KOMBINASI ANALISIS TEKNIS DAN ALGORITMA GRADIENT BOOSTING UNTUK MEMPREDIKSI INDEKS HARGA SAHAM GABUNGAN

2020 ◽  
Author(s):  
danu salam ◽  
Mustarum Musaruddin ◽  
Hasmina Tari Mokui
Keyword(s):  
P Value ◽  

Saham merupakan surat berharga yang dapat diperdagangkan. Fluktuasi harga saham dapat dimanfaatkan oleh trader untuk mendapatkan keuntungan. Untuk melihat pergerakan harga saham dapat dilihat dari Indeks Harga Saham Gabungan (IHSG). Pada penelitian ini bertujuan untuk memprediksi indeks harga saham gabungan dengan mengkombinasikan antara analisis teknis dan menggunakan algoritma gradient boosting. Hasil eksperimen didapatkan perbedaan akurasi antara model dengan kombinasi dan tanpa kombinasi. Akurasi model kombinasi sebesar 86,79% dan RMSE sebesar 0,00786, dibandingkan dengan model tanpa kombinasi akurasinya 74.60% dan RMSE 0,01048. Sedangkan dari F-test didapatkan, P-value sebesar 1,457x10-147. Nilai P<0,05 memiliki nilai signifikansi penerimaan sehingga model yang diusulkan dapat diterima.

1993 ◽  
Vol 18 (1) ◽  
pp. 1-40 ◽  
Author(s):  
Robert J. Boik

This article considers two related issues concerning the analysis of interactions in complex linear models. The first issue concerns the omnibus test for interaction. Apparently, it is not well known that the usual F test for interaction can be replaced, in many applications, by a test that is more powerful against a certain class of alternatives. The competing test is based on the maximal product interaction contrast F statistic and achieves its power advantage by focusing solely on product contrasts. The maximal product interaction F test is reviewed and three new results are reported: (a) An extended table of exact critical values is computed, (b) a table of moment functions useful for approximating the p-value corresponding to an observed maximal F statistic is computed, and (c) a simulation study concerning the null distribution of the maximal F statistic when data are unbalanced or covariates are present is reported. It is conjectured that lack of balance or presence of covariates has no effect on the null distribution. The simulation results support the conjecture. The second issue concerns follow-up tests when the omnibus test is significant. It appears that researchers, in general, do not perform coherent follow-up tests on interactions. To make it easier for researchers to do so, an exposition on the use of product interaction contrasts and partial interactions in complex fixed-effects models is provided. The recommended omnibus and follow-up tests are illustrated on an educational data set analyzed using SAS ( SAS Institute, 1988 ) and SPSS (1990) .


2021 ◽  
Vol 10 (9) ◽  
pp. 1875
Author(s):  
I-Min Chiu ◽  
Chi-Yung Cheng ◽  
Wun-Huei Zeng ◽  
Ying-Hsien Huang ◽  
Chun-Hung Richard Lin

Background: The aim of this study was to develop and evaluate a machine learning (ML) model to predict invasive bacterial infections (IBIs) in young febrile infants visiting the emergency department (ED). Methods: This retrospective study was conducted in the EDs of three medical centers across Taiwan from 2011 to 2018. We included patients age in 0–60 days who were visiting the ED with clinical symptoms of fever. We developed three different ML algorithms, including logistic regression (LR), supportive vector machine (SVM), and extreme gradient boosting (XGboost), comparing their performance at predicting IBIs to a previous validated score system (IBI score). Results: During the study period, 4211 patients were included, where 126 (3.1%) had IBI. A total of eight, five, and seven features were used in the LR, SVM, and XGboost through the feature selection process, respectively. The ML models can achieve a better AUROC value when predicting IBIs in young infants compared with the IBI score (LR: 0.85 vs. SVM: 0.84 vs. XGBoost: 0.85 vs. IBI score: 0.70, p-value < 0.001). Using a cost sensitive learning algorithm, all ML models showed better specificity in predicting IBIs at a 90% sensitivity level compared to an IBI score > 2 (LR: 0.59 vs. SVM: 0.60 vs. XGBoost: 0.57 vs. IBI score >2: 0.43, p-value < 0.001). Conclusions: All ML models developed in this study outperformed the traditional scoring system in stratifying low-risk febrile infants after the standardized sensitivity level.


