Article Per Year (5 Year)
p-Index From 2021 - 2026
3.461
P-Index
This Author published in this journals
All Journal Dinamik Jurnal Teknologi Informasi dan Ilmu Komputer JOIN (Jurnal Online Informatika) JMM (Jurnal Masyarakat Mandiri) Abdimas Umtas : Jurnal Pengabdian kepada Masyarakat Seminar Nasional Teknologi Informasi Komunikasi dan Administrasi [SEMINASTIKA] Madaniya Bulletin of Information Technology (BIT) Jurnal Ilmiah SIGMA: Informatics Engineering Journal of UPB Jurnal Komputer Teknologi Informasi Sistem Komputer (JUKTISI) Jurnal Pelita Pengabdian Jurnal Ilmu Komputer dan Informatika
Antika Zahrotul Kamalia
Universitas Pelita Bangsa
Religion Aerospace Engineering Agriculture, Biological Sciences & Forestry Arts Humanities Astronomy Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Education Electrical & Electronics Engineering Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Social Sciences Other

Published : 21 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 21 Documents
Search

 1   2   3 
Klasifikasi Kondisi Pasar Harga Emas ANTAM Indonesia Menggunakan Algoritma Decision Tree Kamalia, Antika Zahrotul; Choiriyatun Nisa Latansa; Zaenur Rozikin
Jurnal Komputer Teknologi Informasi Sistem Informasi (JUKTISI) Vol. 4 No. 3 (2026): Februari 2026
Publisher : LKP KARYA PRIMA KURSUS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62712/juktisi.v4i3.800

Abstract

This study aims to classify Indonesian ANTAM gold market states using a Decision Tree model built on daily price data from 2010–2024. Market conditions are categorized into three classes: bullish, bearish, and sideways, based on forward returns with an adaptive quantile-based thresholding scheme. The feature set comprises multi-horizon rolling volatility indicators (e.g., std_5, std_10, std_20) and momentum measures (e.g., mom_5, mom_10, mom_20). A time-based split is applied, allocating 80% of observations for training and 20% for testing. Evaluation on the test set yields an accuracy of 0.337 with a macro-F1 of approximately 0.34, indicating limited predictive performance in a three-class setting. Interpretability analysis reveals that std_20 is the most influential feature, followed by std_10 and mom_5, while one-day returns contribute marginally. These findings suggest that aggregated volatility and momentum patterns are more informative than single-day fluctuations for market regime mapping. Overall, the Decision Tree is best positioned as an interpretable baseline for transparent market-state analysis, providing a foundation for future work involving richer features and more robust models.
Co-Authors Agus Suwarno Agus Suwarno, Agus Ahmad Amrullahalhafizh Ahmad Turmudi Zy Amali Amali Amali, Amali Ananto Tri Sasongko Andi Al Zaroni Andriani Aswan Supriyadi Sunge Buana, Aliman Fijar Choiriyatun Nisa Latansa Dedi Afandi Edy Widodo Elvan Aan Pradana Hemdani Rahendra Herlianto Ikhsan Romli Imawan, Alifia Putri Ismamudi, Ismamudi Khalis Sofi Mahesa Rezky Ramadhan Miftah Wangsadanureja Nawangsih, Ismasari Noval Adi Iryanto Noval Adi Iryanto Nurhadi Surojudin Nursinta Afrianti Permana, Agung Nabawi Prameswari R, Shanti Prasetyo, Dwi Indra Qoriah Ar Raudhatul Hasanah Rahendra Herlianto, Hemdani Rangga Purnama Riady, Sasmitoh Rahmad Rijal Akmaludin Rijal Akmaludin Rozikin, Zaenur Septianto, Riski Setiyadi Wicaksono Subarkah, Asuy Suderajat, Agung Sulaeman, Asep Arwan Widya, Adi Rusdi Wiyarno Wiyarno Wiyarno, Wiyarno Yefta Ondi Spalanzani Simatupang Zaenur Rozikin Zaenur Rozikin Zulfa, Hikmatul