Prosiding Seminar Nasional Ilmu Sosial dan Teknologi (SNISTEK)
Vol 3 (2020): SNISTEK

Prediksi Harga Saham Menggunakan Generalize Fuzzy Inference System (GENFIS3)

Sunarsan Sitohang (Universitas Putera Batam)
Very Karnadi (Universitas Putera Batam)



Article Info

Publish Date
27 Jan 2021

Abstract

The stock market has been very hard hit during the Covid 19 pandemic, many stock prices have plummeted which is influenced by negative sentiment in the form of uncertainty about when this Covid will end. On the other hand, this situation is a very big opportunity to invest because it buys cheap stock prices. Prediction is an instrument that can assist in making decisions about buying and selling shares. We can process daily time series data of stock prices as a reference in estimating the ups and downs of stock prices. In this study, the data used are daily data on the highest stock pricesduring the Covid-19 period. This data pattern formation is assumed with six days as input and the seventh day as the expected target. The data pattern that is formed is divided into two parts, namely the training data pattern and the test data pattern. The prediction method used is the Generalize Fuzzy Inference System (Genfis3). Genfis3 is a combination of Fuzzy C-Means and Adaptive Neural Fuzzy Inference (ANFIS). The training data will be clustered into 3 (low, medium and high) using FCM then the membership function of each cluster will be entered into ANFIS to form an inference engine. Based on the results of the research, Genfis 3 could recognize the pattern of training data well with a MAPE of 3.7%. Based on the test with the test data pattern, GENFIS 3 is able to predict the test data pattern very well with a MAPE of 2.24%.

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Journal Info

Abbrev

prosiding

Publisher

Subject

Computer Science & IT Economics, Econometrics & Finance Social Sciences Other

Description

SNISTEK adalah sebuah acara akademik yang prestisius dan berkualitas, yang diadakan setiap tahun dengan tujuan untuk mendukung pertukaran pengetahuan, ide, dan temuan terbaru dalam bidang ilmu sosial dan teknologi. Seminar ini merupakan platform ideal bagi para ilmuwan, peneliti, praktisi, dan ...