Journal of Data Science and Software Engineering
Vol 2 No 03 (2021)

OPTIMASI NILAI N PADA SINGLE MOVING AVERAGE (SMA) DENGAN PARTICLE SWARM OPTIMIZATION (PSO) STUDI KASUS SAHAM BRI

Rahman Hadi Rahman (FMIPA ULM)
Irwan Budiman (Unknown)
Friska Abadi (Unknown)
Andi Farmandi (Unknown)
Muliadi (Unknown)



Article Info

Publish Date
20 Jan 2022

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.

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Journal Info

Abbrev

integer

Publisher

Subject

Computer Science & IT

Description

Journal of Data Science and Software Engineering adalah jurnal yang dikelola oleh program studi Ilmu Komputer Universitas Lambung Mangkurat untuk mempublikasikan artikel ilmiah mahasiswa tugas akhir. Terbit tiga kali dalam ...