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Peramalan Jangka Pendek Deret Waktu Keuangan Di Indonesia

Author

Listed:
  • Hokky Situngkir
  • Yohanes Surya

    (Dept. Computational Sociology, Bandung Fe Institute)

Abstract

Makalah menunjukkan prinsip otokorelasi data-data stokastik dan menunjukkan bagaimana prinsip otokorelasi telah memberikan proposisi aksentuatif terhadap metodologi heuristik yang diperkenalkan sebelumnya (Situngkir & Surya, 2003b). Juga ditunjukkan beberapa hasil aturan eksperimental pemilihan konstruksi topologis jaring saraf. Dari sini ditunjukkan permalan yang spesifik dengan jaring saraf yang spesifik pula terhadap beberapa data deret waktu keuangan yang berhasil diperoleh. Makalah ini menjadi landasan eksperimental eksplotasi teoretis yang dibangun pada makalah sebelumnya.

Suggested Citation

  • Hokky Situngkir & Yohanes Surya, 2003. "Peramalan Jangka Pendek Deret Waktu Keuangan Di Indonesia," Departmental Working Papers wpr2003, Bandung Fe Institute.
    • Handle: RePEc:bfe:wpsbfi:wpr2003
    as

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    File URL: http://www.ekonofisika.com/bfi/otokor.pdf
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