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Title: | Fuzzy Time Series Markov Chain dan Aplikasinya pada Prediksi Harga Saham Jakarta Islamic Index (JKII) |
Other Titles: | Fuzzy Time Series Markov Chain and Its Application in Jakarta Islamic Index (JKII) Stock Price Prediction |
Authors: | Mangku, I Wayan Sumarno, Hadi Putri, Nafisah |
Issue Date: | 2023 |
Publisher: | IPB University |
Abstract: | Saham atau stock merupakan instrumen investasi yang populer dan banyak
dipilih oleh para investor karena mampu memberikan tingkat keuntungan yang
menarik. Pergerakan harga penutupan saham yang flukluatif membuat para investor
sulit untuk mengikuti naik atau turunnya harga saham. Oleh sebab itu dibutuhkan
suatu model matematis untuk meramalkan harga saham. Salah satu metode yang
dapat digunakan untuk peramalan harga saham adalah metode fuzzy time series
Markov chain. Penelitian ini menggunakan data harga penutupan saham Jakarta
Islamic Index (JKII) dari Januari 2016 sampai Maret 2022. Penelitian ini
menggunakan 7 himpunan, dan hasil yang didapatkan yaitu ramalan harga
penutupan saham Jakarta Islamic Index (JKII) untuk bulan April 2022 sebesar
580.5576 dengan tingkat penyimpangan sebesar 2.2996%. Stocks are popular investment instruments and are widely chosen by investors because they are able to provide attractive profit levels. The fluctuating movement of closing stock prices makes it is difficult for investors to follow rising or falling stock prices. Therefore it is needed a mathematical model to forecast stock prices. One method that can be used to forecast stock price is the fuzzy time series Markov chain method. This study uses Jakarta Islamic Index (JKII) closing price data from January 2016 to March 2022. This study uses 7 sets, and the results obtained are the Jakarta Islamic Index (JKII) closing stock price forecast for April 2022 of 580.5576 with a level deviation of 2.2996%. |
URI: | http://repository.ipb.ac.id/handle/123456789/123106 |
Appears in Collections: | UT - Mathematics |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Cover, Lembar Pernyataan, Abstrak, Lembar Pengesahan, Prakata, Daftar Isi.pdf Restricted Access | Cover | 790.61 kB | Adobe PDF | View/Open |
G54190018_Nafisah Putri.pdf Restricted Access | Fullteks | 2.39 MB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 702.52 kB | Adobe PDF | View/Open |
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