and Mathematics for Education

Laboratory Member

  1.  Sena Safarina, S.Si., M.Sc., D.Sc. (Kepala Lab)

  2. Dr. Valeriana Lukitosari, S.Si, MT

  3. Endah Rokhmati M.P., Ph.D

  4. Dra. Laksmi Prita Wardhani, M.Si

  5. Amirul Hakam, S.Si, M.Si

  6. Raden Aurelius Andhika Viadinugroho, S.Si., M.Sc.

Research Roadmap

LABORATORY OF MATHEMATICS FOR INDUSTRY AND FINANCE

Facilities

Technician

  1. 22 unit Komputer (Core i7) yang terkoneksi dengan jaringan internet
  2. 1 unit printer Brother T500
  3. Ruangan Full AC
  4. LCD Proyektor
  5. Free Internet Access (Wifi)

Research

Achmet Usman Ali

Daftar Penelitian

Operation Research and Data Processing are an emerging fields in Applied Mathematics area due to the development of the industry. The field of Operation Research and Data Processing are basically related to the subjects of Operation Research, Optimization, Stochastic Process, Probability and Statistics, and Time Series Analysis. Research topic on Operation Research and Data Processing are emphasized in several fileds, namely:
  1. Operation Research Research conducted in this field is the inventory system, both ,  deterministic and stochastic, which are applied to the evaluation of spare parts in an industrial company.  The research includes the evaluation of maintenance of the equipment, pricing, lifetime, and distance to the warehouse.  The evaluation is necessary to avoid the inavailability of the supply of  spare parts that will affect the production process.
  2. Optimization Collaborated with the theory of control mathematics and data assimilation method, the research has been growing in theory development and application. The applications are in the development of ship control and unattended air vehicle. Some theory of multipredictive control, adaptive and robust, are includes in this research.
  3. Probability and StatisticsTheory of probability and statistics lead to abroad range of research topic as they are one of the basic capability in mathematics.  Besides supporting the other field of research in Department of Mathematics, in this field some topics can be listed as follows:
    1. The application of Bayesian theory for rainfall model and text detection
    2. The application of statistics in quality control analysis for industry
    3. Some studies of probability distributions such as binomial and poisson distributions.
    4. The study and development of poisson model  for data count
  4. Time Series Being used for prediction and forecast tools, the methods in time series such as ARIMA, GARCH and GSTAR models are developed using Kalman Filter and applied.  The research topic related to these methods are :
    1. Prediction of stock price, oil price, and infation modified with Kalman Filter
    2. Prediction of blood demand modified with Kalman Filter
    3. Prediction of tourist attendance

Daftar Penelitian

No Judul Peneliti Sumber dana
1 Analisis Risiko Volatilitas Harga Karbon dengan Pendekatan Machine Learning pada Era Perubahan Iklim Endah Rokhmati Merdika Putri LEMBAGA DALAM NEGERI
2 Valuasi Opsi Saham Tipe Eropa Multi Asset Menggunakan Convolutional Neural Network (CNN) Endah Rokhmati Merdika Putri LEMBAGA DALAM NEGERI
3 Verifikasi Formal dalam Analisis Teknikal untuk Memprediksi Pergerakan Harga Saham di Bursa Efek Indonesia Endah Rokhmati Merdika Putri LEMBAGA DALAM NEGERI
4 Optimalisasi Investasi Teknologi Informasi Terhadap Strategi Bisnis Berbasis Game Theory Valeriana Lukitasari DANA LOKAL ITS
5 ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI JUMLAH BALITA STUNTING DI KOTA SURABAYA MENGGUNAKAN MODEL REGRESI DATA COUNT Valeriana Lukitasari DANA LOKAL ITS
6 PENGEMBANGAN PLATFORM ONLINE FOOD DELIVERY PADA UMKM GO DIGITAL BERBASIS PEMBAYARAN ONLINE / DIGITAL QRIS Valeriana Lukitasari DANA LOKAL ITS