Rancang bangun aplikasi peramalan nilai saham menggunakan algoritma kalman filter

Sia, Erwin Ruslim (2014) Rancang bangun aplikasi peramalan nilai saham menggunakan algoritma kalman filter. Bachelor Thesis thesis, Universitas Multimedia Nusantara.

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Abstract

Setiap hasil prediksi yang ada memiliki probabilitas yang berbeda, termasuk prediksi di pasar saham. Agar dapat menghasilkan prediksi dengan probabilitas yang tinggi, laporan ini mencoba menjelaskan bagaimana Kalman Filter, sebuah algoritma yang menggunakan fungsi rekursif untuk memprediksi harga di masa depan, menghasilkan tingkat probabilitas yang tinggi dalam memprediksi harga saham. Perhitungan dilakukan terhadap dua perusahaan, yaitu XL Axiata Tbk. dengan persentase keberhasilan 95,83%, dan Astra Agro Lestari Tbk. dengan persentase keberhasilan 95,07%. Aplikasi ini dikembangkan menggunakan bahasa pemrograman C# dan menggunakan database SQL SERVER.

Item Type: Thesis (Bachelor Thesis)
Subjects: 000 Computer Science, Information and General Works > 000 Computer Science, Knowledge and Systems > 005 Computer Programming > 005.2 Programming for Specific Computers, Algorithm, HTML, PHP, java, C++
600 Technology (Applied Sciences) > 600 Technology > 600 Technology
Divisions: Faculty of Engineering & Informatics > Informatics
Depositing User: Administrator UMN Library
Date Deposited: 31 Jul 2017 05:54
Last Modified: 05 Apr 2023 06:07
URI: https://kc.umn.ac.id/id/eprint/1616

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