| dc.contributor.advisor | Kartono, Agus | |
| dc.contributor.advisor | Hardhienata, Hendradi | |
| dc.contributor.author | Iqbal, Muhammad | |
| dc.date.accessioned | 2021-08-01T02:29:45Z | |
| dc.date.available | 2021-08-01T02:29:45Z | |
| dc.date.issued | 2021 | |
| dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/108004 | |
| dc.description.abstract | Pasar modal syariah berkembang secara signifikan disebabkan banyaknya
investor mulai tertarik dengan saham syariah tersebut. Harga saham syariah dapat
dimodelkan menggunakan konsep fisika dengan menghubungkan parameter
ekonomi dengan parameter fisika. Model dengan persamaan Langevin Fraksional
merupakan model yang menggambarkan dinamika proses difusi berdasarkan gerak
Brown. Hasil model dari harga saham syariah menggunakan persamaan Langevin
Fraksional yang dihitung dengan metode Runge Kutta memperoleh nilai Mean
Absolute Percentage Error (MAPE), nantinya nilai ini digunakan untuk
mengevaluasi hasil model. Penelitian ini, hasil pemodelan dari saham syariah
beberapa perusahaan seperti, PT. Bank Tabungan Pensiunan Nasional Syariah Tbk
(BTPS) diperoleh nilai MAPE sebesar 6,12%, PT. Bank Rakyat Indonesia Syariah
Tbk (BRIS) diperoleh nilai MAPE sebesar 7,86%, sedangkan PT. Telkom
Indonesia Tbk (TLKM) diperoleh nilai MAPE sebesar 3,52%. Nilai MAPE yang
relatif kecil mengindikasikan bahwa model ini sesuai dengan data aktual. | id |
| dc.description.abstract | The sharia capital market has grown significantly since many investors have
begun to become interested in these sharia stocks. Islamic stock prices can be
modeled using the concept of physics by linking economic parameters with physics
parameters. The model of the Langevin Fractional equation is a model that
describes the dynamics of the diffusion process based on Brownian motion. The
results of the model of sharia stock prices using the Langevin Fractional equation
calculated by the Runge Kutta method obtain the Mean Absolute Percentage Error
(MAPE) value, later this value is used to evaluate the results of the modeling. This
study, the modeling results of the sharia stocks of several companies such as PT.
Bank Tabungan Pensiunan Nasional Syariah Tbk (BTPS) obtained a MAPE value
of 6.12%, PT. Bank Rakyat Indonesia Syariah Tbk (BRIS) obtained a MAPE value
of 7.86%, while PT. Telkom Indonesia Tbk (TLKM) obtained a MAPE value of
3.52%. Relatively small MAPE value indicates that this model follows the actual
data. | id |
| dc.language.iso | id | id |
| dc.publisher | IPB University | id |
| dc.title | Pemodelan Harga Saham Syariah dengan Persamaan Langevin Fraksional pada Gerak Brown Menggunakan Metode Runge Kutta | id |
| dc.type | Undergraduate Thesis | id |
| dc.subject.keyword | Brown | id |
| dc.subject.keyword | Langevin Fraksional | id |
| dc.subject.keyword | Harga Saham Syariah | id |
| dc.subject.keyword | MAPE | id |
| dc.subject.keyword | Brownian | id |
| dc.subject.keyword | Langevin Fractional | id |
| dc.subject.keyword | MAPE | id |
| dc.subject.keyword | Sharia Stock Prices | id |
