%0 Thesis %9 Skripsi %A MUHAMMAD ASFARUDIN, NIM. 09650051 %B FAKULTAS SAINS DAN TEKNOLOGI %D 2013 %F digilib:12161 %I UIN SUNAN KALIJAGA %K Keyword: Generalized Regression Neural Network, Feed Forward Neural network, stock index, Jakarta Islamic Index, GRNN, FFNN,time series data, andforecasting. %T STUDI KOMPARASI PERAMALAN HARGA PENUTUPAN JAKARTA ISLAMIC INDEX (JII) DENGAN METODE GENERALIZED REGRESSION NEURAL NETWORK DAN FEED FORWARD NEURAL NETWORK %U https://digilib.uin-suka.ac.id/id/eprint/12161/ %X One of the most important things for investor is knowing future stock price. There are many methods to do forecasting.Generalized Regression Neural Networkand Feed forward Neural Network are the most popular of Artificial neural network to forcast time series data. Normalization is the first step of time series forcasting using artificial neural network algorithm. Normalization was needed to increase forecasting accuration. The next step after normalization is forecasting it self. The comparison result reveal that Generalized Regression Neural Network is superior to Feed Forward Neural Network in forecasting of Jakarta Islamic Index. %Z Pembimbing: Nurochman, S.Kom., M.Kom