OPTIMAL USING PORTFOLIO DIVERSIFICATION MULTI AGENT METHOD IN THE CAPITAL MARKET

IF 1.1 4区医学 Q4 PUBLIC, ENVIRONMENTAL & OCCUPATIONAL HEALTH

Ajar-African Journal of Aids Research Pub Date : 2023-02-28 DOI:10.35129/ajar.v6i01.400

Asri Jaya, Fitri Handayani Alnur, Muchriana Muchran

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引用次数: 0

Abstract

This study aims to apply the multi agent method in order to help investorspredict stock prices by reducing risk when investing. This is based on the behaviorof investors when making decisions in investing in the capital market in consideringthe risks that my occur if they do not manage their portpolios properly. It is knowthat there are 3 papular indicators associated with the multi agent method namelySMA, RSI, dan BB which are used to find out recommendations for stocks to beinvested. Based on the multi agent method, with a population of shares listed inthe LQ-45 index in the period 2019 tp 2021, and sample selection using thepurposive sampling by obtaining 38 samples of stocks with secondary dataobtained from stocks that consistently always exist in the LQ-45 index in the studyperiod totaling 12 samples. The results of the study indicate that there are 3 stocksthat have good portpolios and are also not good for investment. The 3 shares,namely BTPS, BBTN have recommended shares for sale. While ADRO has goodstock recommendations to buy and can be proven by opening tha profitsapplication so that the final results made are real and can be proven.

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在资本市场上运用组合分散多主体方法进行优化

本研究旨在运用多智能体方法，帮助投资者在投资时预测股价，降低风险。这是基于投资者在资本市场投资决策时的行为，考虑到如果他们没有妥善管理他们的投资组合可能发生的风险。众所周知，与多代理方法相关的常用指标有sma、RSI和BB，它们被用来寻找投资股票的建议。基于多智能体方法，以2019 - 2021年LQ-45指数成份股为总体，采用有目的抽样的方法进行样本选择，选取了38只股票样本，其次级数据来自于LQ-45指数在研究期间始终存在的股票，共计12只样本。研究结果表明，有3只股票具有良好的投资组合，也不适合投资。这3只股票，即BTPS、BBTN均有推荐出售股票。而ADRO有好的股票建议购买，可以证明通过打开利润应用程序，使最终结果是真实的，可以证明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Ajar-African Journal of Aids Research 医学-公共卫生、环境卫生与职业卫生

CiteScore

1.80

自引率

8.30%

发文量

审稿时长

>12 weeks

期刊介绍： African Journal of AIDS Research (AJAR) is a peer-reviewed research journal publishing papers that make an original contribution to the understanding of social dimensions of HIV/AIDS in African contexts. AJAR includes articles from, amongst others, the disciplines of sociology, demography, epidemiology, social geography, economics, psychology, anthropology, philosophy, health communication, media, cultural studies, public health, education, nursing science and social work. Papers relating to impact, care, prevention and social planning, as well as articles covering social theory and the history and politics of HIV/AIDS, will be considered for publication.