Responsive Banner

Prediksi Harga Saham di Bursa Efek Indonesia (BEI) menggunakan Metode Fuzzy Tsukamoto

Arima, Ria Virgis (2011) Prediksi Harga Saham di Bursa Efek Indonesia (BEI) menggunakan Metode Fuzzy Tsukamoto. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.

[img] Text (Fulltext)
06550120.pdf - Accepted Version
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Download (2MB) | Request a copy

Abstract

ABSTRAK

Metode Fuzzy Tsukamoto telah banyak diaplikasikan dalam berbagai bidang, salah satunya dalam bidang financial. Pada penelitian ini, metode Fuzzy Tsukamoto digunakan untuk memprediksi data harga saham pada Bursa Efek Indonesia (BEI) karena konsep matematis yang mendasari penalaran logika Fuzzy sangat sederhana dan mudah dimengerti. Sehingga logika fuzzy dapat dibangun dan diaplikasikan tanpa harus melalui proses pelatihan.

Penelitian ini dilakukan untuk mengetahui nilai Z atau nilai rata-rata terbobot (hasil prediksi) berdasarkan variabel nilai permintaan, nilai penawaran, dan laju inflasi. Secara umum hasil penelitian dari beberapa indeks saham LQ45 menunjukkan tingkat prosentase error terendah terjadi pada saham ASRI yaitu
0% dan tingkat prosentase error tertinggi terjadi pada saham ADRO yaitu 2,5% dengan nilai inflasi 0,92 di bulan Desember 2010.

Dari hasil prosentase yang didapat diatas menunjukkan bahwa sistem prediksi harga saham berbasis web dengan metode Fuzzy Tsukamoto dapat memprediksi harga saham berdasarkan beberapa variabel yaitu nilai penawaran, nilai permintaan dan laju inflasi dengan akurat atau dengan persentase error yang rendah.

ABSTRACT

Tsukamoto fuzzy method has beenapplied in various fields,one inthe financial field. In this study, Tsukamoto fuzzy method is used topredict the stock price data on the Indonesia Stock Exchange (BEI) due to the mathematical concepts underlying fuzzy logicreasoning is very simple and easy to understand. Thus, fuzzy logiccan be built and applied without having to go through the training process.

This research was conducted to determine the Z value or weightedaverage value (the prediction) based on the value of the variabledemand, the bid price, and the rate of inflation. In general theresults of research from several LQ45 stock index shows the percentage of errors occurred in theshares ASRI lowest is 0 %andthe percentage of the highest error occurred in the shares of ADRO ie 2.5% withinflation of 0.92 in December 2010.

From the results obtained above percentages show that the system is web-based stock price prediction by Tsukamoto fuzzyinference to predict stock prices based on several variables: the bid price, the value of demand and inflation rates accurately or witha low percentage error.

Item Type: Thesis (Undergraduate)
Supervisor: Faisal, Muhammad and Nashichuddin, Achmad
Keywords: Prediksi Harga Saham; Fuzzy; Web Stock Price Prediction; Fuzzy; Web
Departement: Fakultas Sains dan Teknologi > Jurusan Teknik Informatika
Depositing User: Moch. Nanda Indra Lexmana
Date Deposited: 01 Jul 2023 05:25
Last Modified: 01 Jul 2023 05:25
URI: http://etheses.uin-malang.ac.id/id/eprint/50640

Downloads

Downloads per month over past year

Actions (login required)

View Item View Item