Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.

7. The Econometric Modelling of Financial Time Series

The existence of methodology for ranking and mitigating the risk of non-value added activities in manufacturing strongly support the realization of sustainable manufacturing practice. However, endeavours to create tools and methodology to rank the risk of non-value added activities are mostly devoted on product design and manufacturing and very rarely in maintenance engineering discipline. Motivated by such scarcity, the goal of this study is attempted to develop a modified FMEA (Failure Mode and Effect Analysis) as means to access the criticality of waste in maintenance operations. In an attempt to facilitate decision makers in appraising the criticality of maintenance waste occurrence, an improved model for ranking the risk of maintenance waste mode by using Waste Priority Number (WPN) is proposed

Peer Review) Modified Failure Mode and Effect Analysis (FMEA) Model for Accessing the Risk of Maintenance Waste

Purpose




The purpose of this paper is twofold: first, to explore the relationship between success parameters and implementation of advanced manufacturing technology (AMT); and second, to examine the changes required in manufacturing system as a result of AMT implementation.




Design/methodology/approach




The first order confirmatory factor analysis was performed to validate the presence of observed variables on their respective latent variable. Structural equation modeling is used to test the considered eight hypotheses.




Findings




The finding indicates that all five success factors are positively related to the AMT implementation. The redesign in the production system and organization strategy is directly related to the AMT implementation. The notable finding is the AMT implementation has no direct impact on the redesign of human resource, but it has mediated impact through the production system.




Research limitations/implications




The originality and reliability of data collected for research purpose merely depends upon information and the accessible resources.




Originality/value




The outcome of the present work gives rise to meaningful implications for researchers and practitioners as well.

Exploring the key success factors of advanced manufacturing technology implementation in Indian manufacturing industry

Tingginya permintaan konsumen dalam memiliki rumah atau hunian khususnya di kota Samarinda membuat konsumen harus teliti dalam memilih rumah yang sesuai dengan kriteria-kriteria yang diinginkan. Menyadari itu semua akhir-akhir ini banyak developer menawarkan berbagai alternative rumah dari mulai harga, lokasi, desain, maupun cara pembayaran. Perkembangan di lapangan menunjukkan bahwa konsumen dalam memilih perumahan ada empat aspek setidaknya yang dijadikan sebagai bahan pertimbangan yaitu: harga, luas tanah, waktu tempuh kepusat kota dan akses menuju perumahan . Penelitian ini menghasilkan aplikasi berbasis website guna membantu konsumen memilih perumahan yang dinginkan dengan menggunakan metode SAW. Metode Simple Additive Weighting (SAW) merupakan salah satu metode untuk penyelesaian masalah multi-attribute decision making. Konsep dasar metode SAW adalah mencari penjumlahan terbobot dengan rating kinerja pada setiap alternatif pada semua atribut.

http://e-journals.unmul.ac.id/index.php/SAKTI/article/download/259/pdf

Sistem pendukung keputusan pemilihan rumah tinggal di perumahan menggunakan metode simple additive weighting (saw) (studi kasus : kota samarinda)

A method for estimating the influence of advanced manufacturing tools on the manufacturing competitiveness of Maquiladoras in the apparel industry in Central America

The paper discusses the decision making problem for worker selection. To solved this problem is applied the Fuzzy Analytical Hierarchy Process, development of the ordinary Analytical Hierarchy Process which created to handle the subjectivity of multi-criteria. The best choice by Fuzzy Analytical Hierarchy Process showed that subjectivities criteria have been included comparing by the ordinary Analytical Hierarchy Process.


Abstract in Bahasa Indonesia :

Makalah ini membahas mengenai masalah pengambilan keputusan untuk memilih alternatif karyawan terbaik. Untuk memecahkan masalah ini digunakan Fuzzy Analytical Hierarchy Process, pengembangan Analytical Hierarchy Process konvensional yang dirancang untuk menangani permasalahan yang kriteria-kriterianya lebih banyak bersifat subjektif. Pilihan karyawan terbaik dengan Fuzzy Analytical Hierarchy Process menunjukkan bahwa subjektifitas kriteria sangat diperhatikan dibandingkan dengan menggunakan Analytical Hierarchy Process konvensional. 

Kata kunci: Analytical Hierarchy Process, Fuzzy Analytical Hierarchy Process.

/pdf/aplikasi-fuzzy-analytical-hierarchy-process-dalam-seleksi-4s4q4gt7en.pdf

Aplikasi fuzzy analytical hierarchy process dalam seleksi karyawan

The selecting of the right maintenance system strategy can give an optimum result in achieving productivity of a production process. The right method is needed in choosing this strategy, so that the decision-maker can make the right decision.
Methods used in the selecting of the maintenance system strategy is Multi Criteria Decision-Making, especially Analytical Hierarchy Process (AHP), and Heuristic Method. Heuristic method is used to decide the most critical criteria in the choosing of processing system strategy.


