Muhammad, Alfin Alim (2020) Prediksi Harga Saham Menggunakan Markov Chain Monte Carlo. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Pengertian saham adalah tanda penyertaan modal seseorang atau badan usaha dalam suatu perusahaan atau perseroan terbatas. Saham menjadi investasi yang cukup menarik dan banyak dipilih penanam modal, karena memberikan tingkat keuntungan yang menarik dan cukup menantang. Ada dua analisa saham suatu perusahaan yaitu, secara fundamental dan teknikal. Analisa fundamental merupakan analisa kondisi perusahaan secara keseluruhan, baik analisa produk, keuangan, maupun pemasaran perusahaan. Sebelum memilih saham, investor harus memperhatikan analisa fundamental. Analisa teknikal dapat diartikan sebagai analisa terhadap pola pergerakan harga di masa lampau dengan tujuan untuk meramalkan harga di masa yang akan datang. Pada prediksi ini menggunakan analisa saham secara technical menggunakan simulasi Markov Chain Monte Carlo (MCMC) yang diaplikasikan pada Apache Spark. Dengan metode ini, MCMC akan menganalisa kemungkinan polapola apa saja yang mungkin terjadi di masa mendatang berdasarkan pola-pola yang pernah terjadi sebelumnya.
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Financial sector investment is an activity that attract a lot of public interest. One of them is investing funds in purchashing company’s shares. Stocks are proof of ownership of a company or business entity. Stocks are an attractive investment and quite challenging because they can provide large profits for investors if they predict correctly. Basically peoples buy stocks for long-term investment to get profit from dividen, but there are also investors who want to get benefit from buying and selling stock prices in the short-term periods. Predicting of stock prices become an attracctive and challenging because it can be easy and hard based on fundamental and technical analysis. Apply Bayesian inference to create prediction model and Markov Chain Monte Carlo (MCMC) to generate predicted data. By mathematically predicting stock prices become more
challengging, and spending much time to compute. But with parralel computing on Apache Spark requires less time.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Harga Saham, Analisa Teknikal, MCMC (Markov Chain Monte Carlo), Apache Spark =========================================================== Stocks, Technical, MCMC, Apache Spark |
| Subjects: | T Technology > T Technology (General) T Technology > T Technology (General) > T174 Technological forecasting T Technology > T Technology (General) > T57.5 Data Processing T Technology > T Technology (General) > T57.62 Simulation T Technology > TA Engineering (General). Civil engineering (General) > TA158.7 Computer network resources |
| Divisions: | Faculty of Intelligent Electrical and Informatics Technology (ELECTICS) > Computer Engineering > 90243-(S1) Undergraduate Thesis |
| Depositing User: | Alfin Alim Muhammad |
| Date Deposited: | 22 Aug 2020 02:08 |
| Last Modified: | 23 Jun 2023 08:15 |
| URI: | http://repository.its.ac.id/id/eprint/79113 |
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