Identifying new indonesian stock market classification with self organizing map

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Identifying new indonesian stock market classification with self organizing map

Christianto, Leo Augustinus - Personal Name; Widiputra, Harya Damar - Personal Name;

The Objective of this thesis is the implementation of Self Organizing Maps to Indonesian Stocks Classification, especially to determine LQ-45 Stocks, as one of many resources for decisions making in Indonesian stock trading. LQ-45 stocks are the most popular stocks for investors and also the most liquid stocks. There are 45 stocks which considered the most liquid stocks based on biggest transaction and capitalization, which called LQ-45 stocks which adjusted in every six months. However, the process to determine LQ-45 stocks is still manual. There are possibilities to use data mining to automate LQ-45 classification process. The data mining technique choosen are better to be unsupervised so it can be used even by people who don't understand data mining throughly. Self Organizing Maps are one of the unsupervised data mining techniques. After implementation of Self Organizing Maps in Indonesian Stocks, SOM algorithm is possible to be used in determining and predicting many Indonesian Stock growths, in comparison with LQ-45 Stocks.

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Series Title: -
Call Number: 1176
Publisher: : Swiss German University., 2012
Collation: -
Language: English
ISBN/ISSN: -
Classification: NONE
Content Type: -
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Edition: -
Subject(s): IT
Specific Detail Info: -
Statement of Responsibility: -

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