Sistem Pendukung Keputusan Kelompok pemilihan Saham LQ45 dengan menggunakan metode AHP, Promethee dan BORDA
Abstract views: 3898 , pdf downloads: 3220Abstract
Investments shares on the Indonesia Stock Exchange is one of the investment with a high rate of return. Stock investment profit greatly influenced by the selection of the right stocks in a portfolio. Analyzing the uncertainty of a stock investor can involve the process of stock selection in group decision which includes investors, investment bankers, analysts, and brokers. Stock selection as a group can produce a stock portfolio with a higher rate of profit than the results of individual decision-making.
Implementation of stock selection in group decision support systems (GDSS) used two economic approaches, namely fundamental analysis, and technical analysis. Fundamental analysis uses data financial ratios which have a significant influence on the development of a company's stock. Technical analysis is a stock valuation based on stock movement data time series. This research using AHP, PROMETHEE, and Borda to accommodate the results of shares in group decision making.
This research resulted in ranking stocks as a group that can serve as recommendations for investors stock picking.
Downloads
Download data is not yet available.
How to Cite
Mauko, A., B, M., & Sugiartawan, P. (2018). Sistem Pendukung Keputusan Kelompok pemilihan Saham LQ45 dengan menggunakan metode AHP, Promethee dan BORDA. JSIKTI : Jurnal Sistem Informasi Dan Komputer Terapan Indonesia, 1(1), 25-34. https://doi.org/10.33173/jsikti.6
References
[1] Ulupui, I.G.K.A., 2009, Analisis Pengaruh Rasio Likuiditas, Leverage, Aktivitas, dan Profitabilitas Terhadap Return Saham (Studi pada Perusahaan Makanan dan Minuman dengan Kategori Industri Barang konsumsi di BEJ), Jurnal Ekonomi & Akuntansi Universitas Udayana.
[2] Sulistiawan, D. and Liliana, 2007, Analisis Teknikal Modern Pada Perdagangan Sekuritas, Yogyakarta.
[3] Falk, I. and Johnson, D.W., 1977, The Effects Of Perspective-taking And Ego-centrism On Problem Solving In Heterogeneous And Homogeneous Groups. Journal of Social Psychology.
[4] Megawan, S. and Mursanto, P., 2011, Analytical Hierarchy Process and PROMETHEE Application in Measuring Object Oriented Software Quality, IEEE Journal & Magazines, pp.978–979.
[5] Gunawan, I.P.A. and Jati, I.K., 2013, Pengaruh Rasio Keuangan Terhadap Return Saham Dalam Pengambilan Keputusan Investasi Pada Saham Unggulan Yang Terdaftar Di Bursa Efek Indonesia.
[6] Wang, J., and Lin, Z., 2007, A Decision model for Selecting an Offshore Outsourcing Location : Using a Multicriteria Method, IEEE Journal & Magazines, 1-4244-1118-1/07.
[7] Yan, G. and Xiao-Guo, Y., 2004, Stock Selection Decision Based on AHP, Mathematics in Practice and Theory, Vo134.
[8] Green-armytage, J., 2013, Strategic Voting and Nominatio, Springer, USA.
[9] Wang, T.-C., Chen, L.Y. and Chen, Y.-H., 2008, Applying Fuzzy PROMETHEE Method for Evaluating IS Outsourcing Suppliers. Fifth International Conference on Fuzzy Systems and Knowledge Discovery, IEEE Journal & Magazines, 978-0-7695-3305-6.
[10] Lv, J. and Wang, Y., 2010, A Ranking Method for Information Security Risk Management based on AHP and PROMETHEE, IEEE Journal & Magazines, 978-1-4244-5326-9/10.
[11] Megawan, S. and Mursanto, P., 2011, Analytical Hierarchy Process and PROMETHEE Application in Measuring Object Oriented Software Quality, IEEE Journal & Magazines, pp.978–979.
[12] Laymon, R., 2012, Sistem Pendukung Keputusan Pemilihan Saham Berbasis WEB Dengan Pemodelan AHP Dan Analisis Rasio Keuangan, Tesis, Ilmu Komputer, Universitas Gadjah Mada, Yogyakarta
[13] Guo, M. and Zhang, Y.-B., 2010, A Stock Selection Model Based on Analytic Hierarchy Process, Factor Analysis and TOPSIS, International Conference on Computer and Communication Technologies in Agriculture Engineering, 57(2), IEEE Journal & Magazines, p.213.
