Analisis dan Implementasi Strategi Online Moving Average Reversion untuk Pembobotan Portofolio
KUKUH SANDDI RAZAQ

Informasi Umum

Kode

23.04.175

Klasifikasi

006.312 - Data mining

Jenis

Karya Ilmiah - Skripsi (S1) - Reference

Subjek

Portfolio Analysis And Management, Process Analysis,

Dilihat

199 kali

Informasi Lainnya

Abstraksi

<p><span class="markedContent" id="page33Rmcid15"><span dir="ltr" role="presentation" style="left: 94.592px; top: 228.832px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.03466);">Abstrak</span></span><br role="presentation" /> <span class="markedContent" id="page33Rmcid16"><span dir="ltr" role="presentation" style="left: 94.592px; top: 244.192px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.0097);">Hal terpenting yang dilakukan oleh investor untuk</span><span dir="ltr" role="presentation" style="left: 380.338px; top: 244.192px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 383.587px; top: 244.192px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.979833);">mengurangi resiko dan menghitung hasil investasi salah</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 259.392px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.964244);">satunya</span><span dir="ltr" role="presentation" style="left: 138.947px; top: 259.392px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 144.987px; top: 259.392px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.997107);">seleksi saham untuk</span><span dir="ltr" role="presentation" style="left: 264.639px; top: 259.392px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 270.787px; top: 259.392px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00451);">pembuatan</span><span dir="ltr" role="presentation" style="left: 335.075px; top: 259.392px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 341.027px; top: 259.392px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.06359);">portofolio.</span><span dir="ltr" role="presentation" style="left: 400.587px; top: 259.392px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 406.467px; top: 259.392px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.03084);">Seleksi portofolio merupakan permasalahan yang</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 274.752px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00648);">kerap dijumpai dalam investasi saham. Hal ini menarik perhatian para komunitas</span><span dir="ltr" role="presentation" style="left: 561.597px; top: 274.752px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 565.213px; top: 274.752px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.988411);">machine learning</span></em><span dir="ltr" role="presentation" style="left: 662.078px; top: 274.752px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 665.413px; top: 274.752px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.06074);">untuk</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.949772);">me</span><span dir="ltr" role="presentation" style="left: 111.712px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.97507);">ngembangkan s</span><span dir="ltr" role="presentation" style="left: 201.467px; top: 290.112px; font-size: 13.28px; font-family: sans-serif;">i</span><span dir="ltr" role="presentation" style="left: 205.147px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.95823);">stem yang bisa menyeleksi data saham</span><span dir="ltr" role="presentation" style="left: 426.498px; top: 290.112px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 430.813px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.995747);">dan menghasilkan</span><span dir="ltr" role="presentation" style="left: 535.367px; top: 290.112px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 539.293px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.05274);">return</span></em><span dir="ltr" role="presentation" style="left: 574.034px; top: 290.112px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 578.013px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.980988);">yang maksimal.</span><span dir="ltr" role="presentation" style="left: 668.264px; top: 290.112px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 672.293px; top: 290.112px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.01321);">Oleh</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 305.472px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.05092);">karena, itu kami memilih algoritma “</span><em><span dir="ltr" role="presentation" style="left: 312.547px; top: 305.472px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.992789);">Online Portofolio Selection</span></em><span dir="ltr" role="presentation" style="left: 464.573px; top: 305.472px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.03557);">” untuk seleksi portofolio.</span><span dir="ltr" role="presentation" style="left: 614.73px; top: 305.472px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 619.173px; top: 305.472px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.04291);">Namun untuk</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 320.872px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.0177);">seleksi portfolio membutuhkan analisis pasar saham</span><span dir="ltr" role="presentation" style="left: 402.954px; top: 320.872px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 408.867px; top: 320.872px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.01145);">yang bisa mendeteksi tren</span><span dir="ltr" role="presentation" style="left: 563.619px; top: 320.872px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 574.614px; top: 320.872px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.947647);">saham</span><span dir="ltr" role="presentation" style="left: 611.573px; top: 320.872px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 617.413px; top: 320.872px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00167);">dengan aman.