ANALISIS TEKNIKAL UNTUK PREDIKSI PORTOFOLIO SAHAM YANG OPTIMAL DENGAN MENGGUNAKAN BAYESIAN NETWORK

Authors

  • Pristiwati Fitriani STMIK Logika

DOI:

https://doi.org/10.34012/jusikom.v3i1.481

Abstract

Pengambilan keputusan bagi investor untuk melakukan investasi pada saham selalu mempertimbangkan faktor perolehan dan risiko. Risiko diidentifikasikan dengan ketidakpastian. Bayesian Network dapat dijelaskan sebagai Diagram Asiklik Grafik (DAG) yang mendefinisikan faktorisasi distribusi probability bersama atas variabel yang diwakili oleh node dari DAG. Bayesian Network telah digunakan untuk data mining model grafis yang membuat hubungan probabilistik antara variabel interest,  teknik statistik, model grafis yang memiliki beberapa keuntungan bagi pemodelan data. Bayesian Network dapat menyelesaikan masalah prediksi portofolio saham berdasarkan analisis teknikal untuk basis data yang bersifat statistik. Penerapkan metode Bayesian Network untuk menentukan portofolio saham yang optimal dapat mengetahui kapan sebaiknya melakukan transaksi jual dan beli.

 

Kata kunci : Bayesian Network, Saham, Portofolio, Pemodelan Data.

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Published

2019-09-02

How to Cite

[1]
P. Fitriani, “ANALISIS TEKNIKAL UNTUK PREDIKSI PORTOFOLIO SAHAM YANG OPTIMAL DENGAN MENGGUNAKAN BAYESIAN NETWORK”, JUSIKOM PRIMA, vol. 3, no. 1, pp. 51-58, Sep. 2019.

Issue

Vol. 3 No. 1 (2019): Jurnal Sistem Informasi dan Ilmu Komputer Prima (JUSIKOM Prima)

Section

Articles

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