eprintid: 138245 rev_number: 25 eprint_status: archive userid: 218036 dir: disk0/00/13/82/45 datestamp: 2025-09-09 06:19:59 lastmod: 2025-09-09 06:19:59 status_changed: 2025-09-09 06:19:59 type: thesis metadata_visibility: show creators_name: Muhammad Hazen Al Haytham, - creators_name: Dewi Rachmatin, - creators_name: Fitriani Agustina, - creators_nim: NIM2109959 creators_nim: NIDN0029096907 creators_nim: NIDN0014088104 creators_id: hazenalh@upi.edu creators_id: dewirachmatin@upi.edu creators_id: fitriani_agustina@upi.edu contributors_type: http://www.loc.gov/loc.terms/relators/THS contributors_type: http://www.loc.gov/loc.terms/relators/THS contributors_name: Dewi Rachmatin, - contributors_name: Fitriani Agustina, - contributors_nidn: NIDN0029096907 contributors_nidn: NIDN0014088104 contributors_id: dewirachmatin@upi.edu contributors_id: fitriani_agustina@upi.edu title: METODE GREY-MARKOV MENGGUNAKAN M-ESTIMATOR TUKEY’S BISQUARE UNTUK PERAMALAN HARGA SAHAM BBCA ispublished: pub subjects: Q1 subjects: QA divisions: JPM full_text_status: restricted keywords: Peramalan harga saham, metode Grey-Markov, M-Estimator, Tukey’s Bisquare, data runtun waktu. Stock price forecasting, Grey-Markov method, M-Estimator, Tukey’s Bisquare, time series data. note: https://scholar.google.com/citations?view_op=list_works&hl=id&authuser=6&user=zhnhFugAAAAJ ID Sinta dosen pembimbing: Dewi Rachmatin: 5975775 Fitriani Agustina: 5981275 abstract: Fluktuasi harga saham merupakan salah satu permasalahan penting dalam analisis pasar modal yang berdampak langsung terhadap pengambilan keputusan investasi. Harga saham PT Bank Central Asia Tbk (BBCA) yang termasuk ke dalam indeks LQ45 yang memiliki likuiditas tinggi, namun tetap dipengaruhi oleh ketidakpastian pasar yang membuat pergerakannya sulit diprediksi. Untuk menangani karakteristik data yang terbatas dan berfluktuasi, penelitian ini mengimplementasikan metode Grey-Markov untuk peramalan yang dikombinasikan dengan M-Estimator Tukey’s Bisquare dalam proses estimasi parameternya. Metode Grey digunakan untuk membangun model peramalan dari data runtun waktu harga saham bulanan BBCA periode Agustus 2024 hingga Juli 2025, sedangkan rantai Markov diterapkan untuk mengoreksi hasil prediksi Grey berdasarkan probabilitas transisi keadaan. Proses estimasi parameter dilakukan dengan M-Estimator Tukey’s Bisquare untuk meminimalkan pengaruh pencilan, dilanjutkan dengan evaluasi kinerja model menggunakan Root Mean Square Error (RMSE) dan Mean Absolute Percentage Error (MAPE). Hasil penelitian menunjukkan bahwa integrasi metode Grey-Markov dengan M-Estimator Tukey’s Bisquare menghasilkan prediksi yang lebih fleksibel terhadap pola fluktuasi harga saham dibandingkan metode Grey saja. Tingkat akurasi yang diperoleh untuk metode Grey yaitu nilai RMSEnya sebesar 1288,43 dan MAPE sebesar 2%, sedangkan metode Grey-Markov mendapat RMSE sebesar 407,22 dan MAPE sebesar 1%, sehingga metode ini layak diterapkan pada peramalan harga saham dengan data terbatas dan fluktuasi tinggi. Stock price fluctuations are a crucial issue in capital market analysis, directly affecting investment decision-making. The stock price of PT Bank Central Asia Tbk (BBCA), listed in the LQ45 index, has high liquidity but remains influenced by market uncertainties, making its movements difficult to predict. To address the limited and volatile nature of the data, this study implements the Grey-Markov method combined with Tukey’s Bisquare M-Estimator in parameter estimation. The Grey method is employed to construct a forecasting model using monthly BBCA stock price time series data from August 2024 to July 2025, while the Markov chain is applied to adjust the Grey predictions based on state transition probabilities. Parameter estimation is carried out using Tukey’s Bisquare M-Estimator to minimize the impact of outliers, followed by performance evaluation using Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE). The results indicate that integrating the Grey-Markov method with Tukey’s Bisquare M-Estimator produces predictions that are more flexible to stock price fluctuations compared to the standalone Grey method. The accuracy levels obtained show that the Grey method achieved an RMSE of 1288.43 and MAPE of 2%, while the Grey-Markov method reached an RMSE of 407.22 and MAPE of 1%, indicating its suitability for forecasting stock prices with limited and highly fluctuations data. date: 2025-08-20 date_type: published institution: Universitas Pendidikan Indonesia department: KODEPRODI44201#Matematika_S1 thesis_type: other thesis_name: other official_url: https://repository.upi.edu/ related_url_url: https://perpustakaan.upi.edu/ related_url_type: org citation: Muhammad Hazen Al Haytham, - and Dewi Rachmatin, - and Fitriani Agustina, - (2025) METODE GREY-MARKOV MENGGUNAKAN M-ESTIMATOR TUKEY’S BISQUARE UNTUK PERAMALAN HARGA SAHAM BBCA. S1 thesis, Universitas Pendidikan Indonesia. document_url: http://repository.upi.edu/138245/1/S_MAT_2109959_Title.pdf document_url: http://repository.upi.edu/138245/2/S_MAT_2109959_Chapter1.pdf document_url: http://repository.upi.edu/138245/3/S_MAT_2109959_Chapter2.pdf document_url: http://repository.upi.edu/138245/4/S_MAT_2109959_Chapter3.pdf document_url: http://repository.upi.edu/138245/5/S_MAT_2109959_Chapter4.pdf document_url: http://repository.upi.edu/138245/6/S_MAT_2109959_Chapter5.pdf document_url: http://repository.upi.edu/138245/7/S_MAT_2109959_Appendix.pdf