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All Journal IT-Explore: Jurnal Penerapan Teknologi Informasi dan Komunikasi
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Universitas Pancasakti Tegal, Jawa Tengah, Indonesia
Computer Science & IT Control & Systems Engineering

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Optimasi bayesian pada model long short-term memory untuk prediksi harga saham perbankan Indonesia Wresti Andriani; Gunawan; Naella Nabila Putri Wahyuning Naja
IT Explore: Jurnal Penerapan Teknologi Informasi dan Komunikasi Vol 5 No 2 (2026): IT-Explore Juni 2026
Publisher : Fakultas Teknologi Informasi, Universitas Kristen Satya Wacana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24246/itexplore.v5i2.2026.pp217-231

Abstract

Bank stock price prediction is an important topic in the application of information technology because stock price movements are dynamic, sequential, and influenced by historical market patterns. This study aims to predict Indonesian banking stock prices using the Long Short-Term Memory method and evaluate the effect of Bayesian Optimization on model performance. The data used in this study consists of daily historical stock data of BBCA, BBNI, BBRI, BBTN, and BMRI from May 4, 2020, to May 4, 2026, obtained from Yahoo Finance. The input features include opening price, highest price, lowest price, closing price, and trading volume, while the prediction target is the stock closing price. The results show that the baseline model produced MAPE values ranging from 1.892% to 3.147%. The best baseline performance was obtained on BBCA with an R² value of 0.933, followed by BBTN with an R² value of 0.902. After optimization, performance improvement occurred on BBTN, with MAPE decreasing from 3.147% to 2.482% and R² increasing from 0.902 to 0.935. For BMRI, MAPE decreased from 2.385% to 2.206%, and R² increased from 0.687 to 0.743. This study concludes that Long Short-Term Memory can be used to predict Indonesian banking stock prices, while Bayesian Optimization can selectively improve model performance depending on the characteristics of each stock dataset.
Co-Authors Naella Nabila Putri Wahyuning Naja Wresti Andriani