Title: PREDICTING THE TREND OF STOCK MARKET BY EXAMINING ITS RELATIONSHIP WITH MACROECONOMICS VARIABLES
Method: Dynamic Interaction Network
Data:
- Indonesia Stock Market Index (IHSG)
- Inflation Rate
- Gross Domestic Product (GDP)
- Interest Rate
- Unemployment Rate
Short Description: Using Dynamic Interaction Network to extract relationship patterns between stock market index and macroeconomics variables and then apply this pattern to predict future stock market index.