Data mining technique with cluster anaysis use K-means algorithm for LQ45 index on Indonesia stock exchange

A. Raharto Condrobimo, Bahtiar Saleh Abbas, Agung Trisetyarso, Wayan Suparta, Chul Ho Kang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Abstract

This study aims to apply data mining techniques with cluster analysis on stock data registered in LQ45 in Indonesia Stock Exchange. The cluster analysis used in this method is k-means algorithm, the data in this research is taken from Indonesia Stock Exchange. The cluster analysis in this study analyzed the characteristics of data volumes and stock values, while the results in this study were presented in the form of cluster members visually. Therefore, this cluster analysis in this research can be used for quick and efficient identifier for each member of LQ45 index cluster based on share value for each cluster and its volume. The identification results can be used by beginner-level investors that begun to be interested in stock investments to help make informed decisions about stock trading on desired cluster groups.

Original languageEnglish
Title of host publication2018 International Conference on Information and Communications Technology, ICOIACT 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages885-888
Number of pages4
Volume2018-January
ISBN (Electronic)9781538609545
DOIs
Publication statusPublished - 26 Apr 2018
Externally publishedYes
Event1st International Conference on Information and Communications Technology, ICOIACT 2018 - Yogyakarta, Indonesia
Duration: 6 Mar 20187 Mar 2018

Other

Other1st International Conference on Information and Communications Technology, ICOIACT 2018
CountryIndonesia
CityYogyakarta
Period6/3/187/3/18

Fingerprint

Indonesia
data mining
cluster analysis
K-means Algorithm
Cluster analysis
Data mining
Data Mining
Cluster Analysis

Keywords

  • cluster analysis
  • data mining
  • k-means
  • stocks

ASJC Scopus subject areas

  • Information Systems
  • Computer Networks and Communications
  • Hardware and Architecture
  • Control and Optimization
  • Instrumentation

Cite this

Condrobimo, A. R., Abbas, B. S., Trisetyarso, A., Suparta, W., & Kang, C. H. (2018). Data mining technique with cluster anaysis use K-means algorithm for LQ45 index on Indonesia stock exchange. In 2018 International Conference on Information and Communications Technology, ICOIACT 2018 (Vol. 2018-January, pp. 885-888). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICOIACT.2018.8350820

Data mining technique with cluster anaysis use K-means algorithm for LQ45 index on Indonesia stock exchange. / Condrobimo, A. Raharto; Abbas, Bahtiar Saleh; Trisetyarso, Agung; Suparta, Wayan; Kang, Chul Ho.

2018 International Conference on Information and Communications Technology, ICOIACT 2018. Vol. 2018-January Institute of Electrical and Electronics Engineers Inc., 2018. p. 885-888.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Condrobimo, AR, Abbas, BS, Trisetyarso, A, Suparta, W & Kang, CH 2018, Data mining technique with cluster anaysis use K-means algorithm for LQ45 index on Indonesia stock exchange. in 2018 International Conference on Information and Communications Technology, ICOIACT 2018. vol. 2018-January, Institute of Electrical and Electronics Engineers Inc., pp. 885-888, 1st International Conference on Information and Communications Technology, ICOIACT 2018, Yogyakarta, Indonesia, 6/3/18. https://doi.org/10.1109/ICOIACT.2018.8350820
Condrobimo AR, Abbas BS, Trisetyarso A, Suparta W, Kang CH. Data mining technique with cluster anaysis use K-means algorithm for LQ45 index on Indonesia stock exchange. In 2018 International Conference on Information and Communications Technology, ICOIACT 2018. Vol. 2018-January. Institute of Electrical and Electronics Engineers Inc. 2018. p. 885-888 https://doi.org/10.1109/ICOIACT.2018.8350820
Condrobimo, A. Raharto ; Abbas, Bahtiar Saleh ; Trisetyarso, Agung ; Suparta, Wayan ; Kang, Chul Ho. / Data mining technique with cluster anaysis use K-means algorithm for LQ45 index on Indonesia stock exchange. 2018 International Conference on Information and Communications Technology, ICOIACT 2018. Vol. 2018-January Institute of Electrical and Electronics Engineers Inc., 2018. pp. 885-888
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abstract = "This study aims to apply data mining techniques with cluster analysis on stock data registered in LQ45 in Indonesia Stock Exchange. The cluster analysis used in this method is k-means algorithm, the data in this research is taken from Indonesia Stock Exchange. The cluster analysis in this study analyzed the characteristics of data volumes and stock values, while the results in this study were presented in the form of cluster members visually. Therefore, this cluster analysis in this research can be used for quick and efficient identifier for each member of LQ45 index cluster based on share value for each cluster and its volume. The identification results can be used by beginner-level investors that begun to be interested in stock investments to help make informed decisions about stock trading on desired cluster groups.",
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