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Mubarak, Munawwarah S - One of the best experts on this subject based on the ideXlab platform.

  • PENGARUH FAKTOR DEMOGRAFI DAN PENDAPATAN TERHADAP PERMINTAAN HOLDING CASH MONEY DI MAKASSAR
    2017
    Co-Authors: Mubarak, Munawwarah S
    Abstract:

    This study aims to determine: (1) How much influence family size, age, gender, type of job, working hours, fixed income, income is not fixed, the legacy of the demand for holding cash money either directly or indirectly through Financial Investment, consumer durables goods, (2) How much influence to demand Financial Investment holding cash money either directly or indirectly through the consumption of durable goods.\ud Data obtained through questionnaires to sample as many as 289 household were executed in 2016. Taking respondent conducted by proportionate stratified random sampling in Makassar on the basis of stratification on the type of job / livelihood. This study is basically a kind of basic research that is both deductive and inductive (inferential statistics-inductive) to verify the theory of demand for money from a macroeconomic perspective toward a more microeconomic nature. Methods of data analysis using the Simultaneous Equation Model.\ud The results showed that the total effect of family size on holding cash money demand showed positive and significant correlation, indicating a rational society and strengthen the transaction motive on Keynesian theory. Dummy variables age and gender did not significantly affect demand for holding cash money, which leads to Financial inclusion. Dummy variables significantly influence the type of job demand holding cash money and hours of work that reflects the productivity does not significantly influence the demand holding cash money, both of research findings leads to money illusion. Variable fixed income, irregular income and legacy overall positive and significant impact on the demand for holding cash money, the results of this study strengthens the motive of holding money in Keynes's theory last variable of Financial Investment positive and significant impact on the demand for holding cash money, these results suggest that there phenomenon money illusion in the society

  • PENGARUH FAKTOR DEMOGRAFI DAN PENDAPATAN TERHADAP PERMINTAAN HOLDING CASH MONEY DI MAKASSAR
    2017
    Co-Authors: Mubarak, Munawwarah S
    Abstract:

    Penelitian ini bertujuan untuk mengetahui: (1) Seberapa besar pengaruh family size, umur, gender, jenis pekerjaan, jam kerja, pendapatan tetap, pendapatan tidak tetap, warisan terhadap permintaan holding cash money baik secara langsung maupun tidak langsung melalui Financial Investment, konsumsi durable goods, (2) Seberapa besar pengaruh Financial Investment terhadap permintaan holding cash money baik secara langsung maupun tidak langsung melalui konsumsi durable goods.\ud Data diperoleh melalui kuesioner dengan sampel penelitian sebanyak 289 unit rumah tangga yang dilaksanakan pada tahun 2016. Pengambilan resonden dilakukan secara secara proportionate stratified random sampling di Kota Makassar dengan dasar stratifikasi pada jenis pekerjaan/mata pencaharian. Penelitian ini pada dasarnya merupakan jenis penelitian dasar yang bersifat deduktif maupun induktif (statistik inferensial-induktif) untuk melakukan verifikasi ulang teori permintaan uang dari perspektif makroekonomi ke arah lebih bersifat mikroekonomi. Metode analisis data menggunakan Simultaneous Equation Model. \ud Hasil penelitian menunjukkan bahwa total pengaruh family size terhadap permintaan holding cash money menunjukkan hubungan positif dan signifikan,yang menunjukkan masyarakat rasional dan menguatkan motif transaksi pada teori Keynes. Variabel dummy umur dan gender tidak berpengaruh signifikan terhadap permintaan holding cash money, yang mengarah ke Financial inclusion. Variabel dummy jenis pekerjaan berpengaruh signifikan terhadap permintaan holding cash money dan jam kerja yang mencerminkan produktifitas tidak berpengaruh signifikan terhadap permintaan holding cash money, kedua hasil peneltian mengarah ke money illusion. Variabel pendapatan tetap, pendapatan tidak tetap dan warisan secara keseluruhan berpengaruh positif dan signifikan terhadap permintaan holding cash money, hasil penelitian menguatkan motif memegang uang pada teori Keynes terakhir variabel Financial Investment berpengaruh positif dan signifikan terhadap permintaan holding cash money, hasil tersebut menyatakan bahwa terjadi fenomena money illusion pada masyarakat

Soichiro Takahashi - One of the best experts on this subject based on the ideXlab platform.

  • state space approach to adaptive fuzzy modeling for Financial Investment
    Applied Soft Computing, 2019
    Co-Authors: Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
    Abstract:

    Abstract This paper proposes a new adaptive learning framework for fuzzy system under dynamically changing environment. Especially, a state–space model with filtering algorithm, traditionally used for the estimation of unobservable state variables, is applied to online non-linear optimization problems by reinterpreting control variables and objective function as state variables and observation model, respectively. Our proposed methodology substantially improves the flexibility of the objective function, which enables to construct the adaptive fuzzy system achieving arbitrarily designed user’s objective. In addition, time-series structure is actively introduced into the parameter transition, whose proper modeling is expected to enhance the performance. Particularly, the introduction of mean-reversion process makes it possible to adaptively learn model parameters around specific predetermined levels obtained by existing learning methodologies. As an application of adaptive learning fuzzy system for Financial Investment, the current work focuses on the construction of the target return replication portfolio. Concretely, the target return is specified as zero floored market index considering investor’s great demand to construct a portfolio with restricted downside risk. The validity of our framework is shown by out-of-sample numerical experiments with the data of well-known high liquid instruments such as S&P500 and TOPIX, which indicates the robustness and reliability of our proposed method in practice.

