TY - GEN
T1 - A fuzzy logic model to forecast stock market momentum in Indonesia's property and real estate sector
AU - Penawar, H. K.
AU - Rustam, Zuherman
N1 - Publisher Copyright:
© 2017 Author(s).
PY - 2017/7/10
Y1 - 2017/7/10
N2 - The Capital market has the important role in Indonesia's economy. The capital market does not only support the economy of Indonesia but also being an indicator Indonesia's economy improvement. Something that has been traded in the capital market is stock (stock market). Nowadays, the stock market is full of uncertainty. That uncertainty values make predicting stock market is all that we have to do before we make a decision in the stock market. One that can be predicted in the stock market is momentum. To forecast stock market momentum, it can use fuzzy logic model. In the process of modeling, it will be used 14 days historical data that consisting the value of open, high, low, and close, to predict the next 5 days momentum categories. There are three momentum categories namely Bullish, Neutral, and Bearish. To illustrate the fuzzy logic model, we will use stocks data from several companies that listed on Indonesia Stock Exchange (IDX) in property and real estate sector.
AB - The Capital market has the important role in Indonesia's economy. The capital market does not only support the economy of Indonesia but also being an indicator Indonesia's economy improvement. Something that has been traded in the capital market is stock (stock market). Nowadays, the stock market is full of uncertainty. That uncertainty values make predicting stock market is all that we have to do before we make a decision in the stock market. One that can be predicted in the stock market is momentum. To forecast stock market momentum, it can use fuzzy logic model. In the process of modeling, it will be used 14 days historical data that consisting the value of open, high, low, and close, to predict the next 5 days momentum categories. There are three momentum categories namely Bullish, Neutral, and Bearish. To illustrate the fuzzy logic model, we will use stocks data from several companies that listed on Indonesia Stock Exchange (IDX) in property and real estate sector.
UR - http://www.scopus.com/inward/record.url?scp=85026273568&partnerID=8YFLogxK
U2 - 10.1063/1.4991229
DO - 10.1063/1.4991229
M3 - Conference contribution
AN - SCOPUS:85026273568
T3 - AIP Conference Proceedings
BT - International Symposium on Current Progress in Mathematics and Sciences 2016, ISCPMS 2016
A2 - Sugeng, Kiki Ariyanti
A2 - Triyono, Djoko
A2 - Mart, Terry
PB - American Institute of Physics Inc.
T2 - 2nd International Symposium on Current Progress in Mathematics and Sciences 2016, ISCPMS 2016
Y2 - 1 November 2016 through 2 November 2016
ER -