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Enung Nurhayati
Jurusan Matematika, Fakultas Sains dan Teknologi, Universitas Islam Negeri Sunan Gunung Djati, Bandung, Indonesia.
Computer Science & IT

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PENDETEKSIAN OUTLIER PADA CAPITAL ASSET PRICING MODEL (CAPM) MENGGUNAKAN LEAST TRIMMED SQUARES (LTS) Elis Ratna Wulan; Enung Nurhayati
JURNAL ISTEK Vol 8, No 1 (2014): ISTEK
Publisher : JURNAL ISTEK

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Abstract

An outlier in the Capital Asset Pricing Model (CAPM) is detected using Least Trimmed Squares (LTS), in order to obtain a robust estimation against outliers without discarding existing data, so it can be considered by investors to make informed decisions in determining the allocation of capital and investment in a company. To detect outlier on the Capital Asset Pricing Model (CAPM) using the Least Trimmed Squares (LTS), Capital Asset Pricing Model (CAPM) to be transformed into a simple linear regression equation.
Co-Authors Elis Ratna Wulan