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IMPLEMENTASI DECISION TREE BERBASIS ANALISIS TEKNIKAL UNTUK PEMBELIAN DAN PENJUALAN SAHAM

KINERJA: Journal of Business and Economics

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Field Value
 
Title IMPLEMENTASI DECISION TREE BERBASIS ANALISIS TEKNIKAL UNTUK PEMBELIAN DAN PENJUALAN SAHAM
 
Creator Nugroho, FX. Satriyo Dwi
 
Subject —
 
Description The aim of this research is to develop decision support system using data mining decision tree method that is built base on technical analysis of financial market (EMA, MACD, OBV, RSI, and parabolic SAR). Those indicators are arranged as a trading rule that wi l l help in buying and selling decision. The data used in this research are historical stock price in Jakarta Stock Exchange The result of this research indicates that generally the system can give number of transactions result in capital gains higher than number of transactions result in capital loss. The system also has capability to make decision with average gains are higher than decision with average losses. Investigation to profitability, geometric mean, cumulative wealth index, and sensitivity test to moving average gives the description whether stock can be traded based on technical analysis or not. This system can make easier in making decision for the users/investors that do not have enough knowledge and experiences in financial market.Keywords: decision support system, data mining, decision tree, trading rules, technical analysis.
 
Publisher Faculty of Economics Universitas Atma Jaya Yogyakarta
 
Contributor —
 
Date 2017-11-08
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://ojs.uajy.ac.id/index.php/kinerja/article/view/1389
10.24002/kinerja.v12i1.1389
 
Source KINERJA; Vol 12, No 1 (2008): Kinerja; 38-50
2549-1709
0853-6627
 
Language eng
 
Relation https://ojs.uajy.ac.id/index.php/kinerja/article/view/1389/1067
 
Rights Copyright (c) 2017 KINERJA