Edwina, Edwina (2020) Penambangan Pola Pergerakan Harga Saham Menggunakan Fuzzy Utility Mining. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Saham tidak dapat dilepaskan dalam penentuan berinvestasi sebagai tanda penyertaan modal dari perseorangan atau badan usaha. Pemahaman karakteristik pergerakan harga saham menjadi hal dasar bagi para investor tetapi sulit dikarenakan kenaikan atau penurunan harga saham yang drastis setiap waktunya, terlebih lagi akan menjadi beresiko bagi investor pemula. Pemberian rekomendasi saham yang menguntungkan dan mudah dipahami adalah tujuan utama Tugas Akhir ini. Untuk hal tersebut, Tugas Akhir ini mendefinisikan tipe fuzzy return dan selang atau lama waktu fuzzy dari setiap tipe pergerakan harga sahamnya. Selanjutnya dilakukan ekstraksi pola pergerakan harga saham beserta informasi besar keuntungannya menggunakan metode fuzzy utility itemset mining. Dari hasil eksperimen pada data historis harga saham tahun 2018 sampai 2019, diberikan saran bahwa perusahaan pada sektor basic materials and utilities, yaitu PT Aneka Tambang (Persero) Tbk. dan PT Perusahaan Gas Negara (Persero) Tbk. memiliki pola pergerakan harga saham yang paling menguntungkan.
Kata Kunci: Pergerakan harga saham, fuzzy, fuzzy utility itemset mining
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Stocks are being inseparable to investment plans as an evidence of capital investment of a person or a company. Understanding the characteristics of stock price co-movements becomes a fundamental skill for investors. However, it is a difficult task due to the stock price trend even more risky for novices without knowing its trend. Therefore, this study delivers a recommendation on stocks of company that brings profit and also easy to understand as our main goals. This study defined fuzzy return types, and their time intervals and volumes. According to the fuzzy terms, we extract stock price co-movement patterns that hold most profits using fuzzy utility mining method. The experimental results for the historical stock price from 2018 to 2019 suggested that companies in basic materials and utilities sector, i.e., PT Aneka Tambang (Persero) Tbk. and PT Perusahaan Gas Negara (Persero) Tbk., have stock price co-movement patterns with the highest profits compared to others.
Keywords: Stock price co-movements, fuzzy, fuzzy utility itemset mining
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | RSMa 511.313 Edw p-1 • Edwina |
| Uncontrolled Keywords: | pergerakan harga saham, fuzzy, fuzzy utility itemset mining, stock price co-movements |
| Subjects: | Q Science > QA Mathematics > QA76.9.D343 Data mining. Querying (Computer science) |
| Divisions: | Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis |
| Depositing User: | Edwina Edwina |
| Date Deposited: | 22 Aug 2020 08:29 |
| Last Modified: | 07 Jul 2023 15:46 |
| URI: | http://repository.its.ac.id/id/eprint/79831 |
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