Prediksi Harga Saham pada PT. ABCD menggunakan Ensemble Kalman Filter

Autor:	Puspandam Katias, Teguh Herlambang, Denis Fidita
Rok vydání:	2018
Předmět:	Stock exchange Econometrics Stock market Ensemble Kalman filter Share price Calculation methods Stock (geology) Profit (economics) Mathematics
Zdroj:	Zeta - Math Journal. 4:24-27
ISSN:	2579-5864 2459-9948
DOI:	10.31102/zeta.2018.4.1.24-27
Popis:	Stock Exchange is established as an effort to link both stock / security sellers and buyers. Securities often traded in stock market is share. The intention of an investor in investment is to have the lowest risk and to gain the highest profit. To make decision for optimal investment, calculation on the estimate of future return to be gained is necessarily made. One of estimate calculation methods considered the most objective is by applying the Ensemble Kalman filter (EnKF) method. Ensemble Kalman filter is a method of estimation of condition variable of discrete linear dynamic system that minimizes covarian error of estimation. So, this study aims to apply share price estimation method for close prices of share of PT. ABCD by Ensemble Kalman Filter method as investor' consideration in investment with an error of 3% - 5%.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::a718148ea60459be80c6d9cb3948761f https://doi.org/10.31102/zeta.2018.4.1.24-27 Zobrazit plný text záznamu