Prediction Analysis and Comparison between Agriculture and Mining Stocks in Indonesia by using Adaptive Neuro-Fuzzy Inference System (ANFIS)

被引：0
|
作者：
Mahandrio, Irsantyo [1 ]
Budi, Andriantama [1 ]
Liong, The Houw [1 ]
Purqon, Acep [1 ]
机构：
[1] Inst Teknol Bandung, Phys Earth & Complex Syst, Bandung, Indonesia
来源：
5TH INTERNATIONAL CONFERENCE ON MATHEMATICS AND NATURAL SCIENCES (ICMNS 2014) | 2015年 / 1677卷
关键词：
ANFIS; Stocks; Sugeno;
D O I：
10.1063/1.4930735
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The growing patterns in cultural and mining sectors are interesting particularly in developed country such as in Indonesia. Here, we investigate the local characteristics of stocks between the sectors of agriculture and mining which si representing two leading companies and two common companies in these sectors. We analyze the prediction by using Adaptive Neuro Fuzzy Inference System (ANFIS). The type of Fuzzy Inference System (FIS) is Sugeno type with Generalized Bell membership function (Gbell). Our results show that ANFIS is a proper method to predicting the stock market with the RMSE : 0.14% for AALI and 0.093% for SGRO representing the agriculture sectors, meanwhile, 0.073% for ANTM and 0.1107% for MDCO representing the mining sectors.
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页数：4
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