Abstract
A huge amount of Syariah Indices generated every minute causes difficulty
for analysts to scrutinize every data being produced. Without an indepth analysis on
the generated data, it is hard to predict the movement of these Indices. This study
focuses on the effectiveness of implementing discretization techniques of rough set
theory on Syariah Index. By comparing two discretization techniques, Equal
Frequency Binning (EFB) and Minimum Description Length Principle (MDLP), the
Syariah Index data which has gone through the discretization process are evaluated
to determine its efficiency in predicting the movement of the Syariah
Index.
Results
indicates that the MDLP technique records classification percentage between 53vo to
80% while the EFB technique records between 44.4% to 63.3%. This proves that the
MDLP technique is good for usage for Syariah Index. This study also concludes that
for the EFB technique, the appropriate number of bins is 10 and partition of 70%
data for training and 30%data for testing in post processing is suitable to achieve
good classification results.
Website : http://ir.fsksm.utm.my/3007/
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