Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2010

Aplikasi model artificial neural networks untuk stock forecasting di Pasar Modal Indonesia

Jurnal Keuangan dan Perbankan, Vol. 14, No. 1 Januari 2010
Journal from JIPTUNMERPP / 2011-04-26 00:04:57
Oleh : Christian Herdinata, Diploma 3 of Finance and Banking Merdeka University Malang (jurkkubank@yahoo.com)
Dibuat : 2010-01-01, dengan file

Keyword : Artificial Neural Networks (ANN), buy & hold strategy, technical trading rule, efficient market hypothesis

This research showed the application of model Artificial Neural Networks (ANN) or Jaringan Syaraf Tiruan (JST) at the field of monetary science, especially for the application of financial forecasting. ANN or JST was a new alternative for the application of financial forecasting. The purpose of this research was to know whether the stock index instantaneously and fully reflect historical information, in Indonesia Stock Exchange (IDK). The research used comparison between return of technical trading rule based artificial Neural Networks (ANN) model and return of buy & hold strategy. The result showed that the weakness form of efficient market hypothesis was rejected in the Indonesia capital market. Expectation of this research was giving information and securing the market perpetrators that still enabled to get abnormal of return by doing commerce in technical through forecasting of model artificial neural Networks (ANN) or Jaringan Syaraf Tiruan (JST)

Deskripsi Alternatif :

This research showed the application of model Artificial Neural Networks (ANN) or Jaringan Syaraf Tiruan (JST) at the field of monetary science, especially for the application of financial forecasting. ANN or JST was a new alternative for the application of financial forecasting. The purpose of this research was to know whether the stock index instantaneously and fully reflect historical information, in Indonesia Stock Exchange (IDK). The research used comparison between return of technical trading rule based artificial Neural Networks (ANN) model and return of buy & hold strategy. The result showed that the weakness form of efficient market hypothesis was rejected in the Indonesia capital market. Expectation of this research was giving information and securing the market perpetrators that still enabled to get abnormal of return by doing commerce in technical through forecasting of model artificial neural Networks (ANN) or Jaringan Syaraf Tiruan (JST)

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiD
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.