Pengelompokan Tingkat Kesehatan Keuangan Bank BUMN Menggunakan K-Means Clustering dan Quadratic Discriminant Analysis -Submit Jurnal

Sitompul, Sophie Theodore (2026) Pengelompokan Tingkat Kesehatan Keuangan Bank BUMN Menggunakan K-Means Clustering dan Quadratic Discriminant Analysis -Submit Jurnal. Bachelor thesis, Institut Teknologi Kalimantan.

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Abstract

Kesehatan keuangan bank merupakan aspek penting dalam menjaga stabilitas dan keberlanjutan sektor perbankan. Penelitian ini bertujuan untuk mengelompokkan tingkat kesehatan keuangan Bank Badan Usaha Milik Negara (BUMN) menggunakan metode K-Means Clustering dan mengklasifikasikan hasil pengelompokan menggunakan Quadratic Discriminant Analysis (QDA). Data yang digunakan berupa laporan keuangan triwulan lima Bank BUMN periode 2020 - 2025 dengan variabel Cash Ratio, Return on Assets (ROA), Return on Equity (ROE), Loan to Deposit Ratio (LDR), Non-Performing Loan (NPL),Biaya Operasional terhadap Pendapatan Operasional (BOPO), dan Debt to Equity Ratio (DER). Tahapan penelitian meliputi preprocessing data, standarisasi menggunakan metode Z-Score, K-Means Clustering, pengujian asumsi analisis diskriminan, Stepwise Discriminant Analysis, pembentukan model QDA, serta evaluasi model menggunakan confusion matrix. Hasil penelitian menunjukkan bahwa jumlah cluster optimal yang terbentuk adalah tiga cluster. Variabel DER, NPL, ROA, Cash Ratio, dan BOPO terbukti signifikan dalam membedakan antar cluster. Model QDA menggunakan seluruh variabel menghasilkan akurasi sebesar 94,167%, sedangkan model QDA menggunakan variabel hasil Stepwise Discriminant Analysis menghasilkan akurasi sebesar 91,667%. Hasil tersebut menunjukkan bahwa model QDA yang menggunakan seluruh variabel penelitian memberikan kinerja klasifikasi yang lebih baik dibandingkan model QDA yang menggunakan variabel hasil Stepwise Discriminant Analysis.

Item Type:	Thesis (Bachelor)
Subjects:	H Social Sciences > HG Finance
Divisions:	Jurusan Matematika dan Teknologi Informasi > Ilmu Aktuaria
Depositing User:	Sophie Theodore Sitompul
Date Deposited:	14 Jul 2026 05:59
Last Modified:	14 Jul 2026 05:59
URI:	http://repository.itk.ac.id/id/eprint/26684

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