DATA MINING TECHNIQUE WITH CLUSTER ANAYSIS USE K-MEANS ALGORITHM FOR LQ45 INDEX ON INDONESIA STOCK EXCHANGE
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.
Data Exploration is a preliminary examination of the data to determine its main characteristics and determine the best approach for extracting meaningful information. The main purpose is to encourage in deciding the most appropriate preprocessing and data analysis techniques. Mistakes, there are several processes to be taken, such as cleaning, integration, transformation, reduction of news reports. This shows the missing value filling, combines the report by relevance and consolidates the data by replacing the original information using the news aggregator. Once the stored data is processed in pre-processing data stored in the data repository. The data repository contains data that has been cleared. In this paper using four parts of cluster analysis applied in cluster analysis. Then implemented on two attributes, namely volume and transaction value on shares in the Liquid 45 or blue-chip group in Indonesia Stock Exchange. The data used was taken from Indonesia Stock Exchange.
Using cluster analysis in this study result with the ability to provide information quickly and efficiently for potential novice investors on the distribution map of Liquid 45 shares or bluechip stocks in Indonesia Stock Exchange. The cluster analysis of 45 blue chip stocks in the Indonesia Stock Exchange provides useful and quick information visually to see the map of 45 blue chip stocks divided into four parts according to the needs in stock price attributes and share transaction value so as to provide information quickly and accurate to quickly become the target of stock investors’ decisions.
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