Pemodelan Harga Saham BSI dengan Metode Fuzzy Time Series Markov Chain

Authors

  • Salman Wajdi Fakultas Ekonomi dan Bisnis Islam, Universitas Islam Negeri Imam Bonjol Padang, Indonesia

DOI:

https://doi.org/10.31004/jptam.v6i1.3187

Keywords:

Harga Saham, Lembaga Keuangan, Model Fuzzy Time Series Markov Chain, Tingkat Akurasi MAPE

Abstract

Saham adalah salah satu instrumen lembaga keuangan yang paling populer. Salah satu pilihan perusahaan ketika memutuskan untuk pendanaan perusahaan adalah menerbitkan saham. Harga saham yang mengalami fluktuasi baik berupa kenaikan maupun penurunan membuat para investor membutuhkan suatu pemodelan untuk melihat pergerakan harga saham. Dengan adanya indikasi lonjakan atau turunan harga saham, perlu adanya pembentukan model dalam memprediksi harga saham BSI. Fluktuasi harga saham BSI dapat dimodelkan dengan model runtun waktu, salah satunya adalah Fuzzy Time Series Markov Chain (FTSMC). Pada penelitian ini dimodelkan harga saham BSI dari periode 2 Januari 2020 sampai 19 November 2021 sebanyak 460 data. Berdasarkan tingkat akurasinya yaitu nilai MAPE, model FTSMC memberikan nilai akurasi < 10% sehingga dapat disimpulkan bahwa model ini dapat memodelkan harga saham BSI dengan baik.

 

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Published

24-02-2022

How to Cite

Wajdi, S. . (2022). Pemodelan Harga Saham BSI dengan Metode Fuzzy Time Series Markov Chain. Jurnal Pendidikan Tambusai, 6(1), 1715–1724. https://doi.org/10.31004/jptam.v6i1.3187

Issue

Vol. 6 No. 1 (2022): April 2022

Section

Articles of Research

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