Jurnal Matematika Integratif
Vol 10, No 1: April, 2014

Prediksi Trend Pergerakan Harga Saham dengan Hidden Markov Model (HMM) dan Support Vector Machine (SVM)

Firdaniza Firdaniza (Prodi Matematika,Fakultas MIPA, UniversitasPadjadjaran)
Jondri Jondri (Prodi Teknik Informatika Universitas Telkom)

Article Info

Publish Date
19 Jul 2020

Abstract

Prediksi trend pergerakan harga saham sangatlah dibutuhkan untuk meningkatkan potensi keuntungansekaligus mengurang kemungkinan rugi. Berbagai metode telah digunakan untuk memprediksi trendpergerakan harga saham. Pada paper ini, dibahas metode Hidden Markov Model (HMM) dan Support VectorMachine (SVM) sebagai alat untuk memprediksi trend naik turunnya harga close Indeks LQ45. Akurasi prediksidengan HMM sebesar 50,98%, sementara dengan SVM sebesar 55,56%.

Copyrights © 2014




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Journal Info
Jurnal Matematika Integratif
Website

Abbrev

jmi

Publisher

Universitas Padjadjaran

Subject

Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Electrical & Electronics Engineering Engineering Mechanical Engineering Transportation

Description

Jurnal Matematika Integratif (JMI) is a national journal intended as a communication forum for mathematicians and other scientists from many practitioners who use mathematics in research. JMI received a manuscript in areas of study mathematics widely, and math-based multidisciplinary studies derived ...