Search results for: Koko Iwan Agus Kurniawan

Authors: Kuncoro Harto Widodo, Joewono Soemardjito, Dwi Ardianta Kurniawan

Abstract:

Currently, the demand for marine and fisheries commodity in Yogyakarta, Indonesia continues to increase. The existing condition shows that the aquaculture supply cannot be supplied by Yogyakarta region itself, but still need to be supported by regions outside Yogyakarta. The effort to optimize the market is initiated by reviewing and designing the supply chain of production and trade of aquaculture commodity in order to create the implementation of aquaculture production and trade commodity optimally. This formulated supply chain model indicates 4 performance indicators of measurable success in terms of: (1) efficiency; (2) flexibility; (3) responsiveness; and (4) quality. These indicators had been exercised as the success benchmarks for priority marketing management in local level as well as national level. The result of this research indicates that if the catfish fishery system is managed as business as usual then the catfish demand in Yogyakarta region will experience to increase in the future. The increase of demand is inline with the increase of number of people in Yogyakarta and also the fluctuation of catfish consumption per capita. The highest production of catfish will experience in the third year approximately 30,118 tons. Other result of the research indicates that the catfish demand in Yogyakarta region cannot be supplied yet from the local region. Therefore, to fulfill the supply from outside Yogyakarta region, the local farmers should improve the supply through land extension. The fluctuation of commodity price will experience in the future annually and the catfish supply from outside Yogyakarta region will be lowering the price in the market.

Keywords: Supply chain model, catfish, efficiency, flexibility

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: Wisnu Adi Yulianto, Agus Slamet, Sri Luwihana, Septian Albar Dwi Suprayogi

Abstract:

Parboiled rice was developed to produce rice, which has a low glycemic index for diabetics. However, diabetics also have a chromium (Cr) deficiency. Thus, it is important to fortify rice with Cr to increase the Cr content. Moreover, parboiled rice becomes rancid easily and has a musty odor, rendering the rice unfavorable. Natural herbs such as pandan leaves (Pandanus amaryllifolius Roxb.), bay leaves (Syzygium polyanthum [Wigh] Walp) and cinnamon bark powder (Cinnamomon cassia) are commonly added to food as aroma enhancers. Previous research has shown that these herbs could improve insulin sensitivity. The purpose of this study was to evaluate the effect of herbal extract coatings on the cooking quality and the preference level of chromium fortified - parboiled rice (CFPR). The rice grain variety used for this experiment was Ciherang and the fortificant was CrCl3. The three herbal extracts used for coating the CFPR were cinnamon, pandan and bay leaf, with concentration variations of 3%, 6%, and 9% (w/w) for each of the extracts. The samples were analyzed for their alkali spreading value, cooking time, elongation, water uptake ratio, solid loss, colour and lightness; and their sensory properties were determined by means of an organoleptic test. The research showed that coating the CFPR with pandan and cinnamon extracts at a concentration of 3% each produced a preferred CFPR. When coated with those herbal extracts the CFPR had the following cooking quality properties: alkali spreading value 5 (intermediate gelatinization temperature), cooking time, 26-27 min, color value, 14.95-15.00, lightness, 42.30 – 44.06, elongation, 1.53 – 1.54, water uptake ratio , 4.05-4.06, and solid loss, 0.09/100 g – 0.13 g/100 g.

Keywords: Bay leaves, chromium, cinnamon, pandan leaves, parboiled rice.

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