nan Suprayogi

Using the artificial neural network to assess bank credit risk: a case study of Indonesia

Ever since the Asian Financial Crisis, concerns have arisen over whether policy-makers have sufficient tools to maintain financial stability. The ability to predict financial disturbances enables the authorities to take precautionary action to minimize their impact. In this context, the authorities may use any financial indicators which may accurately predict shifts in the quality of bank exposures. This article uses key macro-economic variables (i.e. Gross Domestic Product (GDP) growth, the inflation rate, stock prices, exchange rates, and money in circulation) to predict the default rate of the Indonesian Islamic banks’ exposures. The default rates are forecasted using the Artificial Neural Network (ANN) methodology, which incorporates the Bayesian Regularization technique. From the sensitivity analysis, it is shown that stock prices could be used as a leading indicator of future problems.

A continuous berth template design model with multiple wharfs

ABSTRACT Berth planning plays an important role in improving the efficiency of a container terminal. This study focuses on the berth template problem (BTP), which determines the berthing windows of the calling ships within a planning horizon (e.g. a week) in a cyclical way. As a mid-term tactical decision problem, BTP provides the decision support for a terminal operator to negotiate the contracts with the shipping lines. This study develops an integer programming (IP) model aiming to minimize the total deviation, given the ship-dependent target times preferred by the shipping lines. To validate the model and illustrate the benefits of its use, we perform a numerical experiment based on operational data of a specific container terminal in Southeast Asia. Two IP-based heuristic methods are developed to take into account the decision framework of terminal operators in reaction to demand increases. The experiment results indicate that the model and the solution approaches can enhance the resource utilization and operational efficiency of container terminals.

Two-echelon supply chain inventory model with shortage, optimal reorder point, and controllable lead time

This paper considers a two-echelon supply chain inventory problem consisting of a single-supplier and a single-buyer. In the system under discussion, the supplier produces a product and supplies it to the buyer facing a stochastic demand condition. Buyers lead time is controllable that can be shortened at an added cost. In addition, all shortages are backordered. A model is formulated for an integrated supplier-buyer problem to simultaneously determine the optimal order quantity, reorder point, lead time, and the number of shipments from the supplier to the buyer during a production cycle. The objective function is to minimize the total expected cost of the system. An algorithm is developed to obtain the optimal solution and a numerical example is also included to show the results of the proposed model.

Discrete event simulation model for external yard choice of import container terminal in a port buffer area

Increasing container traffic and land acquisition problem for terminal expansion leads to usage of external yard in a port buffer area. This condition influenced the terminal performance because a road which connects the terminal and the external yard was also used by non-container traffic. Location choice problem considered to solve this condition, but the previous research has not taken account a stochastic condition of container arrival rate and service time yet. Bi-level programming framework was used to find optimum location configuration. In the lower-level, there was a problem to construct the equation, which correlated the terminal operation and the road due to different time cycle equilibrium. Container moves from the quay to a terminal gate in a daily unit of time, meanwhile, it moves from the terminal gate to the external yard through the road in a minute unit of time. If the equation formulated in hourly unit equilibrium, it cannot catch up the container movement characteristics in the termina...

City logistics for mega city: A conceptual model (Case study: DKI Jakarta)

As one of the mega cities in the world, to meet the needs of its population, DKI Jakarta not only faces logistics problem which is low availability, but also transportation problem which is traffic congestion. Those problems show that DKI Jakarta needs an urban logistics system that is not only effective and efficient, but also that does not add its transportation problem. Urban logistics system that takes into account traffic congestion is known as city logistics. Therefore, to address these needs, city logistics needs to be developed in DKI Jakarta. The importance of considering traffic congestion in developing urban logistics systems is due to traffic conditions that are getting worse lately in many cities in the world. This research is trying to develop city logistics that is able to solve low availability and traffic congestion problems as well. City logistics that is able to solve the problems has never been developed before. To develop city logistics for the problems, it needs to determine city logistics system, fundamental concept of city logistics, and initiatives of city logistics that are able to solve the problems.

