Penemuan Pola Pergerakan Harga Saham Di Indonesia Pada Masa Pandemi COVID-19 Menggunakan Top K Association Rules Mining

Safitri, Chozainurrohmah (2022) Penemuan Pola Pergerakan Harga Saham Di Indonesia Pada Masa Pandemi COVID-19 Menggunakan Top K Association Rules Mining. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Penelitian ini mengekstrak pola pergerakan harga saham saat pandemi COVID-19 berdasarkan aturan asosiasi dan banyaknya pola teratas k, yang disebut juga pola top-k. Untuk menambang pola top-k, penelitian ini menggunakan Top-K Association Rules Mining algorithm. Tujuan dari penelitian ini adalah untuk memberikan rekomendasi saham yang mudah dipahami dengan menunjukkan korelasi antara saham dengan pergerakan COVID-19. Oleh karena itu, penelitian ini juga berfokus untuk mendefinisikan tipe return dari pergerakan harga saham dan tipe selisih dari pergerakan COVID-19 berdasarkan himpunan fuzzy. Dari data pegerakan COVID-19 dan historis harga saham tahun 2020 sampai tahun 2021 dengan menggunakan Algoritma Top-K Association Rules Mining dengan nilai k = 200, pola pergerakan harga saham saat pandemi COVID-19 menunjukkan bahwa pandemi COVID-19 memengaruhi beberapa pergerakan harga saham pada 4 perusahaan dengan penjualan rugi rendah, yaitu PT Indofarma Tbk. (INAF.JK), PT Unilever Indonesia Tbk. (UNVR.JK), PT Lippo Karawaci Tbk. (LPKR.JK), dan PT Bank Danamon Indonesia Tbk. (BDMN.JK). =================================================================================================== This study attempts to discover stock price co-movements patterns during COVID-19 pandemic including association rule and the number of top pattern (k) called top-k patterns. The main goal of this study is to provide a recommendation on stocks it is simple to understand by showing a correlation between stock price and the COVID-19 movement. To do so, this study formulates fuzzy sets of return types of stock price movements and difference types of COVID-19 movements. Based on COVID-19 movements data and historical stock price starting from 2020 until 2021 using Top-K Association Rules Mining with k = 200, the pattern of stock price during COVID-19 pandemic showed that the COVID-19 pandemic affected the movement of several stock prices in 4 companies with low cost sales, PT Indofarma Tbk. (INAF.JK), PT Unilever Indonesia Tbk. (UNVR.JK), PT Lippo Karawaci Tbk. (LPKR.JK), dan PT Bank Danamon Indonesia Tbk. (BDMN.JK)

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Harga Saham, Pola Pergerakan, Himpunan Fuzzy, Top-K Association Rules Mining}, COVID-19, Stock Price, Movement Pattern, Fuzzy Set
Subjects: Q Science > QA Mathematics > QA76.9.D343 Data mining. Querying (Computer science)
Q Science > QA Mathematics > QA248_Fuzzy Sets
Divisions: Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User: Chozainurrohmah Safitri
Date Deposited: 09 Feb 2022 06:30
Last Modified: 09 Feb 2022 06:30
URI: https://repository.its.ac.id/id/eprint/93180

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