Algoritma Genetika dalam Pengoptimuman Portofolio Perusahaan Emiten

Authors

  • Izma Fahria Universitas Bangka Belitung
  • Elyas Kurtiawan Universitas Bangka Belitung

DOI:

https://doi.org/10.24252/msa.v8i2.16030

Abstract

ABSTRAK. Investasi saham di pasar modal tidak lepas dari risiko. Semakin tinggi keuntungan yang diperoleh dari investasi, maka akan berpotensi tinggi pula risiko yang dihadapi (high risk high return). Diversifikasi saham merupakan salah satu cara untuk memperkecil risiko investasi yang dapat dilakukan oleh investor. Tantangan besar ketika melakukan diversifikasi saham dalam portofolio adalah penentuan kandidat saham-saham dan besarnya proporsi jumlah dana yang ditempatkan pada masing-masing saham yang menyusun portofolio optimum. Penyelesaian masalah pembentukan portofolio optimum ini dilakukan dengan mengimplementasikan algoritma genetika agar diperoleh proporsi saham yang dapat menghasilkan keuntungan optimum dengan tingkat kerugian yang dapat dipertanggung jawabkan. Studi kasus dilakukan pada sejumlah saham dengan kinerja unggul yang aktif diperdagangkan di Bursa Efek Indonesia. Hasil penelitian menunjukkan bahwa metode algoritma genetika bekerja dengan efektif dalam penyelesaian masalah pembentukan portofolio optimum

Author Biography

Izma Fahria, Universitas Bangka Belitung

Jurusan Matematika

References

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Published

2020-12-23

How to Cite

[1]
I. Fahria and E. Kurtiawan, “Algoritma Genetika dalam Pengoptimuman Portofolio Perusahaan Emiten”, MSA, vol. 8, no. 2, pp. 70–76, Dec. 2020.

Issue

Vol. 8 No. 2 (2020): Volume 8 Nomor 2

Section

Artikel

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