Path: TopS2-ThesesMBA-Technology2001


PERAMALAN HARGA SAHAM DENGAN METODA
ARTIFICIAL NEURAL NETWORK

STOCK PRICE PREDICTION WITH
ARTIFICIAL NEURAL NETWORK METHOD

Master Theses from JBPTITBPP / 2001-10-01 10:16:00
Oleh : Komang Agus Pribadiana, S2-Business Administration - Technology based
Dibuat : 2001-04-30, dengan 1 file

Keyword : Artificial Neural Network, Proses Pembelajaran, Proses Peramalan.

Peramalan harga saham sangat diperlukan oleh para investor pada khususnya, bidang perencanaan, penilaian performansi, pengambilan keputusan dan langkah-langkah antisipasi di masa mendatang. Sistem peramalan yang sering digunakan adalah metoda statistik seperti deret waktu dan metoda kausal. Untuk sistem yang dinamis, sangatlah sulit dalam pengembangan model matematisnya.Bahkan seringkali dilakukan penyederhanaan yang justru menghilangkan informasi penting yang terkandung pada sistem yang bersangkutan.

Sesuai dengan perkembangan teknologi komputer, penerapan metode Artificial Neural Network menjadi lebih mudah dalam memodelkan sistem dinamis. Metoda ANN mempunyai kemampuan pembelajaran dan meramalkan data keluaran pada waktu mendatang berdasarkan hasil pembelajaran yang diberikan.
Pada penelitian ini, metode ANN akan diterapkan pada data harga saham PT Telkom Tbk.

Deskripsi Alternatif :

In evaluating any company’s stocks trend , the availability of a prediction system with high accurate results is really needed by investors, planning, performance evaluation, decision making and anticipation plans. The most known prediction system based on statistics method are time series and causal method. Because of the dynamic characteristics, it is very hard in modelling it by using statistics methods. In many cases, there are so many simplification and linearization took into account to the actual system that we lost the important essential of the system modeled.

By this age of computer technology , make it easier in using Artificial Neural Network (ANN) for the purpose of modelling any complexity and dynamics system such as showed by stocks price behavior. One of the remarkable power in using ANN is its ability to learning the system, then use it in predicting the future datas. In this research, we will apply ANN method to stock price data of PT Telkom Tbk

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