Prediction Analysis and Comparison between Agriculture and Mining Stocks in Indonesia by using Adaptive Neuro-Fuzzy Inference System (ANFIS)

摘要

The growing patterns in cultural and mining sectors are interesting particularly in developed country such as in Indonesia. Here, we investigate the local characteristics of stocks between the sectors of agriculture and mining which si representing two leading companies and two common companies in these sectors. We analyze the prediction by using Adaptive Neuro Fuzzy Inference System (ANFIS). The type of Fuzzy Inference System (FIS) is Sugeno type with Generalized Bell membership function (Gbell). Our results show that ANFIS is a proper method to predicting the stock market with the RMSE : 0.14% for AALI and 0.093% for SGRO representing the agriculture sectors, meanwhile, 0.073% for ANTM and 0.1107% for MDCO representing the mining sectors.