Unscented Kalman Filter and H-Infinity for Travel Company Stock Price Estimation
Abstract
The travel and hotel industry is one of the industries experiencing rapid growth. As the population grows, the need for travel and accommodation services gets higher. This is one of the factors contributing a rapid increase in such service industry. Competition in the economy and business world is getting tougher from year to year both within a country and abroad. Considering that Indonesia is a country comprised of many islands with a variety of natural beauty, it has the very potential for tourist resort attraction. This kind of thing leads to the growth of the Hotel and Travel industry to support tourism development. With such rapid service industry development, supported by promising business opportunities, investors for such sector are encouraged. The right way to reduce risk for investors interested is to develop a system for estimating the stock prices. Therefore, in this study, the stock price estimation method applied for travel companies adopted Advanced Kalman Filter, a comparison of H-Infinify and Unscented Kalman Filter (UKF) as a chart for investors to take into consideration in their investment decision making. The simulation results showed that the UKF method had higher accuracy than the H-Infinify method with an error by the UKF of 3.2% and that by the H-Infinify of 9.6%.
Downloads
References
Karya, D.F., Puspandam, K. and Herlambang, T., 2017. “Stock Price Estimation Using Ensemble Kalman Filter Square Root Methods”, The First Internatonal Conference on Combinatorics, Graph Teory and Network Topology, University of Jember-Indonesia, 25-26 Nov 2017, Journal of Physics: Conf. Series1008 (2018) 012026.
Karya, D.F., Katias, P., Herlambang, T., and Rahmalia, D. 2018. “Development of Unscented Kalman Filter Algorithm for stock price estimation”, The Second Internatonal Conference on Combinatorics, Graph Teory and Network Topology, University of Jember-Indonesia, 24-25 Nov 2018, Journal of Physics: Conf. Series 1211 (2019) 012031
Anshori, M. Y., and Herlambang, T. 2019, “Estimation Of Profitability Of A Company In PT. ABC Using Kalman Filter”, The 1ST International Conference On Bussines, Law, And Pedagogy, 13-14 February 2019
Nurhadi, H., Herlambang, T and Adzkiya, D. 2019, “Position Estimation of Touristant ASV Using Ensemble Kalman Filter”, International Conference on Mechanical Engineering, 28-29 August 2019
Herlambang, T., Rahmalia, D., and Yulianto, T., 2018,” Particle Swarm Optimization (PSO) and Ant Colony Optimization (ACO) for Optimizing PID Parameters on Autonomous Underwater Vehicle (AUV) Control System”, The Second Internatonal Conference on Combinatorics, Graph Teory and Network Topology, University of Jember-Indonesia, 24-25 Nov 2018
Herlambang, T., Djatmiko E.B and Nurhadi H., 2015, “Ensemble Kalman Filter with a Square Root Scheme (EnKF-SR) for Trajectory Estimation of AUV SEGOROGENI ITS”, International Review of Mechanical Engineering IREME Journal, Vol. 9, No. 6. Pp. 553-560, ISSN 1970 – 8734. Nov.
Herlambang, T., 2017, “Design of a Navigation and Guidance System of Missile with Trajectory Estimation Using Ensemble Kalman Filter Square Root (EnKF-SR). International Conference on Computer Applications and Information Processing Technology (CAIPT)-IEEE, Bali Indonesia 8-10 Augsut 2017.
Karya, D.F, Anshori, M.Y, Rizqina, R, Katias, P, Muhith, A, and Herlambang, T, 2020, Estimation of Crude Oil Price Using Unscented Kalman Filter,The Third International Conference on Combinatorics, Graph Teory and Network Topology, University of Jember-Indonesia, 26-27 Oct 2019
Muhith, A, Herlambang, T, Irhamah, Rahmalia,D., 2020, Estimation of Thrombocyte Concentrate (TC) and Whole Blood (WB) using Unscented Kalman Filter, International Journal of Advanced Science and Technology Vol. 29, No. 8s, (2020), pp. 25-32
Anshori, M.Y, Herlambang, T, Karya, D.F, Rahmalia,D, Inawati,P.A., 2019 “H-Infnitiy for World Crude Oil Price Estimation”, The 1st International Conference on Lesson Study of Sceince, Technology, Engineering, and Mathemathics, Jember, East Java, Indonesia, 30 November – 1 December 2019
Copyright (c) 2022 Puspandam Katias, Ismanto Hadi Susanto, Teguh Herlambang, Mohamad Yusak Anshori
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
The author(s) hold the copyright of the published article without restriction. This policy means that the journal allows the author(s) to hold and retain publishing rights without restrictions.
The author(s) holds the copyright of published articles without limitation. This policy means that the journal allows the author to hold and retain publishing rights without restrictions. Journal editors are given the copyright to publish articles in according to agreement signed by the author and also include statement of originality of the article
This work is licensed under a 