Vitagi, Jagaddewa (2021) Prediksi Harga Saham Menggunakan Metode Weighted Moving Average. Tugas Akhir thesis, University of Technology Yogyakarta.
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Abstract
ABSTRACT The stock price is predictable. Stock prediction can be done using the weighted moving average as a method of prediction or forecasting. This method uses weights in the calculation process. The author uses two variations of the method, namely the WMA-3 method for the 3-day average price and the WMA-5 method for the 5-day average price. The average weights in 3 days were 0.2, 0.3, and 0.5, and the 5-day mean weight was 0.1, 0.15, 0.2, 0.25, and 0.3. To calculate the prediction error, use mean squared error (MSE), mean mean error (MAE), and mean mean proportion error (MAPE). The 3-day mean MSE, MAE, and MAPE results were 1425.043846, 26.550549, and 24.968675%. For the 5-day mean MSE, MAE, and MAPE, the results were 1452.819203, 26.681868, and 25.3144767%. Keywords: stocks prices, prediction, forecasting, weighted moving average, research
| Item Type: | Thesis (Skripsi, Tugas Akhir or Kerja Praktek) (Tugas Akhir) |
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| Subjects: | T Technology > T Technology (General) |
| Divisions: | Fakultas Sains Dan Teknologi > S1 Informatika |
| Depositing User: | Kaprodi S1 Informatika UTY |
| Date Deposited: | 26 Mar 2021 06:15 |
| Last Modified: | 26 Mar 2021 06:15 |
| URI: | http://eprints.uty.ac.id/id/eprint/7142 |
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