Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : JUTECH : Journal Education and Technology

IMPLEMENTASI DATA MINING DALAM PREDIKSI HARGA SAHAM BBNI DENGAN PEMODELAN MATEMATIKA MENGGUNAKAN METODE LSTM DENGAN OPTIMASI ADAM Rahman, Alrafiful; Istiyowati, Lucia Sri; Valentinus, Valentinus; Ivan, Ivan; Azis, Zainal
JUTECH : Journal Education and Technology Vol 5, No 2 (2024): JUTECH DESEMBER
Publisher : STKIP Persada Khatulistiwa Sintang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31932/jutech.v5i2.4137

Abstract

Stock price prediction plays a crucial role in investment decision-making, allowing investors to maximize profits and minimize risks. This study implements the Long Short-Term Memory (LSTM) method with Adam optimization to predict the stock price of Bank Negara Indonesia (BBNI) based on historical stock price data from the Indonesia Stock Exchange (2001-2023). LSTM is chosen for its ability to handle sequential data and identify long-term patterns in time series. Meanwhile, the Adam optimization algorithm is used to accelerate model convergence and improve prediction accuracy. The data used includes daily stock prices (closing prices), and the research process involves data collection, preprocessing, LSTM model creation, Adam optimization, training, evaluation, and prediction. The experimental results show that the model with a batch size of 64 and 100 epochs yields an R² of 0.9928 and a MAPE of 1.53%, indicating a very high prediction accuracy. With an accuracy of 98.46%, the LSTM model with Adam optimization proves to be effective in predicting stock prices, providing excellent results for applications in investment strategies. This study demonstrates the great potential of applying data mining and machine learning techniques in more informed and data-driven stock market analysis.