cover
Article Per Year (5 Year)
All
Home Page
OAI Link
Editorial Team
Contact
Reviewer
Google Scholar
Contact Name
Unang arifin
Contact Email
bcss@unisba.ac.id
Phone
+6282121749429
Journal Mail Official
bcss@unisba.ac.id
Editorial Address
UPT Publikasi Ilmiah, Universitas Islam Bandung. Jl. Tamansari No. 20, Bandung 40116, Indonesia, Tlp +62 22 420 3368, +62 22 426 3895 ext. 6891
Location
Kota bandung,
Jawa barat
INDONESIA
Bandung Conference Series: Statistics
Published by Universitas Islam Bandung
ISSN : -     EISSN : 2828206X     DOI : https://doi.org/10.29313/bcss.v2i2
Core Subject : Science, Education,
Decision Sciences, Operations Research & Management Education Mathematics
Bandung Conference Series: Statistics (BCSS) menerbitkan artikel penelitian akademik tentang kajian teoritis dan terapan serta berfokus pada Statistika dengan ruang lingkup sebagai berikut: Alternating Least Square, Analisis Konjoin, Autoregressive, Auxiliary Variabel, Baby Birth, Block Maxima, Churn Distribusi Skellam, Cox Regression, Data spasial, DBD Ordinal Logistic Regression, Diagram kendali, Discrete Choice Experiment Method, Discrete Time Logistic, empirical likelihood, Fisher Scoring, Generalized Structured Component Analysis, Geographically Weighted Regression, GEV, GJR GARCH, Infant Mortality Preferensi, Insurance Claim, Kaplan-Meier, Kernel Bi-Square, Gaussian, Logistic Regression, Maternal Mortality, Mixed Geographically Weighted Regression Model GSTAR, MLE, Model ARIMAX, MSE. Multiple linear regression analysis, Nadaraya Watson, Newton Raphson Method, Nonparametrik Spline Confidence Interval, Optimasi Multi-Objek, orde Spasial, Outlier, Pareto Optimal, Partial Proportional Odds Model, Pemodelan Indeks Pembangunan Manusia. Penduga Rasio dan Produk Tipe Eksponensial, Peramalan, Poisson Bivariate Regression, Poisson Regression, Rata-rata Populasi berhingga, Regresi, Return Period Exogenous Variable, RMSE, Structural Equation Modeling, Survival Analysis, Threshold, Vibrasi Bearing, zero-inflated. Prosiding ini diterbitkan oleh UPT Publikasi Ilmiah Unisba. Artikel yang dikirimkan ke prosiding ini akan diproses secara online dan menggunakan double blind review minimal oleh dua orang mitra bebestari.
Arjuna Subject : Matematika - Statistik dan Probabilitas
Articles 1 Documents
 1 
Search results for , issue "291-300" : 1 Documents clear
Peramalan Harga Emas Menggunakan Geometric Brownian Motion Rifa Fadhila; Fauziah Roshafara
Bandung Conference Series: Statistics 291-300
Publisher : UNISBA Press

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/bcss.v6i2.25726

Abstract

Abstract. Gold is one of the most popular investment instruments because its price fluctuates due to various economic factors. Therefore, a method capable of modeling stochastic price movements is needed. Geometric Brownian Motion (GBM) has been widely used to model financial asset prices because it incorporates both deterministic and stochastic components. This study aims to determine the accuracy of the GBM model in forecasting gold prices based on the Mean Absolute Percentage Error (MAPE) and to forecast gold prices for the next five periods. Daily gold price data from 1 January 2024 to 31 December 2025, obtained from Investing.com, were used in this study. The data were divided into 415 training observations and 104 testing observations. Model parameters were calculated based on return values, and Monte Carlo simulations were performed using 100, 500, and 1000 iterations. Model accuracy was evaluated using MAPE, and the model with the smallest MAPE value was selected for forecasting. The results showed that the Monte Carlo simulation with 500 iterations produced the best model with a MAPE value of 7.8838%. Based on this model, gold prices were projected to increase from 4,321.53 USD/oz in the first period to 4,344.99 USD/oz in the fifth period. These findings indicate that the GBM model provides good forecasting accuracy and is a suitable alternative for short-term gold price forecasting. Abstrak. Emas merupakan salah satu instrumen investasi yang nilainya berfluktuasi akibat berbagai faktor ekonomi, sehingga diperlukan metode yang mampu memodelkan pergerakan harga emas secara stokastik. Penelitian ini bertujuan untuk mengetahui tingkat akurasi model Geometric Brownian Motion (GBM) dalam melakukan peramalan harga emas berdasarkan nilai Mean Absolute Percentage Error (MAPE) serta memperoleh hasil peramalan harga emas untuk lima periode ke depan. Data yang digunakan berupa harga emas harian periode 1 Januari 2024–31 Desember 2025 yang diperoleh dari Investing.com. Data dibagi menjadi 415 data training dan 104 data testing. Parameter model dihitung berdasarkan nilai return, kemudian dilakukan simulasi Monte Carlo sebanyak 100, 500, dan 1000 iterasi. Akurasi model dievaluasi menggunakan MAPE, kemudian model terbaik digunakan untuk melakukan peramalan. Hasil penelitian menunjukkan bahwa simulasi Monte Carlo dengan 500 iterasi menghasilkan model terbaik dengan nilai MAPE sebesar 7,8838%. Berdasarkan model tersebut, harga emas diproyeksikan mengalami tren meningkat selama lima periode ke depan, yaitu dari 4.321,53 USD/oz pada periode pertama menjadi 4.344,99 USD/oz pada periode kelima. Hasil penelitian menunjukkan bahwa model GBM mampu memberikan tingkat akurasi yang baik untuk peramalan harga emas jangka pendek.

Page 1 of 1 | Total Record : 1

 1 

Filter by Year

0000


Reset
Filter By Issues
All Issue Vol. 5 No. 2 (2025): Bandung Conference Series: Statistics Vol. 5 No. 1 (2025): Bandung Conference Series: Statistics Vol. 4 No. 2 (2024): Bandung Conference Series: Statistics Vol. 4 No. 1 (2024): Bandung Conference Series: Statistics Vol. 3 No. 2 (2023): Bandung Conference Series: Statistics Vol. 3 No. 1 (2023): Bandung Conference Series: Statistics Vol. 2 No. 2 (2022): Bandung Conference Series: Statistics Vol. 2 No. 1 (2022): Bandung Conference Series: Statistics Vol. 1 No. 1 (2021): Bandung Conference Series: Statistics 365-372 355-364 347-354 337-346 329-336 319-328 311-318 301-310 291-300 281-290 271-280 251-260 243-250 235-242 225-234 217-224 207-216 197-206 189-196 179-188 169-178 161-168 151-160 143-150 133-142 123-132 115-122 107-114 99-106 89-98 81-88 71-80 More Issue