Yuliatin, Ika Lulus (2020) Pemodelan Transaksi Saham Kabupaten/Kota Di Jawa Bali Ditinjau Dari Sosial Kependudukan Dan Ekonomi Menggunakan Struktur Hirarki Bayesian Dua Tingkat. Masters thesis, InstitutTeknologi Sepuluh Nopember.
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Abstract
Kondisi perekonomian negara Indonesia cenderung fluktuatif sehingga dibutuhkan suatu cara untuk melihat tingkat fluktuasi tersebut, salah satunya dengan melihat perkembangan saham di pasar modal. Semakin maju tingkat ekonomi masyarakat maka semakin besar peran pasar modal di wilayah tersebut. Nilai indeks dan harga saham sangat berpengaruh pada keputusan seseorang untuk melakukan transaksi saham baik menjual maupun membeli saham di pasar modal. Naik turunnya indeks harga saham terjadi karena di dalam perekonomian ada kekuatan tertentu yang menyebabkan tingkat harga melonjak sekaligus baik dari segi faktor ekonomi maupun faktor sosial kependudukan. Berdasarkan uraian tersebut maka pada penelitian ini ingin dilakukan pemodelan jumlah nilai transaksi saham menggunakan struktur hirarki dua tingkat dengan pendekatan Bayesian di Provinsi Bali, Jawa Barat, Jawa Tengah, dan Jawa Timur ditinjau dari segi faktor sosial kependudukan dan ekonomi. Data transaksi saham dan faktor yang mempengaruhinya dalam penelitian ini merupakan data berstruktur hirarki dengan pola mengikuti distribusi Log Normal 2-parameter dan 3-parameter. Estimasi parameter model menggunakan metode Bayesian satu tingkat dan metode hirarki Bayesian. Pada model hirarki Bayesian dilakukan pemodelan alternatif 1 dan alternatif 2. Evaluasi kebaikan model menggunakan DIC. Hasil analisis menunjukan pemodelan terbaik menggunakan hirarki Bayesian pendekatan distribusi Log Normal 3-parameter.
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The condition of the Indonesian economy tends to fluctuate, so we need a way to see the level of fluctuation, one of which is by looking at the development of stocks in the capital market. The more advanced the community's economic level, the greater the role of the capital market in the region. The index value and stock price greatly influence a person's decision to conduct stock transactions, both selling and buying shares in the capital market. The rise and fall of the stock price index occur because in the economy certain forces cause the price level to jump at the same time both in terms of economic factors and social demographic factors. Based on this description, this study aims to model the number of stock transaction values using a two-level hierarchical structure with a Bayesian approach in the Provinces of Bali, West Java, Central Java, and East Java in terms of social, demographic and economic factors. Stock transaction data and the factors that influence it in this study are hierarchically structured data with a pattern following the 2-parameter and 3-parameter Log Normal distribution. Estimation of model parameters using a one-level Bayesian method and Bayesian hierarchical method. In the Bayesian hierarchical model, alternative 1 and alternative 2 modelings are carried out. Evaluate the goodness of the model using DIC. The analysis results show the best modeling using a hierarchical Bayesian approach 3-parameter Normal Log distribution.
| Item Type: | Thesis (Masters) |
|---|---|
| Uncontrolled Keywords: | DIC, Bayesian Hierarchy, Log Normal, Stock Transactions, DIC, Hirarki Bayesian, Log Normal, Transaksi Saham |
| Subjects: | H Social Sciences > HA Statistics > HA29 Theory and method of social science statistics H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models. |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49101-(S2) Master Thesis |
| Depositing User: | Ika Lulus Yuliatin |
| Date Deposited: | 27 Aug 2020 09:06 |
| Last Modified: | 27 Nov 2023 01:42 |
| URI: | http://repository.its.ac.id/id/eprint/81471 |
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