PENERAPAN ASSOCIATION RULE MINING PADA DATA BURSA EFEK IN-DONESIA DENGAN ALGORITMA APRIORI UNTUK MEMILIH SAHAM UNGGULAN

Publication Type:

Journal Article

Source:

Jurnal Teknologi, Volume 8, Number 2 (2015)

Keywords:

Apriori algorithm, Association Rule, IHSG / JCI, shares

Abstract:

Many companies issuers that offer shares to the public in various ways that would draw the at-tention of the public to buy shares. This research was conducted to describe the movement of stock from the corner of the field of information technology. All issuers that become research is listed IDX (Indonesia Stock Exchange) that have been classified into 9 sectors of the stock according to industry classification. The purpose of this study is to see the most good stock movement (moving the dominant positive) by looking at the relationship between the issuer's shares and also the relationship with the Composite Index (IHSG / JCI), which can be worth a positive relationship (p), negative (n) or equal (e).
Sample used in the study by selecting the 18 companies are in a period of three years (2011-2013 listed are selected by sampling method is purposive sampling done (judgment sampling), which is 9 issuers with the largest share value and 9 issuers with value The smallest shares of each stock sector. Analysis techniques using Association Rule Mining (ARM) with Apriori algorithm and application program WEKA 3.6.10. To see the relationship between issuers and JCI to look at the support (level often appears) and confidence (level of trust relationship). Value categories showed a direct relationship (positive), inverted (negative) or no changes in the value of shares (equal). The results showed the existence of a group of stocks that are associated and positive move, so it can be considered for selection as an investment by prospective investors. Shares that are associated to the group of great value shares with a value of more than 95 percent confidence and support of 10% is ASII, BHIT and BII, and for small-value stocks with support of 30% that is ARTA, RIMO, ketch and KARW.

AttachmentSize
96-103_deden.pdf276.29 KB

(c) 2009 Jurnal teknologi FTI IST AKPRIND
Developed by UPT PUSKOM IST AKPRIND

Who's online

There are currently 0 users and 32 guests online.