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PREDIKSI PROBABILITAS TRANSISI RISIKO HARGA CRYPTOCURRENCY DENGAN MENERAPKAN ANALISIS RANTAI MARKOV

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Penilaian

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Cryptocurrency prices depend on supply and demand in the market, so that price fluctuations occur from time to time. This study aims to predict daily Cryptocurrency prices by applying Markov Chain analysis by finding the probability value of each country until the probability value reaches a steady state condition. The data analyzed in this study are Cryptocurrency price data (X_t ) for 2022 and data for January 2023 t=1,2,3,…396. The initial stage of applying Markov Chain analysis is to determine the state category based on the variables (X_t and X_(t-1) ) which are defined by 3 states, namely if the price increases it is categorized as state 1 (rising state), if the price remains combined as state 2 (fixed state), and falling prices are considered as state 3 (down states). The results of the probability of the price of Bitcoin in steady state conditions are that the price increases by 0.36. The price of Ethereum in steady state conditions is the amount the price increases by 0.39. The Binance coin price at a steady state price condition is the price increase by 0.42. The Tether price at a steady state price condition is the price increase by 0.44. Based on this, it can be concluded that the prices of Bitcoin and Ethereum have decreased in price with a probability during steady state conditions of 0.45 and 0.40, while Binance Coin and Tether have increased with probabilities during steady state conditions of 0.42 and 44.

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Availability

Inventory Code	Barcode	Call Number	Location	Status
2307004701	T125673	T1256732023	Central Library (Referens)	Available

Detail Information

Series Title

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Call Number

T1256732023

Publisher

Indralaya : Jurusan Matematika, Fakultas Matematika Dan Ilmu Pengetahuan Alam, Universitas Sriwijaya., 2023

Collation

xii, 85 hlm.; Ilus.; 29 cm

Language

Indonesia

ISBN/ISSN

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Classification

519.287

Content Type

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Media Type

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Carrier Type

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Edition

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Subject(s)

Jurusan Matematika
Rantai Markov

Specific Detail Info

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Statement of Responsibility

PITRIA

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