Prediksi Harga Saham pada PT. ABCD menggunakan Ensemble Kalman Filter
DOI:
https://doi.org/10.31102/zeta.2018.4.1.24-27Keywords:
Close price, stock price estimation, Ensemble Kalman Filter (EnKF)Abstract
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%.
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References
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