Perbandingan metode moving average (ma)dan neural network yang berbasis algoritma backprogaration dalam prediksi harga saham

Lestari, Megawaty (2019) Perbandingan metode moving average (ma)dan neural network yang berbasis algoritma backprogaration dalam prediksi harga saham. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Harga saham mengalami perubahan yang cepat dari waktu ke waktu.Pergerakan harga saham menjadi tolak ukur bagi para investor untuk mengambil keputusan kapan sebaiknya saham dibeli, dijual atau dipertahankan. Untuk itu diperlukan suatu model analisis dengan tingkat akurasi yang tinggi dalam membantu para investor mengambil keputusan untuk mengurangi resiko kerugian. Penelitian ini menggunakan perbandingan metode Moving Average dan Neural Network algoritma Backpropagation dalam memprediksi harga saham. Data yang digunakan merupakan data historis Jakarta Stock Exchange (^JKSE) dari tahun 2010 - April 2018 yang diperoleh melalui Yahoo Finance. Dari hasil penelitian dapat disimpulkan adalah semakin kecil hasil error, maka nilai akurasinya semakin baik. Semakin kecil target error, maka jumlah epoch akan semakin besar dalam perhitungan menggunakan metode Neural Network algoritma Backpropagation. Prediksi harga saham menggunakan metode Moving Average lebih akurat dibandingan metode Neural Network algoritma Backpropagation, dimana tingkat akurasi untuk Moving Average (MA) adalah 80,11% dan untuk Neural Network algoritma Backpropagation adalah 78,91%.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Lestari, Megawaty1501030372UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorPangaribuan, Jefri JuniferUNSPECIFIEDUNSPECIFIED
Uncontrolled Keywords: Prediksi Harga Saham, Moving Average, Neural Network, Backpropagtion
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: University Subject > Current > Faculty/School - UPH Medan > School of Information Science and Technology > Information Systems
Current > Faculty/School - UPH Medan > School of Information Science and Technology > Information Systems
Depositing User: Debora Sitepu
Date Deposited: 22 Jun 2021 09:01
Last Modified: 13 Jan 2022 02:42
URI: http://repository.uph.edu/id/eprint/34406

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