2011 ◽  
Vol 5 (S9) ◽  
Author(s):  
Yauheniya Cherkas ◽  
Nandini Raghavan ◽  
Stephan Francke ◽  
Frank DeFalco ◽  
Marsha A Wilcox

2018 ◽  
Vol 1 (2) ◽  
pp. 107-117
Author(s):  
Muhit Nur Hidayah
Keyword(s):  
P Value ◽  

Tujuan dari penelitian ini adalah untuk mengetahui pengaruh “Jokowi Effect” terhadap IHSG selama kurun waktu bulan Januari 2014 sampai Maret 2018. Kurun waktu ini adalah masa sebelum dan sesudah pengumuman kabinet kerja Jokowi. Pengumuman kabinet Jokowi pada 2014 disebut-sebut mempengaruhi pasar modal Indonesia. Maka peristiwa ini disebut “Jokowi Effect”, dimana peristiwa ini akan mempengaruhi pasar modal. Hasil penelitian ini menunjukkan bahwa Peristiwa pengumuman Kabinet Kerja Jokowi tahun 2014 berpengaruh terhadap IHSG, selain itu variabel lain seperti nilai tukar, kurs dan dummy berpengaruh significant terhadap IHSG, hal ini ditunjukan dari hasil F test dengan nilai p-value 0,000168 <0,05.


2021 ◽  
Vol 2 (1) ◽  
pp. 23-31
Author(s):  
Eliana Eliana ◽  
Nurhayati Nurhayati ◽  
Endra Gunawan ◽  
Jahrul Amin

This study aims to analyze the influence of leadership, transparency, use of information technology and internal control systems on the accountability of village village fund management in villages in West Simeulue District. The problem that arises is whether leadership, transparency in the use of information technology and internal control systems affect the accountability of village fund management in West Simeulue District? With a sample of 70 respondents and data obtained by distributing questionnaires to respondents. To test each item on each variable has been tested the validity and reliability of the instrument. The results show that simultaneously there is an influence between leadership, transparency, use of information technology, internal control systems and accountability of village fund management by 0.678 or 67.8% and 0.322 or 32.2% influenced by other variables. after the F test, the number Fcount > Ftable or (34,293>3.13) and a significant test that the p value of 0.000 <p is set at 0.05 which means it is significant. Partially shows that: 1. Leadership affects the accountability of village fund management Tcount 2.392> T table 1.667 and p value 0.020 < from p 0.05 means significant. 2. Transparency affects the accountability of village fund management Tcount 2,231 > Ttable 1,667 with p value 0.029 from <0.05 means significant. 3. The use of information technology affects the accountability of village fund management Tcount 1.953> Ttable 1.667 with p value 0.030 from <0.05 means significant. 4. The internal control system affects the accountability of village fund management Tcount 4.511> Ttable 1.667 with p value 0.000 from <0.05 means significant. This means that partially the influence of the internal control system on the accountability of village fund management is more dominant than leadership, transparency and the use of information technology.


2019 ◽  
Vol 1 (1) ◽  
pp. 01-19
Author(s):  
Abdurokhim Abdurokhim
Keyword(s):  
P Value ◽  