[14] Pham, H. V., Tran, K. D., Cao, T., Cooper, E., and Kamei, K., 2011, A New Approach Using Dynamic Group Decision Making for Selection of Multiple Alternatives under Risk and Uncertainty, International Conference on Knowledge and Systems Engineering, IEEE Journal & Magazines, IEEE Journal & Magazines, 978-0-7695-4567-7.
[15] Mahdi, 2011, Sistem Pendukung Keputusan Kelompok Penentuan Tipe Dayah Pada Badan Pembinaan Pendidikan Dayah (BPPD) dengan Menggunakan Metode PROMETHEE Dan Hare, Tesis, Ilmu Komputer, Universitas Gadjah Mada.
[16] Claudio, D., Chen, J. and Okudan, G.E., 2008, AHP Based Borda Count : A Hybrid Multi-Person Decision Making Method for Design Concept Selection School of Engineering Design, IEEE Journal & Magazines, pp.776–782.
[17] Zou, K., 2012, Borda Method of Fuzzy Decision Making, International Conference on Computer Science and Electronics Engineering, IEEE Journal & Magazines, 978-0-7695-4647-6/12.
[18] Purwantara, M., 2012, Sistem Pendukung Keputusan Kelompok Evaluasi Infrastruktur Jalan Raya Terhadap Kemacetan Lalu Lintas Menggunakan Metode Topsis Dan Borda, Tesis, Ilmu Komputer, Universitas Gadjah Mada.
[19] Rahardianti, elfitri dwi, 2012, Group Decision Support System Untuk Penentuan Lokasi KKN Dengan Menggunakan Metode Entropy, PROMETHEE, Dan Borda, Tesis, Ilmu Komputer, Universitas Gadjah Mada.
[20] Ai-azabl, F.G.M. and Ayu, M.A., 2010, Web Based Multi Criteria Decision Making Using AHP Method, IEEE Journal & Magazines.
[21] Yan, C., and Qiao, B, 2012, Study and Application of Risk Evaluation on Network Security Based on AHP, 198–205
[22] Ocelikova, E. and Klimesova, D., 2010, Using PROMETHEE method for the Ranking of Multidimensional Data, IEEE Journal & Magazines, 978-1-4244-6424-1.
[23] Goumas, M. and Lygerou, V., 2000, An Extension Of The PROMETHEE Method For Decision Making In Fuzzy Environment: Ranking Of Alternative Energy Exploitation Projects, European Journal of Operational Research, 123.
[24] Behzadian, M., Kazemzadeh, R. B., Albadvi, A., and Aghdasi, M., 2010, PROMETHEE: A Comprehensive Literature Review On Methodologies and Applications, European Journal of Operational Research, pp.198–215.
[25] Wang, C.W.C. and Leung, H.L.H., 2004, A Secure And Fully Private Borda Voting Protocol With Universal Verifiability, Proceedings of the 28th Annual International Computer Software and Applications Conference, IEEE Journal & Magazines, 0730-3157/04.
[2] Sulistiawan, D. and Liliana, 2007, Analisis Teknikal Modern Pada Perdagangan Sekuritas, Yogyakarta.
[3] Falk, I. and Johnson, D.W., 1977, The Effects Of Perspective-taking And Ego-centrism On Problem Solving In Heterogeneous And Homogeneous Groups. Journal of Social Psychology.
[4] Megawan, S. and Mursanto, P., 2011, Analytical Hierarchy Process and PROMETHEE Application in Measuring Object Oriented Software Quality, IEEE Journal & Magazines, pp.978–979.
[5] Gunawan, I.P.A. and Jati, I.K., 2013, Pengaruh Rasio Keuangan Terhadap Return Saham Dalam Pengambilan Keputusan Investasi Pada Saham Unggulan Yang Terdaftar Di Bursa Efek Indonesia.
[6] Wang, J., and Lin, Z., 2007, A Decision model for Selecting an Offshore Outsourcing Location : Using a Multicriteria Method, IEEE Journal & Magazines, 1-4244-1118-1/07.
[7] Yan, G. and Xiao-Guo, Y., 2004, Stock Selection Decision Based on AHP, Mathematics in Practice and Theory, Vo134.
