Article Per Year (5 Year)
p-Index From 2021 - 2026
7.836
P-Index
This Author published in this journals
All Journal IJCCS (Indonesian Journal of Computing and Cybernetics Systems) Elkom: Jurnal Elektronika dan Komputer Jurnal Ilmiah KOMPUTASI CogITo Smart Journal Cyberspace: Jurnal Pendidikan Teknologi Informasi PROCESSOR Jurnal Ilmiah Sistem Informasi, Teknologi Informasi dan Sistem Komputer JSiI (Jurnal Sistem Informasi) Jurnal Ilmiah Media Sisfo Jurnal Telematika Journal of Information System,Graphics, Hospitality and Technology Jurnal Teknologi Dan Sistem Informasi Bisnis Jurnal JTIK (Jurnal Teknologi Informasi dan Komunikasi) JITU : Journal Informatic Technology And Communication Djtechno: Jurnal Teknologi Informasi Jurnal Mahasiswa Sistem Informasi (JMSI) Jurnal Teknologi Sistem Informasi Informatics and Computer Engineering Journal Jurnal Salam Sehat Masyarakat (JSSM) Jurnal Sistem Informasi Triguna Dharma (JURSI TGD) Prosiding Seminar Nasional Pengabdian Kepada Masyarakat Journal of Comprehensive Science Technologica Malcom: Indonesian Journal of Machine Learning and Computer Science Jurnal Sistem Informasi dan Bisnis Cerdas Jurnal Karya Abdi Masyarakat DEVICE : JOURNAL OF INFORMATION SYSTEM, COMPUTER SCIENCE AND INFORMATION TECHNOLOGY Literasi: Jurnal Pengabdian Masyarakat dan Inovasi Jurnal (FORSINTA) Informatika, Sistem Informasi dan Kehutanan Journal of Artificial Intelligence and Digital Business Jurnal Pengabdian Kolaborasi dan Inovasi IPTEKS Jurnal Manajemen Sistem Informasi Jurnal Pengabdian Masyarakat Pinang Masak Jurnal Informatika Polinema (JIP) BATIK: Jurnal Pengembangan dan Pengabdian Masyarakat Multikultural Jurnal Pengabdian Masyarakat Informasi interaktif : jurnal informatika dan teknologi informasi Berbakti Smatika Jurnal : STIKI Informatika Jurnal Jurnal Publikasi Sistem Informasi dan Manajemen Bisnis Jurnal Nasional Komputasi dan Teknologi Informasi JUSS (Jurnal Sains dan Sistem Informasi)
Arsa, Daniel
Universitas Jambi
Religion Agriculture, Biological Sciences & Forestry Humanities Chemical Engineering, Chemistry & Bioengineering Chemistry 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 Environmental Science Health Professions Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Medicine & Pharmacology Nursing Physics Public Health Social Sciences Other

Published : 61 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 61 Documents
Search

 3   4   5   6   7 
Perbandingan Metode Recurrent Neural Network Dan Long Short-Term Memory Dalam Prediksi Indeks Harga Saham Gabungan Riyadi, Marsel Fajriantama; Utomo, Pradita Eko Prastyo; Arsa, Daniel
JUSS (Jurnal Sains dan Sistem Informasi) Vol. 9 No. 1 (2026): Jurnal Sains dan Sistem Informasi
Publisher : Prodi Sistem Informasi FST Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22437/juss.v9i1.58814

