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All Journal Zero : Jurnal Sains, Matematika, dan Terapan
I Wayan Mangku
Mathematics, IPB University, Bogor, Indonesia
Agriculture, Biological Sciences & Forestry Chemistry Mathematics Physics

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A Comparative study of Average-Based FTSMC, GBM, and LSTM for JCI Forecasting Syifa Aulia; I Wayan Mangku; I Gusti Putu Purnaba
ZERO: Jurnal Sains, Matematika dan Terapan Vol 10, No 2 (2026): Zero: Jurnal Sains Matematika dan Terapan
Publisher : UIN Sumatera Utara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30829/zero.v10i2.31020

Abstract

Stocks are high-risk investment instruments, so a model is needed to assist investors in decision-making. The Jakarta Composite Index (JCI) is a key indicator that measures the performance of all stocks on the Indonesian stock exchange. This study compares the performance of the Average-Based FTSMC, GBM, and LSTM models in predicting JCI movements. The research data consists of daily stock index values from June 1, 2024, to June 29, 2026. The models were compared using the evaluation metrics MAPE, RMSE, and MAE. The results show that the Average-Based FTSMC model provides the highest accuracy (MAPE: 0.925%, RMSE: 86.753, and MAE: 65.162). These findings indicate that the fuzzy time series approach is more adaptive to JCI fluctuations than both classical stochastic models and deep learning models. This study is limited to historical data using a single input variable; therefore, generalizing the results to market conditions requires further investigation.
Co-Authors I Gusti Putu Purnaba Syifa Aulia