Optimalisasi Cash Flow Perusahaan Terdampak COVID-19 di DKI Jakarta Menggunakan Model Arus Kas Regime-Switching dengan Metode Genetic Algorithm

Widianto, Aldi Eka Wahyu (2021) Optimalisasi Cash Flow Perusahaan Terdampak COVID-19 di DKI Jakarta Menggunakan Model Arus Kas Regime-Switching dengan Metode Genetic Algorithm. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pandemi COVID-19 berdampak pada berbagai bidang kehidupan salah satunya bidang ekonomi industri/manufaktur. Berbagai permasalahan dihadapi oleh perusahaan manufaktur. Salah satu yang utama adalah pengurangan jumlah pekerja akibat infeksi COVID-19 sebab sangat berdampak pada produktivitas perusahaan. Hal tersebut membuat perusahaan perlu memikirkan kebijakan strategis terkait penghentian dan reaktivasi produksinya. Pada Tugas Akhir ini dilakukan pemodelan cash flow menggunakan model arus kas regime-switching berdasarkan model SIRD stokastik Gray-Rihan. Parameter serta variabel keadaan dari model stokastik diestimasi menggunakan genetic algorithm dengan menghasilkan rata-rata MAPE sebesar 10,7304%. Kemudian dilakukan optimalisasi cash flow menggunakan genetic algorithm dan diperoleh ambang batas penghentian produksi IH sebesar 3,971% serta ambang batas reaktivasi produksi IL sebesar 1,276%. Diperoleh nilai cash flow optimal sebesar Rp696.996.798.

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The COVID-19 pandemic impacts various fields, one of which is the industrial economy. Various problems faced by manufacturing companies. One of the main ones is the reduction in the number of employees due to COVID-19 infection because it has a huge impact on the company’s productivity. This makes the company have to think about policies related to the suspension and reactivation of its production. In this final project, cash flow modeling was done using a regime-switching cash flow model based on the Gray-Rihan stochastic SIRD model. Parameters and state variables of the stochastic model were estimated using a genetic algorithm and the resulting MAPE average was 10,7304%. Then the optimization of cash flow was done using a genetic algorithm and obtained the mothballing threshold IH of 3,971% and the reactivation threshold IL of 1,276%. The optimal cash flow value is IDR696,996,798.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	COVID-19, parameter estimation, cash flow, regime-switching, genetic algorithm, estimasi parameter
Subjects:	H Social Sciences > HG Finance > HG4012 Mathematical models Q Science > QA Mathematics > QA274.7 Markov processes--Mathematical models. Q Science > QA Mathematics > QA371 Differential equations--Numerical solutions Q Science > QA Mathematics > QA402.5 Genetic algorithms. Interior-point methods.
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Aldi Eka Wahyu Widianto
Date Deposited:	27 Aug 2021 03:54
Last Modified:	27 Aug 2021 03:54
URI:	http://repository.its.ac.id/id/eprint/89784

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