Implementasi Model Fungsi Transfer dan Neural Network untuk Meramalkan Harga Penutupan Saham (Close Price)

(Studi Kasus: PT. Bank Central Asia, Tbk)

  • Nila Rahmawati Universitas Negeri Malang
  • Trianingsih Eni Lestari Universitas Negeri Malang

Abstract

The multivariate forecasting model is a model of forecasting that takes into the causal relationship between a prediction factor with one or more independent variables. This study uses multivariate  forecasting model that are transfer function and neural network model. The transfer function and neural network model are used for forecasting of closing stock price data by considering the opening stock price data as the independent variable in the forecasting model. The data used in this study is the monthly closing stock price and opening stock price data of PT. Bank Central Asia, Tbk. The best model for forecasting of closing stock price is a transfer function model that has MSE, MAPE, and MAE values ??smaller than the neural network model.


Keywords: transfer function, neural network, opening stock price, closing stock price


                

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Published
2019-06-30
How to Cite
RAHMAWATI, Nila; LESTARI, Trianingsih Eni. Implementasi Model Fungsi Transfer dan Neural Network untuk Meramalkan Harga Penutupan Saham (Close Price). Jurnal Matematika, [S.l.], v. 9, n. 1, p. 11-25, june 2019. ISSN 2655-0016. Available at: <https://ojs.unud.ac.id/index.php/jmat/article/view/42263>. Date accessed: 13 aug. 2020. doi: https://doi.org/10.24843/JMAT.2019.v09.i01.p107.
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Articles