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Journal : Pattimura International Journal of Mathematics (PIJMath)

Unscented Kalman Filter and H-Infinity for Travel Company Stock Price Estimation Katias, Puspandam; Susanto, Ismanto Hadi; Herlambang, Teguh; Anshori, Mohamad Yusak
Pattimura International Journal of Mathematics (PIJMath) Vol 1 No 2 (2022): Pattimura International Journal of Mathematics (PIJMath)
Publisher : Pattimura University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (414.728 KB) | DOI: 10.30598/pijmathvol1iss2pp81-88

Abstract

The travel and hotel industry is one of the industries experiencing rapid growth. As the population grows, the need for travel and accommodation services gets higher. This is one of the factors contributing a rapid increase in such service industry. Competition in the economy and business world is getting tougher from year to year both within a country and abroad. Considering that Indonesia is a country comprised of many islands with a variety of natural beauty, it has the very potential for tourist resort attraction. This kind of thing leads to the growth of the Hotel and Travel industry to support tourism development. With such rapid service industry development, supported by promising business opportunities, investors for such sector are encouraged. The right way to reduce risk for investors interested is to develop a system for estimating the stock prices. Therefore, in this study, the stock price estimation method applied for travel companies adopted Advanced Kalman Filter, a comparison of H-Infinify and Unscented Kalman Filter (UKF) as a chart for investors to take into consideration in their investment decision making. The simulation results showed that the UKF method had higher accuracy than the H-Infinify method with an error by the UKF of 3.2% and that by the H-Infinify of 9.6%.
Implementation Fuzzy and Extended Kalman Filter for Estimation of High and Low Stock Price Travel Company Santoso, Ismanto Hadi; Katias, Puspandam; Herlambang, Teguh; Anshori, Mohamad Yusak; Adinugroho, Mukhtar
Pattimura International Journal of Mathematics (PIJMath) Vol 2 No 1 (2023): Pattimura International Journal of Mathematics (PIJMath)
Publisher : Pattimura University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/pijmathvol2iss1pp17-24

Abstract

Competition in the business world is getting tougher from year to year both within a country and abroad. There are a large number of companies competing with one another, especially entering the free market share in Asia, namely the Asean Economic Community (AEC). In the current development of modern economy, Indonesia is making efforts to increase its economic growth. For this, developments in any fields are made. Among others is the service industry such as accommodation, travel, and transportation services. Considering that Indonesia is a country comprised of many islands with a variety of natural beauty, it has the very potential for tourist resort attraction. This kind of thing leads to the growth of the Travel, tourism and hotel industry to support development of tourism. With such rapid service industry development, supported by promising business opportunities, investors for such sector are encouraged. The right way to reduce risk for investors interested is to develop a system for estimating the stock prices. Therefore, in this study, the high and low stock price estimation method applied for travel companies adopted developed Kalman Filter, a comparison of two Kalman Filter development methods, namely Extended Kalman Filter (EKF) and Fuzzy Kalman Filter (FKF) as a chart for investors to take into consideration in their investment decision making. The simulation results showed that the EKF method had higher accuracy than the FKF method with an error by the EKF of 3.5% and that by the FKF of 8.9%.
Co-Authors Adinugroho, Mochtar Afib Rulyansah Akhmad ‘Izzul ‘Arobi Aldo Fodyansa Alfian, Nurkholis Amri Rasyid, Reizano Ana Toni Roby Candra Yudha Andasari, Alfina ARDIANSYAH, DAVID Arifin, Ravica Ulya Azrida Ayu Rahmania Bahari, Annisa Indira Larashati Bambang Syairudin, Bambang Berlian, Bruce Dame Dhea Berto Mulia Wibawa Candraningrat, Candraningrat Dennis V. Madrigal Denpharanto Agung Krisprimandoyo Dieky Adzkiya Dinita Rahmalia, Dinita Dwi Novitasari Fajar Annas Susanto Farisi, Rizaldi Al Fasila, Ira Fatikhasari, Niken Firdeana Fitrotul Ula Fodyansa, Aldo Garry Brumadyadisty Ghofur, Moh. Abdul Has Shiela, Fadia Jasmine Hein Ko Ko Htet Heni Agustina Herwindo, Raden Denny I Dewa Gde Satrya Widyaduta Ima Kurniastuti Indrianawati Usman Ira Fasila Isqi, Isye Fadiata Istiqfari, Shintya Vira Jamilah Ahmad Jannah, Sifa Imroatun Jauharotur Rihlah Jessica Inggita Karya, Denis Fidita Khasanah, Siskha Nur Khusnah, Hidayatul Leni Yuliana Mardhotillah, Rachma Rizqina Mardiyah Anugraini Mardiyah Anugraini Mardiyah Anugraini, Mardiyah Meda Sulistyaningtyas, Febronia Melissa Tanuwijaya Michelle Vebby Tanzil Salim Mira Nirmala Gita Moch. Sahri Moh. Abdul Ghofur Mohamad Rijal Iskandar Zhulqurnain Mohammad Andri Dwi Aprianto Monica Maria Mughni, Ahmad Syafiq Muhammad Rafli Nuzulul Fatimah Pradana, Favian Aditya Purnamawati . Puspandam Katias Putri, Diana Suryami Putri, Nadita Mutiara Rachma Rizqina Rachma Rizqina Mardhotillah Raden Denny Herwindo Reny Nadlifatin Riyan Sisiawan Putra Rizki Amalia Elfita Rofifah, Jihan Safitri, Ika Santoso, Ismanto Hadi Sari, Dewi Wulan Sari, Dewi Wulan Shintya Vira Istiqfari Sholikhah, Inayatus Siska Armawati Sufa Sukoco, Anton Sukoco, Anton Susanto, Ismanto Hadi Teay Shawyun Teguh Herlambang Tri Deviasari Wulan Udisubakti Ciptomulyono Udisubakti Ciptomulyono Ula, Fitrotul Umi Salamah Vanessa Ellena Lodan Verriana, Rusdyana Intan Verriana, Rusdyana Intan Virniasai, Putri Yuliana Viviane Langner Wahyuni, Khairi Wijayanti, Destin Rafika Wulansari, Yuli Yanti Yudianto, Firman Zhulqurnain, Mohamad Rijal Iskandar Zulaikha, Ellya