Penemuan Pola Pergerakan Harga Saham Di Indonesia Pada Masa Pandemi COVID-19 Menggunakan Top K Association Rules Mining

Chozainurrohmah Safitri, Imam Mukhlas, Mohammad Iqbal
Submission Date: 2022-02-10 02:28:41
Accepted Date: 2023-03-14 00:00:00


Penelitian ini mengekstrak pola pergerakan harga saham saat pandemi COVID-19 berdasarkan aturan asosiasi dan banyaknya pola teratas k, yang disebut juga pola top-k. Untuk menambang pola top-k, penelitian ini menggunakan Top-K Association Rules Mining algorithm. Tujuan dari penelitian ini adalah untuk memberikan rekomendasi saham yang mudah dipahami dengan menunjukkan korelasi antara saham dengan pergerakan COVID-19. Oleh karena itu, penelitian ini juga berfokus untuk mendefinisikan tipe return dari pergerakan harga saham dan tipe selisih dari pergerakan COVID-19 berdasarkan himpunan fuzzy. Dari data pegerakan COVID-19 dan historis harga saham tahun 2020 sampai tahun 2021 dengan menggunakan Algoritma Top-K Association Rules Mining dengan nilai k = 200, pola pergerakan harga saham saat pandemi COVID-19 menunjukkan bahwa pandemi COVID-19 memengaruhi beberapa pergerakan harga saham pada 4 perusahaan dengan penjualan rugi rendah.


Harga Saham; Pola Pergerakan; Himpunan Fuzzy; Top K Association Rules Mining; COVID-19

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