Muhammad Anwar Fauzi
Department of Digital Business, Universitas Sugeng Hartono, Sukoharjo, Indonesia

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

Classification of Stock Listing Boards for Warrants using Machine Learning and Bayesian Optimization Deny Prasetyo; Muhammad Anwar Fauzi
Journal of Artificial Intelligence and Legal Technology Vol. 1 No. 1 (2025): August 2025
Publisher : Sah Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Automatic classification of warrant stock listing boards is an important challenge in managing capital market information, especially on the Electronic Indonesia Public Offering (E-IPO) platform. This research implements various machine learning algorithms optimized using Bayesian Optimization to improve the classification accuracy of six listing board categories. Ensemble models such as Random Forest, CatBoost, and XGBoost showed superior performance with the highest accuracy reaching 74.68%. The use of Bayesian Optimization effectively finds the optimal hyperparameters, strengthening the overall performance of the model. Evaluation was conducted through stratified cross-validation and confusion matrix analysis, providing in-depth insight into prediction accuracy. The results of this research contribute to the automation of listing board clustering that supports the strategic decisions of investors, issuers, and regulators in the Indonesian capital market.