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...

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Bibliographic Details
Main Author:	Cahya Gumilar, Agung
Format:	Theses
Language:	Indonesia
Subjects:	Prinsip umum matematika
Online Access:	https://digilib.itb.ac.id/gdl/view/33721
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Institution:	Institut Teknologi Bandung
Language:	Indonesia

id	id-itb.:33721
spelling	id-itb.:337212019-01-28T16:17:25ZAn Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price Cahya Gumilar, Agung Prinsip umum matematika Indonesia Theses Stock, cluster, fuzzy c-means clustering, average estimator INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/33721 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. text
institution	Institut Teknologi Bandung
building	Institut Teknologi Bandung Library
continent	Asia
country	Indonesia Indonesia
content_provider	Institut Teknologi Bandung
collection	Digital ITB
language	Indonesia
topic	Prinsip umum matematika
spellingShingle	Prinsip umum matematika Cahya Gumilar, Agung An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
description	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.
format	Theses
author	Cahya Gumilar, Agung
author_facet	Cahya Gumilar, Agung
author_sort	Cahya Gumilar, Agung
title	An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
title_short	An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
title_full	An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
title_fullStr	An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
title_full_unstemmed	An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price
title_sort	application of fuzzy c-means clustering to grouping corporation base on their closed stock price
url	https://digilib.itb.ac.id/gdl/view/33721
_version_	1822924080926425088

An Application of Fuzzy C-Means Clustering to Grouping Corporation Base on Their Closed Stock Price

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