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Journal : Interdisciplinary Social Studies

Hybrid heuristic model and Fuzzy C-Means for stock forecasting using Type 2 Fuzzy Time Series Rineka Brylian Akbar Satriani; Farikhin Farikhin; Bayu Surarso
Interdisciplinary Social Studies Vol. 4 No. 1 (2024): Regular Issue: October-December 2024
Publisher : International Journal Labs

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55324/iss.v4i1.742

Abstract

Forecasting is important in investment because of the inconsistent stock price pattern that requires in-depth analysis. This study proposes using a combination of heuristic and Fuzzy C-Means (FCM) models on Fuzzy Time Series Type 2. This study aims to obtain accurate forecasting results by using more data from the time series. The results show that the proposed model provides accurate forecasting. The FCM model is used to group data into clusters and form intervals. Heuristics also optimizes the performance of Fuzzy Logical Relationships Group (FLRG) by using up and down trends. Type 2 FTS is an extension of  Type 1 that uses union and intersection operators to refine fuzzy relations. The results show that the modification by combining FCM and heuristics in Type 2  FTS for stock forecasting provides excellent results with a MAPE value of 2,87%.
Co-Authors A. Nafis Haikal Adi Wibowo Adi Wibowo Agus Subagio Ahmad Abdul Chamid Ahmad Aviv Mahmudi Aldi Setiawan, Aldi Alfajri, Willy Bima Ali Bardadi Anak Agung Gede Sugianthara Antariksa, Muhammad Deagama Surya Arief Hidayat Aris Puji Widodo Aris Sugiharto Aslam Fatkhudin Aulia, Lathifatul Badieah Assegaf Bambang Irawanto Beta Noranita Budi Warsito Budi Warsito Budi Warsito Che Pee, Ahmad Naim Dedy Kurniadi Dian Wijayanto Dinar Mutiara Kusumo Nugraheni Dwi Putri Handayani Dwiyanasari, Desty Edwin Setiawan Eko Adi Sarwoko Eko Sediyono Etna Vianita Fajar Nugraha Fra Siskus Dian Arianto Ghufron Ghufron Harjito - Henny Indriyawati Imam Tahyudin Indah Jumawanti Irfan Santiko I’tishom Al Khoiry Jatmiko Endro Suseno Jumawanti, Indah Jumawanti, Indah Juwanda, Farikhin Khoerunnisa, Selvi Fitria Khusnah, Miftakhul Laily Rahmania, Laily Lili Rusdiana, Lili LM Fajar Israwan, LM Fajar Lucia Ratnasari Masruroh, Fitriana Maunah, Uun Migunani Migunani Muhammad Haris Qamaruzzaman Muhammad Nasrullah Muhammad Sam'an Mustafid Mustafid Mustaqim Mustaqim Mustaqim Mustaqim, Mustaqim Nabiel Putra Adam, Nabiel Putra Nugraheni, Dinar Oky Dwi Nurhayati Pukky Tetralian Bantining Ngastiti Puspita, Yuanita Candra Putri, Aina Latifa Riyana Putri, Nitami Lestari Putut Sriwasito Rachmat Gernowo Ragil Saputra Ragil Saputra Rahmat Gernowo Rahmawati, Nurhita Ratri Wulandari Rezki Kurniati, Rezki Rineka Brylian Akbar Satriani Robertus Heri Sulistyo Utomo Saputra, Ragil Satriani, Rineka Brylian Akbar Setiabudi, Nur Andi Shiffa Febyarandika Shalichaty Siti Alfiatur Rohmaniah St. Budi Waluya Sugiyamto Sugiyamto, Sugiyamto Sulastri Daruni Sulistiyo, Budi Suradi Wijaya Saputra Suryono Suryono Suryono Suryono Suryono, Suryono Susi Hendartie Susilo Hariyanto sutimin sutimin Sutrisno, Sutrisno Sutrisno, Sutrisno Syibli, Mohammad T Indriastuti . Titi Udjiani SRRM Tri Retnaningsih Soeprobowati Uswatun Khasanah Vianita, Etna Wahyul Amien Syafei Wicaksono, Mahad Winarno, Bowo Zainal Arifin Hasibuan