[8] Green-armytage, J., 2013, Strategic Voting and Nominatio, Springer, USA.
[9] Wang, T.-C., Chen, L.Y. and Chen, Y.-H., 2008, Applying Fuzzy PROMETHEE Method for Evaluating IS Outsourcing Suppliers. Fifth International Conference on Fuzzy Systems and Knowledge Discovery, IEEE Journal & Magazines, 978-0-7695-3305-6.
[10] Lv, J. and Wang, Y., 2010, A Ranking Method for Information Security Risk Management based on AHP and PROMETHEE, IEEE Journal & Magazines, 978-1-4244-5326-9/10.
[11] Megawan, S. and Mursanto, P., 2011, Analytical Hierarchy Process and PROMETHEE Application in Measuring Object Oriented Software Quality, IEEE Journal & Magazines, pp.978–979.
[12] Laymon, R., 2012, Sistem Pendukung Keputusan Pemilihan Saham Berbasis WEB Dengan Pemodelan AHP Dan Analisis Rasio Keuangan, Tesis, Ilmu Komputer, Universitas Gadjah Mada, Yogyakarta
[13] Guo, M. and Zhang, Y.-B., 2010, A Stock Selection Model Based on Analytic Hierarchy Process, Factor Analysis and TOPSIS, International Conference on Computer and Communication Technologies in Agriculture Engineering, 57(2), IEEE Journal & Magazines, p.213.
[14] Pham, H. V., Tran, K. D., Cao, T., Cooper, E., and Kamei, K., 2011, A New Approach Using Dynamic Group Decision Making for Selection of Multiple Alternatives under Risk and Uncertainty, International Conference on Knowledge and Systems Engineering, IEEE Journal & Magazines, IEEE Journal & Magazines, 978-0-7695-4567-7.
[15] Mahdi, 2011, Sistem Pendukung Keputusan Kelompok Penentuan Tipe Dayah Pada Badan Pembinaan Pendidikan Dayah (BPPD) dengan Menggunakan Metode PROMETHEE Dan Hare, Tesis, Ilmu Komputer, Universitas Gadjah Mada.
[16] Claudio, D., Chen, J. and Okudan, G.E., 2008, AHP Based Borda Count : A Hybrid Multi-Person Decision Making Method for Design Concept Selection School of Engineering Design, IEEE Journal & Magazines, pp.776–782.
[17] Zou, K., 2012, Borda Method of Fuzzy Decision Making, International Conference on Computer Science and Electronics Engineering, IEEE Journal & Magazines, 978-0-7695-4647-6/12.
[18] Purwantara, M., 2012, Sistem Pendukung Keputusan Kelompok Evaluasi Infrastruktur Jalan Raya Terhadap Kemacetan Lalu Lintas Menggunakan Metode Topsis Dan Borda, Tesis, Ilmu Komputer, Universitas Gadjah Mada.
[19] Rahardianti, elfitri dwi, 2012, Group Decision Support System Untuk Penentuan Lokasi KKN Dengan Menggunakan Metode Entropy, PROMETHEE, Dan Borda, Tesis, Ilmu Komputer, Universitas Gadjah Mada.
[20] Ai-azabl, F.G.M. and Ayu, M.A., 2010, Web Based Multi Criteria Decision Making Using AHP Method, IEEE Journal & Magazines.
[21] Yan, C., and Qiao, B, 2012, Study and Application of Risk Evaluation on Network Security Based on AHP, 198–205
[22] Ocelikova, E. and Klimesova, D., 2010, Using PROMETHEE method for the Ranking of Multidimensional Data, IEEE Journal & Magazines, 978-1-4244-6424-1.
[23] Goumas, M. and Lygerou, V., 2000, An Extension Of The PROMETHEE Method For Decision Making In Fuzzy Environment: Ranking Of Alternative Energy Exploitation Projects, European Journal of Operational Research, 123.
[24] Behzadian, M., Kazemzadeh, R. B., Albadvi, A., and Aghdasi, M., 2010, PROMETHEE: A Comprehensive Literature Review On Methodologies and Applications, European Journal of Operational Research, pp.198–215.
[25] Wang, C.W.C. and Leung, H.L.H., 2004, A Secure And Fully Private Borda Voting Protocol With Universal Verifiability, Proceedings of the 28th Annual International Computer Software and Applications Conference, IEEE Journal & Magazines, 0730-3157/04.
