Optimization of Autoregressive Integrated Moving Average (ARIMA) for Forecasting Indonesia Sharia Stock of Index (ISSI) using Kalman Filter
Author(s) -
Luluk Wulandari,
Yuniar Farida,
Aris Fanani,
Mat Syai’in
Publication year - 2018
Language(s) - English
Resource type - Conference proceedings
DOI - 10.5220/0008906902950303
Subject(s) - autoregressive integrated moving average , kalman filter , sharia , autoregressive model , stock market index , index (typography) , stock (firearms) , econometrics , computer science , artificial intelligence , mathematics , time series , engineering , machine learning , geography , stock market , islam , mechanical engineering , context (archaeology) , archaeology , world wide web
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom