Suparman, A.M. Diponegoro, Mahyudin Ritonga, Yahya Hairun, Tedy Machmud, Idrus Alhaddad, Mustafa A.H. Ruhama, Safiuddin
Stocks are one of the aspects that affect the economy in the world. In the stock market, the price of a stock changes every time. Investors who are able to predict the increase in stock prices will tend to get profit, but investors who are unable to predict the increase in stock prices will tend to experience losses. This study aims to find statistical models and use them to predict the probability of an increase in the price of a stock in the stock market. The method used in this study is a literature study regarding stochastic models and selected suitable stochastic models. This study finds stochastic models and uses them to predict the probability of an increase in stock prices. The novelty in this research lies in the stochastic model triangulation. The increase in stock prices is predicted using two stochastic models, namely: Bernoulli and autoregressive. The decision on stock prediction is determined by the results of the triangulation of the two methods. The proposed method in this study has the advantage that decision making is based on more than one stochastic model. The results of this study can be applied to the financial sector, especially in the stock market. © 2021 Horizon Research Publishing. All rights reserved.
Department of Mathematics Education, Universitas Ahmad Dahlan, Yogyakarta, Indonesia; Department of Psychology, Universitas Ahmad Dahlan, Yogyakarta, Indonesia; Faculty of Islamic Studies, Muhammadiyah University of West Sumatera, Padang, Indonesia; Faculty of Teacher Training and Education, Universitas Khairun, Ternate, Indonesia; Faculty of Mathematics and Sciences, Universitas Negeri Gorontalo, Gorontalo, Indonesia; Faculty of Islamic Studies, Universitas Ibnu Chaldun Jakarta, Jakarta, Indonesia
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