Inland container depots effect for import container terminal performance at Koja container terminal, Jakarta based on optimization–simulation model

Increasing the container volume and the lack of land acquisition for terminal development is a problem encountered by container terminal operators in Indonesia in the last years. To maintain the high demand on terminal service, the operator uses Inland Container Depots (ICD) as one of the fastest and cheapest solutions with some limitations compared to port expansion. Capacity and location are issues that should be addressed when ICD is used as one of the capacity-solving problems. ICD operation will increase the ability of the terminal services, yet the connecting roads that are also used by non-container traffic will affect the transfer operation of containers from the terminal to ICD. The container movement from the terminal to ICD is determined by the value of Yard Occupancy Ratio (YOR). The method that integrates the decision of transferring containers from the terminal and selecting ICD locations is required to cope with this issue. Differences in cycle time equilibrium of terminal operations and connecting roads complicate the construction of analytical equations. Discrete Event Simulation is used to accommodate the difference of operating time cycle, a stochastic condition of arrival, service time, an integration of terminal operation process and ICD location selection. The case study of Koja Container Terminal was used to perform experimental test of the proposed method. The simulation model was constructed for one month of simulation. Level of demand and ICD capacity were factors to be tested in the model to calculate the effects of ICDs operation on the container terminal. Optimum Terminal – ICD configuration was chosen by maximizing the container cost difference of without and with ICDs. Total container cost consists of the container handling cost (discharge, transfer, lift on, lift off, custom check and storage costs) and the container time cost (waiting time and potentially demand unserved). Since the addition amount of ICDs will increase the handling cost and decrease the time cost, so, there are appropriate ICDs numbers for a certain level of demand. Experimental result of Koja container terminal showed that the optimum amount of ICDs will decrease the total container cost charged to the users for the demand level above the terminal capacity. Terminal throughput will increase but the dwell time will not reduce significantly. The optimum configuration for the condition is Terminal – ICD (Yos Sudarso) and ICD (LLRE Martadinata). Optimization based on Discrete Event Simulation can be used to obtain the optimum configuration of ICD terminal system at certain demand level and to measure the ICD effect on terminal performance, ICD and Connecting Road. Operation of the ICD will decrease the container cost but will not provide significant dwell time for terminal improvements.Increasing the container volume and the lack of land acquisition for terminal development is a problem encountered by container terminal operators in Indonesia in the last years. To maintain the high demand on terminal service, the operator uses Inland Container Depots (ICD) as one of the fastest and cheapest solutions with some limitations compared to port expansion. Capacity and location are issues that should be addressed when ICD is used as one of the capacity-solving problems. ICD operation will increase the ability of the terminal services, yet the connecting roads that are also used by non-container traffic will affect the transfer operation of containers from the terminal to ICD. The container movement from the terminal to ICD is determined by the value of Yard Occupancy Ratio (YOR). The method that integrates the decision of transferring containers from the terminal and selecting ICD locations is required to cope with this issue. Differences in cycle time equilibrium of terminal operations and co...