Abstract

The movement of the Indeks Harga Saham Gabungan (IHSG) exhibits high volatility influenced by macroeconomic dynamics. This study aims to compare the performance of Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) architectures in predicting IHSG closing prices using a multivariate approach integrating the USD to IDR exchange rate and Bank Indonesia (BI) interest rate. Daily historical data from January 2, 2020, to December 31, 2024, were processed through normalization and sequential sliding window formation. Evaluation results indicate that the LSTM model outperformed the RNN. The LSTM model achieved a Mean Absolute Percentage Error (MAPE) of 0.8158% (99.18% accuracy), while the RNN model yielded a MAPE of 0.9314% (99.06% accuracy). Furthermore, the forecasted prices were successfully implemented into a Moving Average Crossover strategy simulation (MA-5 and MA-20) to detect Golden Cross and Death Cross momentums as automated trading signals. In conclusion, the LSTM architecture proved to be more optimal and effective in capturing financial data volatility for IHSG forecasting compared to RNN.
Co-Authors Abdul Manab Abidin, Zainil Ade Adriadi Agra Tiadef Agustin, Imelda Aisyah, Nabila Dinda Aldiansyah, Aldiansyah Aldy Nifratama Alfredo, Willyanto Ali Nurdin Hidayat Ambarwati, Diah Ance Pramai Shella Andri Daviano Andrian Setyarestu Prayogi Andrianti, Ari Anggraini, Nabila Febrisa Anna Febriane Angelica Anugradia, Nabila Ardian Salsa Rusmana Ari Setiya Ningsih Aryani, Reni Aulia Dwiza Puteri Ayu Friska Purba Baldy Antila Putra Bastian Wahyudi Benedika Ferdian Hutabarat Budi Aswin Cahya Syalom Dafian, M. Febrin Dahmiri Dawam Suprayogi Dedy Setiawan Denny Prabawa, Aditya Dewi Lestari Dewi Lestari Dewi Lestari Dewi Lestari Dhian Eka Wijaya Diah Riski Gusti Dwi Abdi Putra Dwi Lestari, Fitri Dwi Prakoso, Dimas Edi Saputra Edi Saputra Edwin Permana Effiyaldi, Effiyaldi Eka Hervy, Nazwa Eko Prasetyo Enggrani Fitri, Lucky Fadhila Putri Zahardy, Farah Fahreza, Agil Faizar Farid Fauzan Ramadhan Febby Lutvianita Febri Heryansah Febrisa Anggraini, Nabila Fernando, Anang Prahari Frely Setiawan Sihombing Gifroni, Mhd. Hanis, Farisyah Lutfiah Hidayat, Ali Nurdin Hubaybah, Hubaybah Huwaida, Abelia Maisya Ilhami, Mohamad Indra Lasmana Tarigan Iqbal Tria Cahyadhi Irfan Roihansyah Harahap Ismi Nurwaqiah Ibnu Iza Sofiani, Amanda Jaya, Asirman Kevin Kifeda Khaira, Ulfa Khairul Alim Kuswanto, Hasby Lucky Enggrani Fitri Maisya Huwaida, Abelia Martina Asti Rahayu Mochammad Arief Hermawan Sutoyo muhaimin, raihan Muhammad Razi A Mukhtada Billah Nst musnaini musnaini Musnaini Musnaini Mutia Fadhila Putri Mutia Fadhila Putri Nabila Suniyyah Nelson Nelson Nindy Raisa Hanum Ningsih, Siti Cahya Norman Syarief Noverina, Yolla Nugraha, A. Prima Nugraha, Hafiz Nur Fadilah Oktarivia Putri Ramadhani, Nanda Rahmadesia, Tania Ramadhani, Nanda Putri Raudati, Imelda Riyadi, Marsel Fajriantama Rizki Daffa Muttaqin Rizky Ardiansyah Putra, M. Rizqa Raaiqa Bintana Rufi'i Sahrial Sari, Riska Rahma Selfy Ilafia Siregar, Alifah Siregar, Alifah Salsabillah Sofiani, Amanda Iza Suniyyah, Nabila Tania Rahmadesia Tia Marcelin Tri Maulana Ramadhan, Ikhsan Tri Sherina Tri Suratno Trinanda, Randi Ulfa Khaira, Ulfa Usman Kamaruddin Utomo, Pradita Eko Prasetyo Utomo, Pradita Eko Prastyo Weni, Indra Willyanto Alfredo Yehezkiel Dwi Wahyu Situmerang Yogi Perdana Yolla Noverina Yolla Noverina Yudistira, Miranty Zahra, Salmah Nur