  • state space approach to adaptive fuzzy modeling for Financial Investment
    Social Science Research Network, 2017
    Co-Authors: Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
    Abstract:

    This paper proposes a new state space approach to adaptive fuzzy modeling under the dynamically changing environment, where Bayesian filtering sequentially learns parameters including model structures as state variables. Moreover with a particle filtering algorithm, our approach is widely applicable to the machine learning for real-time observation data flows. To show the effectiveness of our framework, a Takagi-Sugeno-Kang fuzzy model is concretely designed for Financial portfolio construction based on a benchmark return, that is stock market index (e.g. S\&P 500 index) return with non-negative lower bound, and successfully attains fine risk-return profiles. An out-of-sample simulation with our proposed portfolio construction demonstrates the validity of our framework.

Masafumi Nakano - One of the best experts on this subject based on the ideXlab platform.

  • state space approach to adaptive fuzzy modeling for Financial Investment
    Applied Soft Computing, 2019
    Co-Authors: Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
    Abstract:

    Abstract This paper proposes a new adaptive learning framework for fuzzy system under dynamically changing environment. Especially, a state–space model with filtering algorithm, traditionally used for the estimation of unobservable state variables, is applied to online non-linear optimization problems by reinterpreting control variables and objective function as state variables and observation model, respectively. Our proposed methodology substantially improves the flexibility of the objective function, which enables to construct the adaptive fuzzy system achieving arbitrarily designed user’s objective. In addition, time-series structure is actively introduced into the parameter transition, whose proper modeling is expected to enhance the performance. Particularly, the introduction of mean-reversion process makes it possible to adaptively learn model parameters around specific predetermined levels obtained by existing learning methodologies. As an application of adaptive learning fuzzy system for Financial Investment, the current work focuses on the construction of the target return replication portfolio. Concretely, the target return is specified as zero floored market index considering investor’s great demand to construct a portfolio with restricted downside risk. The validity of our framework is shown by out-of-sample numerical experiments with the data of well-known high liquid instruments such as S&P500 and TOPIX, which indicates the robustness and reliability of our proposed method in practice.

  • state space approach to adaptive fuzzy modeling for Financial Investment
    Social Science Research Network, 2017
    Co-Authors: Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
    Abstract:

    This paper proposes a new state space approach to adaptive fuzzy modeling under the dynamically changing environment, where Bayesian filtering sequentially learns parameters including model structures as state variables. Moreover with a particle filtering algorithm, our approach is widely applicable to the machine learning for real-time observation data flows. To show the effectiveness of our framework, a Takagi-Sugeno-Kang fuzzy model is concretely designed for Financial portfolio construction based on a benchmark return, that is stock market index (e.g. S\&P 500 index) return with non-negative lower bound, and successfully attains fine risk-return profiles. An out-of-sample simulation with our proposed portfolio construction demonstrates the validity of our framework.

Akihiko Takahashi - One of the best experts on this subject based on the ideXlab platform.

  • state space approach to adaptive fuzzy modeling for Financial Investment
    Applied Soft Computing, 2019
    Co-Authors: Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
    Abstract:

    Abstract This paper proposes a new adaptive learning framework for fuzzy system under dynamically changing environment. Especially, a state–space model with filtering algorithm, traditionally used for the estimation of unobservable state variables, is applied to online non-linear optimization problems by reinterpreting control variables and objective function as state variables and observation model, respectively. Our proposed methodology substantially improves the flexibility of the objective function, which enables to construct the adaptive fuzzy system achieving arbitrarily designed user’s objective. In addition, time-series structure is actively introduced into the parameter transition, whose proper modeling is expected to enhance the performance. Particularly, the introduction of mean-reversion process makes it possible to adaptively learn model parameters around specific predetermined levels obtained by existing learning methodologies. As an application of adaptive learning fuzzy system for Financial Investment, the current work focuses on the construction of the target return replication portfolio. Concretely, the target return is specified as zero floored market index considering investor’s great demand to construct a portfolio with restricted downside risk. The validity of our framework is shown by out-of-sample numerical experiments with the data of well-known high liquid instruments such as S&P500 and TOPIX, which indicates the robustness and reliability of our proposed method in practice.

  • state space approach to adaptive fuzzy modeling for Financial Investment
    Social Science Research Network, 2017
    Co-Authors: Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi
    Abstract:

    This paper proposes a new state space approach to adaptive fuzzy modeling under the dynamically changing environment, where Bayesian filtering sequentially learns parameters including model structures as state variables. Moreover with a particle filtering algorithm, our approach is widely applicable to the machine learning for real-time observation data flows. To show the effectiveness of our framework, a Takagi-Sugeno-Kang fuzzy model is concretely designed for Financial portfolio construction based on a benchmark return, that is stock market index (e.g. S\&P 500 index) return with non-negative lower bound, and successfully attains fine risk-return profiles. An out-of-sample simulation with our proposed portfolio construction demonstrates the validity of our framework.

Mattheus F A Goosen - One of the best experts on this subject based on the ideXlab platform.

  • on the use of wind energy to power reverse osmosis desalination plant a case study from tenes algeria
    Renewable & Sustainable Energy Reviews, 2011
    Co-Authors: Djamila Abdeslame Dehmas, Nachida Kasbadji Merzouk, Nabila Kherba, Fouad Boukli Hacene, Mustapha Merzouk, Hacene Mahmoudi, Mattheus F A Goosen
    Abstract:

    The aim of this study was to provide a detailed analysis of wind energy resources for seawater reverse osmosis desalination (SWRO), in a case study region of Tenes Algeria, by using commercial Wasp software. An economic analysis of the environmental benefits was also done using RETScreen software to give details about Financial Investment hazards and CO2 emissions reduction. An energy yield and economical analysis was performed of a hypothetical wind farm consisting of 5 wind turbines of type Bonus 2Â MW. It was found that wind energy can successfully power a SWRO desalination plant in the case study region.