MODEL SIMULASI ALUR PROSES PETI KEMAS IMPOR PADA PEMILIHAN LOKASI EXTERNAL YARD DI KAWASAN PENYANGGA PELABUHAN

Abstract Increasing container flows and lack of land development for the container terminal, cause yard sub-functions are located in the port buffer area. This condition emerges additional transportation cost and causes traffic problems on the access road. This paper deals with simulation model construction which will be used to find optimum external yard configuration location in the port buffer area. Discrete Event Simulation Model will be used to simulate import container flow processes in the port container terminal. The Objective function of the external yard location model is to minimize user transport cost and to maximize operator benefit. Jakarta International Container Terminal data is used to construct the model. Model concept is run based on the scenario assumption of 3 TPS’s and 30 day simulation period. Based on three replicants and five times running, the optimum result is 3 TPSs simultaneously operation. The model needs detail elaboration in associated to model objective function and model optimization constraint. It is required detail validation, in term of service time value, distribution pattern and arrival rate in each unit server modelled in the next step of the research. Nevertheless, the model gives unique and relatively consistent result value of each trial. It is indicated that the method can be used to solve the research objective. Keywords : simulation model, import container, location model, external yard Abstrak Peningkatan arus peti kemas dan keterbatasan lahan terminal peti kemas menyebabkan beberapa subfungsi yard ditempatkan di kawasan penyangga pelabuhan. Kondisi ini menyebabkan tambahan biaya transportasi dan permasalahan lalulintas pada jalan akses. Makalah ini berkaitan dengan pembentukan model simulasi yang akan digunakan untuk menentukan lokasi optimum beberapa external yard di kawasan penyangga pelabuhan. Model Discrete Event Simulation digunakan dalam simulasi alur proses peti kemas impor. Fungsi tujuan model adalah minimasi biaya transportasi pengguna dan maksimasi keuntungan operator. Data peti kemas Jakarta International Container Terminal (JICT) digunakan untuk menyusun model. Konsep model dijalankan berdasarkan asumsi skenario tiga TPS dan 30 hari periode simulasi. Berdasarkan tiga replikasi dan lima percobaan running model , hasil optimum adalah pengoperasian tiga TPS bersamaan. Model perlu dielaborasi lebih lanjut terkait fungsi tujuan dan batasan model optimisasi. Diperlukan validasi rinci terhadap nilai waktu pelayanan, pola distibusi, dan tingkat kedatangan unit-unit pelayanan pada langkah selanjutnya dari penelitian. Walaupun demikian, model memberikan hasil yang unik dan relatif konsisten setiap percobaan. Hal ini mengindikasikan metode dapat digunakan untuk memecahkan tujuan penelitian. Kata-kata kunci : model simulasi , peti kemas impor, model lokasi, external yard

Single-tier city logistics model for single product

This research develops single-tier city logistics model which consists of suppliers, UCCs, and retailers. The problem that will be answered in this research is how to determine the location of UCCs, to allocate retailers to opened UCCs, to assign suppliers to opened UCCs, to control inventory in the three entities involved, and to determine the route of the vehicles from opened UCCs to retailers. This model has never been developed before. All the decisions will be simultaneously optimized. Characteristic of the demand is probabilistic following a normal distribution, and the number of product is single.

Production and delivery batch scheduling with a common due date and multiple vehicles to minimize total cost

This paper studies production and delivery batch scheduling problems for a single- supplier-to-a-single-manufacturer case, with multiple capacitated vehicles wherein different holding costs between in-process and completed parts are allowed. In the problem, the parts of a single item are first batched,then the resulting batches are processed on a single machine. All completed batches are transported in a number of deliveries in order to be received at a common due date. The objective is to find the integrated schedule of production and delivery batches so as to satisfy its due date and to minimize the total cost of associated in-process parts inventory, completed parts inventory and delivery. It should be noted that both holding costs constitute a derivation of the so-called actual flow time, and the delivery cost is proportional to the required number of deliveries. The problem can be formulated as an integer non-linier programming and it is solved optimally by Lingo 11.0 software. Numerical experiences show that there are two patterns of batch sizes affected by the ratio of holding costs of in-process and completed parts. It can be used by practitioners to solve the realistic integrated production and delivery batch scheduling problem.

Two-echelon inventory model with controllable reorder point and lead time subject to service level constraint

This paper considers a two-echelon supply chain inventory problem consisting of single-supplier and single-buyer. In the system under discussion, the supplier produces a product and supplies it to the buyer facing a stochastic demand condition. Buyers lead time is controllable that can be shortened at an added cost. In addition, all shortages are backordered. A model is formulated for an integrated supplier-buyer problem to simultaneously determine the optimal order quantity, reorder point, lead time, and number of shipments from the supplier to the buyer during a production cycle. Instead of having the shortage cost in the objective function, a service level constraint is included in the model. The objective function is to minimize the total expected cost of the system. An algorithm is developed to obtain the optimal solution and a numerical example is also included to show the results of the proposed model. The results show that for k* = 0.65, the convexity behavior of the joint total expected cost (JTEC) with respect to m is stopped to confirm the value of JTEC at a higher values of m. Therefore, the optimal solution is known as the number of shipments m* = 3, lead time L* = 4 weeks, order quantity Q* = 145.07 units, and the JTEC =