CD Skripsi
Metode density-based spatial clustering applications with noise dan hierarchical clustering untuk Pengelompokan saham
Stock investment is one of the financial instruments that plays an important role in encouraging economic growth. The rapid development of the capital market makes investors faced with the challenge of identifying patterns and groups of stocks that are suitable for their investment strategies. One approach that can be used to understand the characteristics of stocks is through clustering analysis. This study aims to cluster the stocks in KOMPAS100 index based on fundamental indicators and ESG values by comparing two methods. The methods used in this study are density-based clustering, namely Density Based Spatial Clustering Application with Noise (DBSCAN) and hierarchical methods, namely Agglomerative Hierarchical Clustering (AHC). Evaluation of cluster results was conducted using the silhouette coefficient and Davies-Bouldin Index (DBI) metrics.
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