Penggunaan Hybrid K-Means dan General Regression Neural Network untuk Prediksi Harga Saham Indeks LQ45

نویسندگان

چکیده

Abstract. General Regression Neural Network (GRNN) is a nonparametric method of developing the concept an artificial neural network. The GRNN operation based on estimated expected output value determined by input set. One characteristics that number neurons in pattern layer will increase with amount training data. This problem can be solved K-means. K-means this study aims to obtain various groups data similar so it easier for group and reduce network complexity large computations. implementations hybrid & predict price LQ45 stock index. index combination 45 members high liquidity. efforts before market participants make decision invest future understand investment prospects company as risk investors investing. results indicate K-Means model has MAPE 0.943%. prediction next period show Rp1,002,28.
 Abstrak. merupakan metode nonparametrik dari pengembangan konsep jaringan syaraf tiruan. Operasi didasarkan pada estimasi nilai harapan ditentukan oleh himpunan input. Salah satu karakteristik adalah jumlah neuron akan bertambah seiring meningkatnya pelatihan. Permasalahan tersebut dapat diatasi dengan Metode penelitian ini bertujuan untuk mendapatkan berbagai kelompok pelatihan yang dikelompokkan berdasarkan serupa sehingga lebih mudah mempelajari dalam suatu serta mengurangi masalah kompleksitas dan komputasi besar. implementasi memprediksi harga saham indeks LQ45. Harga gabungan anggota likuiditas tinggi. upaya sebelum pelaku pasar mengambil keputusan berinvestasi waktu datang memahami prospek investasi sebuah perusahaan masa resiko bagi investor berinvestasi. Hasil menunjukkan bahwa memiliki sebesar prediksi Indeks periode selanjutnya Rp1.002,28.

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ژورنال

عنوان ژورنال: Jurnal Riset Matematika

سال: 2022

ISSN: ['2808-313X', '2798-6306']

DOI: https://doi.org/10.29313/jrm.v2i2.1193