Indonesian economical development is growing well. It has effect for their invesment in Banks and the stock market. In this study, we perform prediction for the three blue chips of Indonesian bank i.e. BCA, BNI, and MANDIRI by using the method of Adaptive Neuro-Fuzzy Inference System (ANFIS) with Takagi-Sugeno rules and Generalized bell (Gbell) as the membership function. Our results show that ANFIS perform good prediction with RMSE for BCA of 27, BNI of 5.29, and MANDIRI of 13.41, respectively. Furthermore, we develop an active strategy to gain more benefit. We compare between passive strategy versus active strategy. Our results shows that for the passive strategy gains 13 million rupiah, while for the active strategy gains 47 million rupiah in one year. The active investment strategy significantly shows gaining multiple benefit than the passive one.
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30 September 2015
THE 5TH INTERNATIONAL CONFERENCE ON MATHEMATICS AND NATURAL SCIENCES
2–3 November 2014
Bandung, Indonesia
Research Article|
September 30 2015
Analysis prediction of Indonesian banks (BCA, BNI, MANDIRI) using adaptive neuro–fuzzy inference system (ANFIS) and investment strategies
Andriantama Budi Trianto;
Andriantama Budi Trianto
a)
Physics of Earth and Complex Systems,
Institut Teknologi Bandung
, Indonesia
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I. M. Hadi;
I. M. Hadi
Physics of Earth and Complex Systems,
Institut Teknologi Bandung
, Indonesia
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The Houw Liong;
The Houw Liong
Physics of Earth and Complex Systems,
Institut Teknologi Bandung
, Indonesia
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Acep Purqon
Acep Purqon
Physics of Earth and Complex Systems,
Institut Teknologi Bandung
, Indonesia
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a)
Corresponding author: [email protected], [email protected]
AIP Conf. Proc. 1677, 080007 (2015)
Citation
Andriantama Budi Trianto, I. M. Hadi, The Houw Liong, Acep Purqon; Analysis prediction of Indonesian banks (BCA, BNI, MANDIRI) using adaptive neuro–fuzzy inference system (ANFIS) and investment strategies. AIP Conf. Proc. 30 September 2015; 1677 (1): 080007. https://doi.org/10.1063/1.4930738
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