</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 336.232px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00651);">Secara empiris,</span><span dir="ltr" role="presentation" style="left: 186.184px; top: 336.232px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 193.147px; top: 336.232px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.0295);">moving average</span></em><span dir="ltr" role="presentation" style="left: 283.743px; top: 336.232px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 290.787px; top: 336.232px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.05745);">merupakan salah satu cara dalam menentukan tren saham dengan</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 351.432px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00969);">performa yang baik untuk dataset besar</span><span dir="ltr" role="presentation" style="left: 326.147px; top: 351.432px; font-size: 13.28px; font-family: sans-serif;">.</span><span dir="ltr" role="presentation" style="left: 329.467px; top: 351.432px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 333.187px; top: 351.432px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00689);">Dari sekian banyak</span><span dir="ltr" role="presentation" style="left: 444.951px; top: 351.432px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 448.893px; top: 351.432px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.993133);">moving average</span><span dir="ltr" role="presentation" style="left: 536.289px; top: 351.432px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 540.093px; top: 351.432px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00152);">kami menggunakan</span><span dir="ltr" role="presentation" style="left: 653.266px; top: 351.432px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 657.253px; top: 351.432px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.0541);">Moving</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 366.792px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.973324);">Average Reversion</span></em><span dir="ltr" role="presentation" style="left: 197.764px; top: 366.792px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 201.307px; top: 366.792px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.01144);">(MAR) karena dapat memprediksi harga saham selanjutnya. Gabungan dari algoritma</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 382.152px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.901744);">seleksi</span><span dir="ltr" role="presentation" style="left: 131.564px; top: 382.152px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 134.427px; top: 382.152px; font-size: 13.28px; font-family: sans-serif;">p</span><span dir="ltr" role="presentation" style="left: 141.787px; top: 382.152px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.01954);">ortofolio mengg</span><span dir="ltr" role="presentation" style="left: 231.707px; top: 382.152px; font-size: 13.28px; font-family: sans-serif;">u</span><span dir="ltr" role="presentation" style="left: 239.067px; top: 382.152px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.01459);">nakan</span><span dir="ltr" role="presentation" style="left: 274.577px; top: 382.152px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 277.507px; top: 382.152px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.97621);">Online Portofolio Selection</span></em><span dir="ltr" role="presentation" style="left: 426.867px; top: 382.152px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 429.853px; top: 382.152px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.99541);">yang dapat memaksimalkan <em>return</em> dan</span><span dir="ltr" role="presentation" style="left: 653.821px; top: 382.152px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 657.093px; top: 382.152px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.0541);">Moving</span></em><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 397.512px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.980715);"><em>Average Reversio</em>n</span><span dir="ltr" role="presentation" style="left: 198.548px; top: 397.512px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 202.747px; top: 397.512px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.00202);">yang dapat memprediksi harga saham selanjutnya</span><span dir="ltr" role="presentation" style="left: 494.813px; top: 397.512px; font-size: 13.28px; font-family: sans-serif;">,</span><span dir="ltr" role="presentation" style="left: 498.133px; top: 397.512px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 502.173px; top: 397.512px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.971194);">kami seb</span><span dir="ltr" role="presentation" style="left: 553.693px; top: 397.512px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.01813);">ut den</span><span dir="ltr" role="presentation" style="left: 590.373px; top: 397.512px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.990309);">gan</span><span dir="ltr" role="presentation" style="left: 611.17px; top: 397.512px; font-size: 13.28px; font-family: sans-serif;"> </span><em><span dir="ltr" role="presentation" style="left: 615.333px; top: 397.512px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.036);">Online Moving</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 412.872px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.991239);">Average Reversion</span></em><span dir="ltr" role="presentation" style="left: 199.663px; top: 412.872px; font-size: 13.28px; font-family: sans-serif;"> </span><span dir="ltr" role="presentation" style="left: 204.987px; top: 412.872px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(1.0624);">(OLMAR). Dari hasil penelitian kami, OLMAR memberikan performa yang sangat</span><br role="presentation" /> <span dir="ltr" role="presentation" style="left: 94.592px; top: 428.072px; font-size: 13.28px; font-family: sans-serif; transform: scaleX(0.999242);">baik. Selain menghasilkan return yang tinggi, OLMAR juga bekerja sangat cepat.</span></span></p>

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