Mareita, Made Astla Della (2022) Perbandingan Kalman Filter Dan Unscented Kalman Filter Dalam Prediksi Harga Saham. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Penelitian ini bertujuan untuk melakukan prediksi harga saham dalam jangka waktu pendek dengan membandingkan metode Kalman Filter dan Unscented Kalman Filter. Data yang digunakan dalam penelitian ini adalah data sekunder historical data saham BBRI dari PT Bank Rakyat Indonesia (Persero) Tbk dan saham BBCA dari PT Bank Central Asia Tbk yang merupakan kategori Top Market Capitalization per 30 Desember 2021. Berdasarkan hasil simulasi prediksi harga saham menggunakan software MATLAB, diperoleh hasil perbandingan akurasi prediksi dari kedua metode tersebut. Penelitian ini memberikan informasi mengenai kinerja masing-masing metode dalam prediksi harga saham jangka pendek.
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This study aims to predict stock prices in the short term by comparing the Kalman Filter and Unscented Kalman Filter methods. The data used in this study is secondary historical stock data of BBRI from PT Bank Rakyat Indonesia (Persero) Tbk and BBCA stock from PT Bank Central Asia Tbk, which are categorized as Top Market Capitalization as of December 30, 2021. Based on the results of stock price prediction simulations using MATLAB software, a comparison of the prediction accuracy of both methods was obtained. This study provides information on the performance of each method in short-term stock price prediction.
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | RSMa 519.544 Mar p-1 2022 |
| Uncontrolled Keywords: | Kalman Filter. Unscented Kalman Filter. Kalman Filter. Unscented Kalman Filter. |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Mathematics and Science > Mathematics > 44201-(S1) Undergraduate Thesis |
| Depositing User: | Mr. Marsudiyana - |
| Date Deposited: | 09 Jun 2026 00:42 |
| Last Modified: | 09 Jun 2026 00:42 |
| URI: | http://repository.its.ac.id/id/eprint/133640 |
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