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All Journal Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis
Ladyvista Tiursari Lumban Gaol
Institut Teknologi Sepuluh Nopember
Economics, Econometrics & Finance

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Peramalan Harga Saham BCA dengan Menggunakan Metode Hybrid Autoregressive Moving Average (ARIMA) – Gated Recurrent Unit (GRU) Ladyvista Tiursari Lumban Gaol; Sri Rachmi Nadhifah Dewi; Muhammad Saiful Hakim
Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis Vol. 6 No. 2 (2026): Juli : Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis
Publisher : Lembaga Pengembangan Kinerja Dosen

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55606/jaemb.v6i2.9478

Abstract

This study aims to develop a stock price forecasting model for Indonesia’s banking sector using a hybrid Autoregressive Integrated Moving Average (ARIMA) – Gated Recurrent Unit (GRU) method. Weekly stock prices of BCA (BBCA) from January 2016 to December 2023 were obtained from Yahoo Finance. The ARIMA model captures trend and seasonal patterns, while the GRU model handles the nonlinear characteristics of stock data. Model performance was evaluated using cross-validation and metrics such as Mean Absolute Percentage Error (MAPE) and Mean Absolute Error (MAE).
Co-Authors Muhammad Saiful Hakim Sri Rachmi Nadhifah Dewi