Pemodelan Harga Saham Bank Rakyat Indonesia, Bank Central Asia, Bank Tabungan Negara dan Bank Mandiri dengan Menggunakan Metode Fuzzy Time Series Markov Chain
DOI:
https://doi.org/10.30605/proximal.v9i1.8433Keywords:
Fuzzy Time Series,, Markov Chain, Prediksi, Harga SahamAbstract
Penelitian ini bertujuan untuk mengimplementasikan dan mengevaluasi model prediksi harga saham Bank Rakyat Indonesia, Bank Central Asia, Bank Tabungan Negara dan Bank Mandiri dari Januari 2020 hingga Desember 2024 menggunakan metode Fuzzy Time Series Markov Chain (FTSMC). Kinerja model dievaluasi menggunakan metrik Mean Absolute Percentage Error (MAPE), Root Mean Square Error (RMSE), dan Mean Absolute Error (MAE). Hasil penelitian menunjukkan bahwa metode FTSMC efektif dalam memprediksi harga saham Bank Rakyat Indonesia, Bank Central Asia, Bank Tabungan Negara dan Bank Mandiri dengan tingkat akurasi yang "sangat baik," di mana seluruhnya memiliki nilai MAPE di bawah 10%. Secara spesifik, Bank BRI mencatatkan MAPE terendah sebesar 2,826%, diikuti oleh Bank BCA sebesar 2,875%. Sementara itu, Bank BTN memiliki MAPE 4,453% dan Bank Mandiri 5,862%.
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