Prediction Of Closing Price Combined Stock Index (Ihsg) Using The Fuzzy Mamdani Method
Keywords:
Predict The Closing Stock Price, Mamdani Fuzzy Method, Fuzzy Logic
Abstract
This study proposes a method for predicting the closing IHSG stock price using the Mamdani fuzzy approach. This model uses historical closing stock price data as input, and generates closing stock price predictions using the Mamdani fuzzy rule. However, experimental results show that this model may not be suitable for predicting stock prices accurately and reliably. Therefore, this study does not recommend the use of the Mamdani fuzzy method for the purpose of predicting closing stock prices.
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Zadeh, Lotfi A. 1988. “Fuzzy Logic.” Computer 21(4): 83–93.
Ayuningtias, Laras Purwati, Jumadi Jumadi, and others. 2017. “Analisa Perbandingan Logic Fuzzy Metode Tsukamoto, Sugeno, Dan Mamdani (Studi Kasus: Prediksi Jumlah Pendaftar Mahasiswa Baru Fakultas Sains Dan Teknologi Universitas Islam Negeri Sunan Gunung Djati Bandung).” Jurnal Teknik Informatika UIN Syarif Hidayatullah 10(1): 133582.
Batubara, Supina. 2017. “Analisis Perbandingan Metode Fuzzy Mamdani Dan Fuzzy Sugeno Untuk Penentuan Kualitas Cor Beton Instan.” IT Journal Research and Development 2(1): 1–11.
Gunawan, Didik, and Willy Cahyadi. 2019. “Integrasi Pasar Saham Indonesia Dengan Pasar Saham Asia.” Jurnal Pasar Modal Dan Bisnis 1(2): 145–54.
Hansun, Seng. 2012. “Peramalan Data IHSG Menggunakan Fuzzy Time Series.” IJCCS (Indonesian Journal of Computing and Cybernetics Systems) 6(2).
“IDX COMPOSITE (^JKSE) Historical Data - Yahoo Finance.” https://finance.yahoo.com/quote/%5EJKSE/history?p=%5EJKSE (April 1, 2022).
Karnyoto, Andrea Stevens. 2017. “Menguduh Data Saham Yahoo Finance Menggunakan YahooFinanceAPI.” Journal Dynamic Saint 3(2).
Kevin, Edward. 2018. “Prediksi Harga Saham Dengan Menggunakan Metode Deret Waktu Fuzzy Dan Metode Particle Swarm Optimization.”
Kusumadewi, Sri, and Hari Purnomo. 2010. “Aplikasi Logika Fuzzy Untuk Pendukung Keputusan.” Yogyakarta : Graha Ilmu 2.
RIFQI, MUHAMMAD, Samsuryadi Samsuryadi, and Mastura Diana Marieska. 2021. “PREDIKSI HARGA PENUTUPAN SAHAM DENGAN METODE FUZZY TIME SERIES RUEY CHYN TSAUR.” Sriwijaya University.
Seputra, Yulius Eka Agung, and Meirinaldi Meirinaldi. 2020. “Prediksi Indeks Gabungan Harga Saham (ISHG) Menggunakan Adaptive Neural Fuzzy Inference System (ANFIS).” Jurnal Ekonomi 22(2): 131–46.
Zadeh, Lotfi A. 1988. “Fuzzy Logic.” Computer 21(4): 83–93.
Published
2022-09-30
Section
Articles
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