Prediksi Indeks Harga Saham dengan Metode Gabungan Support Vector Regression dan Jaringan Syaraf Tiruan

Authors

  • Lisbeth Evalina Siahaan Telkom University

DOI:

https://doi.org/10.21108/INDOJC.2017.2.1.45

Abstract

Harga suatu saham berubah secara cepat dari waktu ke waktu. Pergerakan indeks harga saham menjadi tolak ukur para pemilik saham untuk membuat keputusan kapan sebaiknya saham dibeli, dijual atau dipertahankan. Untuk itu diperlukan suatu model yang dapat memprediksi indeks harga saham untuk memantau pergerakan tersebut dan membantu para pemilikk saham dalam mengambil keputusan. Penelitian ini mengusulkan metode untuk memprediksi pergerakan harga saham dengan menggunakan metode gabungan Support Vector Regression (SVR) pada tahap dan Jaringan Syaraf Tiruan (JST) pada tahap kedua. Pada penelitian ini, Algoritma Genetika atau Genetic Algorithm (GA) akan digunakan untuk melakukukan optimasi parameter SVR. Prediksi dibuat untuk 1, 3, 5, 7, 10, 15, dan 30 hari kedepan. Dari serangkaian uji coba yang dilakukan, SVR-JST (SVR dioptimasi GA) memberikan tingkat kesalahan lebih kecil dibandingkan dengan metode JST.

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Author Biography

Lisbeth Evalina Siahaan, Telkom University

School of Computing, Telkom University

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Published

2017-09-14

How to Cite

Siahaan, L. E. (2017). Prediksi Indeks Harga Saham dengan Metode Gabungan Support Vector Regression dan Jaringan Syaraf Tiruan. Indonesian Journal on Computing (Indo-JC), 2(1), 21–30. https://doi.org/10.21108/INDOJC.2017.2.1.45

Issue

Vol. 2 No. 1 (2017): Maret, 2017

Section

Articles

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