An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
The stock of a corporation constitutes the equity stake of its owners. It represents the residual assets of the company that would be due to stockholders after discharge of all senior claims. To consider similarities among corporations from stock prices point of view, we may work out it by using clu...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Subjects: | |
| Online Access: | https://digilib.itb.ac.id/gdl/view/33721 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | The stock of a corporation constitutes the equity stake of its owners. It represents the residual assets of the company that would be due to stockholders after discharge of all senior claims. To consider similarities among corporations from stock prices point of view, we may work out it by using cluster method. In this thesis, the fuzzy c-means clustering method is applied. The numerical program is carried out to find the fuzziness of the data set and the centre of the clusters. The program simulate the data of the monthly stock prices from 10 corporations during the years 2009-2013. The optimum clusters are measured by/so called the Xie-Beni index. The statistical quality control of optimum clusters are then investigated by using average estimator. |
|---|