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Prediksi Harga Saham pada PT. ABCD menggunakan Ensemble Kalman Filter

Zeta - Math Journal

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Title Prediksi Harga Saham pada PT. ABCD menggunakan Ensemble Kalman Filter
 
Creator Katias, Puspandam
Fidita, Denis
Herlambang, Teguh -
 
Description Stock Exchange is established as an effort to link both stock / security sellers and buyers. Securities often traded in stock market is share. The intention of an investor in investment is to have the lowest risk and to gain the highest profit. To make decision for optimal investment, calculation on the estimate of future return to be gained is necessarily made. One of estimate calculation methods considered the most objective is by applying  the Ensemble Kalman filter (EnKF) method. Ensemble Kalman filter is a method of estimation of condition variable of discrete linear dynamic system that minimizes covarian error of estimation. So, this study aims to apply share price estimation method for close prices of share of PT. ABCD by Ensemble Kalman Filter method as investor' consideration in investment with an error of  3% - 5%.
 
Publisher Universitas Islam Madura
 
Date 2018-05-24
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://journal.uim.ac.id/index.php/zeta/article/view/20
10.31102/zeta.2018.4.1.24-27
 
Source Zeta - Math Journal; Vol 4 No 1 (2018): Mei 2018; 24-27
2579-5864
2459-9948
10.31102/zeta.v4i1
 
Language eng
 
Relation https://journal.uim.ac.id/index.php/zeta/article/view/20/105
 
Rights Copyright (c) 2018 Puspandam Katias, Denis Fidita, Teguh - Herlambang
http://creativecommons.org/licenses/by-sa/4.0