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Aplikasi hidden markov model melalui proses stokastik dalam waktu diskrit untuk memprediksi harga saham
The focus of this study is an application of the Hidden Markov Model using a discrete-time stochastic process { } T t Xt ∈ : to set probability of the event ) | ( i X j Y P t t = = of BUMI?s stock price (set as ) (t Y ) that is influenced by fluctuation of Brent Crude Oil Price (set as ) (t X ). The methodology of this study is quantitative research to set probability of an event. The design is descriptive. First, this study previews the Markov Model, and then, is extended to the Hidden Markov Model. The researcher suggests that Hidden Markov Model could be applied by the researchers, investors, and others who analyze stochastic phenomenon to predict an event.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6295 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Manajemen, Fakultas Ekonomi Universitas Indonesia 2008 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Financial management Share prices Crude oil prices |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 128 p. : diagr. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |