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All Journal Pattimura International Journal of Mathematics (PIJMath)
Ismanto Hadi Susanto
Department of Accounting Magister, University of Wijaya Kusuma Surabaya
Mathematics

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Unscented Kalman Filter and H-Infinity for Travel Company Stock Price Estimation Puspandam Katias; Ismanto Hadi Susanto; Teguh Herlambang; Mohamad Yusak Anshori
Pattimura International Journal of Mathematics (PIJMath) Vol 1 No 2 (2022): Pattimura International Journal of Mathematics (PIJMath)
Publisher : Pattimura University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (414.728 KB) | DOI: 10.30598/pijmathvol1iss2pp81-88

Abstract

The travel and hotel industry is one of the industries experiencing rapid growth. As the population grows, the need for travel and accommodation services gets higher. This is one of the factors contributing a rapid increase in such service industry. Competition in the economy and business world is getting tougher from year to year both within a country and abroad. Considering that Indonesia is a country comprised of many islands with a variety of natural beauty, it has the very potential for tourist resort attraction. This kind of thing leads to the growth of the Hotel and Travel industry to support tourism development. With such rapid service industry development, supported by promising business opportunities, investors for such sector are encouraged. The right way to reduce risk for investors interested is to develop a system for estimating the stock prices. Therefore, in this study, the stock price estimation method applied for travel companies adopted Advanced Kalman Filter, a comparison of H-Infinify and Unscented Kalman Filter (UKF) as a chart for investors to take into consideration in their investment decision making. The simulation results showed that the UKF method had higher accuracy than the H-Infinify method with an error by the UKF of 3.2% and that by the H-Infinify of 9.6%.
Co-Authors Mohamad Yusak Anshori Puspandam Katias Teguh Herlambang