Dinas Perindustrian dan Perdagangan Kabupaten Cirebon gaya kepemimpinan yang diterapkan adalah gaya kepemimpinan demokratis. Kompensasi memegang peranan penting dalam meningkatkan kinerja pegawai, salah satu alasan utama seseorang bekerja adalah untuk memenuhi kebutuhan hidupnya. Seseorang akan bekerja secara maksimal agar mendapat kompensasi yang sesuai. Dalam suatu instansi, pegawai senantiasa mengharapkan penghasilan yang lebih memadai. Metode yang digunakan dalam penelitian ini adalah dengan menggunakan penelitian deskriptif analisis. Hasil  uji anova atau F test didapat Fhitung sebesar  14,822 dengan tingkat signifikansi 0,000. Hal itu berarti variabel Gaya Kepemimpinan  (X1) dan Kompensasi  (X2) berpengaruh secara bersama - sama (Simultan) terhadap Kinerja Pegawai  (Y). Hasil uji F tersebut memiliki nilai p -value 0,000 < 0,05 artinya signifikan, sedangkan Fhitung 14,822 > dari Ftabel 3,110 artinya hipotesis diterima. Besarnya pengaruh positif Gaya Kepemimpinan  dan Kompensasi  terhadap adalah Kinerja Pegawai  sebesar 27%.


2019 ◽  
Vol 21 (Supplement_3) ◽  
pp. iii65-iii65
Author(s):  
Y Pin ◽  
M Loo ◽  
W Waissi ◽  
A Paix ◽  
J Todeschi ◽  
...  

Abstract BACKGROUND Brain metastasis (BM) are frequently surrounded by brain edema with a variable extension. This pathological increase in the water mass from the interstitial or intracellular space is the source of neurological symptoms but some studies also showed a prognosis impact of this edema. Nevertheless, the current edema evaluation methods are poorly reproducible and were not extensively evaluated. From a series of patients with brain metastasis, we analyzed factors influencing perilesional edema extension in function of three edema descriptors which were qualitatively evaluated: the absolute cumulative intracranial edema volume (CIEV, in mL), the edema on tumor volume ratio (ER), and the Edema Theoretical Thickness (ETT, in mm), new factor designed to be more independent from geometrical considerations. MATERIAL AND METHODS Clinical, biological and imaging factors were retrospectively recorded from patients referred for upfront stereotactic radiotherapy of one to three BMs. CIEV, ER and ETT were calculated for each patient. Non-colinear factors were selected using the Farrar-Glauber test. Impact of these factors on edema was tested with an univariate then a multivariate linear regression for each edema descriptor. Each resulting regression model was qualitatively evaluated using the F-test, R square value and residuals calculation. RESULTS Between January 2012 to December 2017, 182 patients were included. Upon 20 potentially prognostic factors recorded, 10 were kept, including clinical, biological and imaging factors. In the multivariate analysis, the CIEV was influenced by the cumulative intracranial tumor volume (CITV) (coefficient of 1.95, p<.001). The CIEV F-statistic p-value and R square were <10–15 and 0.30, respectively. The ETT was significantly influenced by the CITV (0.31, p<.001) and the extracerebral disease control (-1.58, p=.049). The F-test p-value and R square were <10-10 and 0.25, respectively. No significant linear regression was found for the ER. Residuals were more clinically relevant for the ETT compared to the CIEV. CONCLUSION Being significantly influenced by the cumulative brain tumor volume and the extracerebral disease control, the ETT might be a factor to include in future BM works because its strong relationships with confounding factors and its ability to provide robust intra and inter subjects comparisons.


2009 ◽  
Vol 59 (6) ◽  
Author(s):  
Júlia Volaufová

AbstractSeemingly, testing for fixed effects in linear models with variance-covariance components has been solved for decades. However, even in simple situations such as in fixed one-way model with heteroscedastic variances (a multiple means case of the Behrens-Fisher problem) the questions of statistical properties of various approximations of test statistics are still alive. Here we present a brief overview of several approaches suggested in the literature as well as those available in statistical software, accompanied by a simulation study in which the accuracy of p-values is studied. Our interest is limited here to the Welch’s test, the Satterthwaite-Fai-Cornelius test, the Kenward-Roger test, the simple ANOVA F-test, and the parametric bootstrap test. We conclude that for small sample sizes, regardless the number of compared means and the heterogeneity of variance, the ANOVA F-test p-value performs the best. For higher sample sizes (at least 5 per group), the parametric bootstrap performs well, and the Kenward-Roger test also performs well.


Sign in / Sign up

Export Citation Format

Share Document