Abstract in Bahasa Indonesia :

Pemilihan strategi sistem perawatan yang tepat dapat memberikan hasil yang optimum dalam pencapaian produktivitas suatu proses produksi. Didalam pemilihan strategi ini diperlukan suatu metode yang tepat agar decision maker dapat membuat keputusan yang tepat. 
Metode yang digunakan dalam pemilihan strategi sistem perawatan adalah Multi-Criteria Decision Making, khususnya Analytical Hierarchy Process( AHP) dan Metode Heuristic.Metode Heuristic digunakan untuk menetukan kriteria yang paling kritis dalam pemilihan strategi sistem perawatan.

Kata kunci: analytical hierarchy process, perawatan

/pdf/penerapan-multi-criteria-decision-making-dalam-pengambilan-52cyi4xque.pdf

Penerapan multi-criteria decision making dalam pengambilan keputusan sistem perawatan

The aim of this paper is to present critical factors that constitute a successful implementation of the Advanced Manufacturing Technologies (AMT) in Small Medium Enterprise (SME). Many large companies have applied AMT and the applications have shown significant results in this global market era. Conveniently, these phenomenons are also engaged to Small Medium Enterprises (SME) that of high demands on performing high quality product, fast delivery, reliable and more flexible. The implementation of AMT follow several processes namely pre installation, installation, improvement and mature. In order to guarantee the succesfull of running these processes, one should consider the Critical Success Factors (CSF). We conducted a survey to 125 SMEs that have implemented AMT, and found that the CSF for each process are moderately different. Good leadership is the main critical success factor for preparing and installation of the AMT. Once the AMT started or installed and arrived at growth stage, the financial availability factor turns into a critical success factor in the AMT implementation. In, mature stage, the support and commitment of top management becomes an important factor for gaining successful implementation. By means of factor analysis, we could point out that strategic factors are the main factors in pre-installation and installation stage. Finally, in the growth stage and mature stage, both tactical and strategic factors are the important factors in the successful of AMT implementation

/pdf/advanced-manufacturing-technology-implementation-process-in-3f195c20ry.pdf

Advanced Manufacturing Technology Implementation Process in SME: Critical Success Factors

Occupational Health and Safety plays a crucial role in all companies or oganizations. The Indonesian Regulations of Occupational Health and Safety have been embroidered on UU No. 1 of 1970, which have been explicitly applied in all the Indonesian companies or oganizations. HIRADC is often used by management to resolve the issue of Occupational Health and Safety. HIRADC is divided into three parts: Hazard Identification, Risk Assessment, and Determining Control. HIRADC, which is annually reviewed and updated by the management, discovers and controls the potential hazards that exist around the working environment. It goes in line with OSHAS 18001:2007 and ISO 14001:2004.

Perancangan Hazard Identification, Risk Assessment, And Determining Control (HIRADC) Di Schneider Electric Cikarang

Nowadays, in general low-cost houses have some problems, such as lack of building quality, high price of land, condition of infrastructure and public facilities are below the standard. This paper wants to know the influence of product quality, location, building design, infrastructures and public facilities on the satisfaction of type 36 low-cost house residents in Sidoarjo, East of Java. For sampling, this research used purposive sampling techniques with double linear regression. Result of the research finds out that with t test factors of product quality, location, building design, infrastructures and public facilities are influenced and simultanly influenced with F test on the satisfaction of low-cost houses residets.


Abstract in Bahasa Indonesia : 

Pada saat ini ini, umumnya rumah sederhana mempunyai permasalahan pada kualitas bangunan yang kurang baik, harga tanah yang mahal serta sarana dan prasarana yang tidak memenuhi standar yang ada. Tulisan ini bertujuan untuk mengetahui pengaruh faktor kualitas produk, lokasi, desain bangunan, sarana dan prasarana terhadap kepuasan penghuni rumah sederhana tipe 36 di kawasan Sidoarjo, Jawa Timur. Pada penelitian ini teknik sampling yang digunakan adalah Purposive Sampling dengan analisis regresi linier berganda. Kesimpulan hasil penelitian ini menunjukan bahwa dengan uji t faktor-faktor kualitas bangunan, lokasi, desain bangunan, sarana dan prasarana memiliki pengaruh dan secara simultan berpengaruh terhadap kepuasan penghuni dengan uji F. 
Kata kunci: kualitas produk, lokasi, desain bangunan, sarana dan prasarana, kepuasan penghuni, rumah sederhana.

/pdf/analisis-kepuasan-penghuni-rumah-sederhana-tipe-36-di-19mkir7gd2.pdf

Jani Rahardjo

Papers

Aplikasi fuzzy analytical hierarchy process dalam seleksi karyawan

Penerapan multi-criteria decision making dalam pengambilan keputusan sistem perawatan

Advanced Manufacturing Technology Implementation Process in SME: Critical Success Factors

Perancangan Hazard Identification, Risk Assessment, And Determining Control (HIRADC) Di Schneider Electric Cikarang

Analisis kepuasan penghuni rumah sederhana tipe 36 di kawasan sidoarjo berdasarkan faktor kualitas bagunan lokasi desain sarana dan prasarana