Stock Projection Using ANFIS Method (Case Study of PT. Kalbe Farma, Tbk)
Proyeksi Saham Menggunakan Metode ANFIS (Studi Kasus PT. Kalbe Farma, Tbk)
Abstract
Sepanjang tahun 2020 dunia dihadapkan pada tantangan pandemi dan resesi ekonomi. Respon market menimbulkan kekuatiran dan berbagai pertanyaan tentang masa depan pasar modal tidak terkecuali pasar saham di Indonesia. Informasi mengenai harga termasuk prediksi kedepan sangat diperlukan oleh investor ritel maupun perusahaan investasi agar dapat menentukan arah investasinya dengan return yang optimal. Dalam melakukan prediksi dipilih metode ANFIS (Adaptive Neuro Fuzzy Inference System) karena merupakan salah satu metode yang dapat digunakan untuk menganalisis data non linier masa lalu. Syarat dari pemodelan berbasis ANFIS adalah data berdasarkan input dan output. Dengan asumsi bahwa telah diperoleh data input dan output dari masa sebelumnya maka if-then rules dapat diterapkan sehingga diperoleh hasil proyeksi harga saham yang presisi
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