Journal of Mathematics UNP
Vol 4, No 3 (2019): Journal Of Mathematics UNP

Pemodelan Indeks Harga Saham pada Jakarta Islamic Index Menggunakan Generalisasi Proses Wiener

ike mairita sari (Jurusan Matematika Universitas Negeri Padang)
media rosha (Jurusan Matematika Universitas Negeri Padang)



Article Info

Publish Date
23 Dec 2019

Abstract

Abstract–Investment is a commitment to a number of funds or other resources carried out at this time with the aim of obtaining future profits. There are two types of investment, namely investment in real assets and investing in financial assets. Shares are instruments in the capital market that are often used by investors. Stock prices that change from time to time are very influential for shareholders. The purpose of this research is to form a stock price movement formula using the Wiener process method. The steps taken in this study are to form a model and make predictions. The results of this study obtained a mathematical model of stock price movements as well as stock price predictions for the 26 future periods. The results show that the highest and lowest share prices each occur on November 19, 2018 and November 16, 2018, with a prediction error value of 5,26581%.Keywords–Stock Price, Wiener Process, Jakarta Islamic Index.

Copyrights © 2019






Journal Info

Abbrev

mat

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Mathematics

Description

Journal of Mathematics UNP is a journal to publish article from student researches in UNP Mathematics study program, and we also kindly accept other article from outside of our study program related to Mathematics: consists of publication in Algebra, Analysis, Combinatoric, Geometry, Differential ...