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Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Mechanical Engineering Social Sciences Transportation Other

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Journal : Jurnal Computer Science and Information Technology (CoSciTech)

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Korelasi Kasus Harian Covid-19 dan Pergerakan Saham Perusahaan Vaksin di Pasar Global Menggunakan Long Short-Term Memory (LSTM) Gigih Setyaji; Kusrini
Computer Science and Information Technology Vol 6 No 2 (2025): Jurnal Computer Science and Information Technology (CoSciTech)
Publisher : Universitas Muhammadiyah Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37859/coscitech.v6i2.9231

Abstract

The COVID-19 outbreak has had a significant impact on stock price fluctuations in the pharmaceutical industry, particularly among vaccine-producing companies. This study evaluates the relationship between the number of daily COVID-19 cases and the stock price movements of global vaccine companies, with a primary focus on AstraZeneca (AZN). The predictive model employed is Long Short-Term Memory (LSTM), a deep learning algorithm based on time series data. To achieve more accurate predictions, automatic hyperparameter tuning was performed using the Optuna method. Based on the evaluation results, the model demonstrated high predictive performance, with a Mean Squared Error (MSE) of 1.131777, Mean Absolute Error (MAE) of 0.773518, Root Mean Squared Error (RMSE) of 1.063850, and a coefficient of determination (R²) of 0.974614. Additionally, the model was able to realistically forecast the AZN stock price trend for the next 30 days. These results prove that the optimized LSTM model can serve as an effective prediction tool for analyzing the impact of the pandemic on the capital market.
Co-Authors Agatstya, I Made Artha Agustina Rahmawati Agustina, Nova Ahmad Almas'ud ZD Ahsan, Muhammad Salimy Ali Asgar Zainal Abidin Andri, Agung Anggit Dwi Hartanto Anggit Hartanto Arief Setyanto Arli Aditya Parikesit Arnap, Adam Azib Widad Zuhaily Imam DHANI ARIATMANTO Djatmiko, Widdi Dzalfa Tsalsabila Rhamadiyanti Ema Utami Ferry Wahyu Wibowo Gigih Setyaji Hanafi Handoko Adji Pangestu Hidayat, Fajar Maula Ilmi, M. Bahril Kemal Pasha Kurni, Samuel Everth Andrias Kurniawan, Mei Kusnawi Kusnawi M. Rudyanto Arief M. Suyanto Mawene, Brenstein Mohamad Firdaus, Mohamad Muhirin Perdana Putra, Muhammad Ricky Rama Ashari Rosadi, Ilham Aziz Sari, Yunita Sartika Sri Wahyuningsih Tamaulina Br Sembiring Tolla, Yefta TONNY HIDAYAT Widyanto, Agung Yanuargi, Bayu Zakaria Zakaria Zulkarnain, Jefri Zulpan Hadi