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Wyszukujesz frazę "Mahrudinda, Mahrudinda" wg kryterium: Autor


Wyświetlanie 1-2 z 2
Tytuł:
A Susceptible-Infected-Removed Epidemiological Model for COVID-19 Spreading in Indonesia
Autorzy:
Achmad, Audi Luqmanul Hakim
Mahrudinda, Mahrudinda
Purwani, Sri
Powiązania:
https://bibliotekanauki.pl/articles/1193300.pdf
Data publikacji:
2021
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
COVID-19
Indonesia
dynamical system
epidemiological model
Opis:
COVID-19 is a disease emerged from China in the late 2019 and still spreading to this date. Scientists worldwide are trying to give their contributions in many aspects, from searching for the vaccine to studying several policies in many aspects to deal with this disease. One of the important researches in COVID-19 is to study and predict the dynamic of the spreading by using epidemiological model. This research has been taken in many countries independently since the behavior of COVID-19 spreading might differ from one another. Each country has their own characteristics-e.g., the population density, geographic condition, health facilities and infrastructure, weather condition-which caused the different patterns of COVID-19 spreading. Therefore, each country probably has their own unique parameters which describe their own dynamicity of COVID-19 spreading even though the epidemiological models used in different countries are the same. Thus, in this paper, we estimate the parameters involved in our SIR epidemiological model for cases in Indonesia by using Least Square Method in Python. We use the daily cases released from Indonesian COVID-19 Response Acceleration Task Force. Several assumptions are made in this model, including the assumption that there is no vaccination to be released yet. The result shows that the COVID-19 will still exists in Indonesia for over 1.9 years from the first case emerged (until mid January 2022).
Źródło:
World Scientific News; 2021, 153, 2; 55-64
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efficiency and Convergence of Bisection, Secant, and Newton Raphson Methods in Estimating Implied Volatility
Autorzy:
Mahrudinda, Mahrudinda
Munandar, Devi
Purwani, Sri
Powiązania:
https://bibliotekanauki.pl/articles/1193324.pdf
Data publikacji:
2021
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Black-Scholes model
Newton Raphson
bisection
secant
volatility
volatility implied
Opis:
This study aims to estimate volatility prices based on the black-Scholes model (BSM) function with research data taken during the COVID-19 pandemic. The estimates of the volatility values are obtained by using three numerical methods, namely the bisection, secant, and Newton Raphson methods. The numerical processes that produce some iteration results in the three methods are then analyzed and the best convergence is sought. As a result, Newton Raphson method produces the smallest number of iterations, which stops at the 3rd iteration and gets a volatility value of 0.500451 with an absolute error value of 0.000388. However, the method requires an initial approximation which lies only in two intervals on the axis σ which are close to the true root. Meanwhile, for the other two methods, namely Bisection and Secant, this limitation does not apply, as long as there is an interval that guarantees the existence of roots. In this case, bisection method requires11 iterations to converge with volatility value of 0.500342 and error value of 0.000878. Whereas secant method requires 4 iterations to converge with a volatility value of 0.500449 and error value of 1.68938E-05. This suggests, that in some cases the use of Newton method, should be initialized with the use of bisection or secant method, to ensure successful iteration and accelerate the rate of convergence.
Źródło:
World Scientific News; 2021, 153, 2; 157-168
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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