Rahman Hadi Rahman
FMIPA ULM

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OPTIMASI NILAI N PADA SINGLE MOVING AVERAGE (SMA) DENGAN PARTICLE SWARM OPTIMIZATION (PSO) STUDI KASUS SAHAM BRI Rahman Hadi Rahman; Irwan Budiman; Friska Abadi; Andi Farmandi; Muliadi
Journal of Data Science and Software Engineering Vol 2 No 03 (2021)
Publisher : Fakultas MIPA Universitas Lambung Mangkurat

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Abstract

The stock market is a promising business area. The potential to obtain high returns in a fairly short time is one of the main attractions of this business. Prediction of stock prices has become a very interesting and challenging thing for researchers and academics, recently it was found that stock prices can be predicted with a certain degree of accuracy. Single Moving Average (SMA) is one method for predicting time series data. However, the N value in SMA needs to be optimized in order to get the N value with optimal results at the SMA and get accurate results. The Particle Swarm Optimization Algorithm is implemented to find out the best N value in the Single Moving Average methodwhich is more optimal. SMA+PSO and SMA are calculated using the initial N values ​​of 3,5,7,9,11. So the results of this study are SMA with an accuracy of 97.98464% and for SMA+PSO with an accuracy of 98.15442% . The test results from this study are the influence of PSO on SMA in increasing accuracy in determining the best N value.