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Journal : Journal of Engineering and Science Application

Stock Price Prediction Modeling Using Recurrent Neural Network and Long-Short Term Memory Salsabila, Afrida Nur; Anwariningsih, Sri Huning; Susilo, Dahlan
Journal of Engineering and Science Application Vol. 2 No. 1 (2025): April
Publisher : Institute Of Advanced Knowledge and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.69693/jesa.v2i1.20

Abstract

Stock price fluctuations were very difficult to predict the direction of the changes. There were generally estimated to follow three analysis techniques: technical, fundamental, and sentiment. Technical analysis involves observing prices in the past, fundamental analysis is related to the analysis of ongoing business situations, while sentiment analysis includes stock prices that were affected by business aspects, current information, and business activities. Valid price data of the BCA Company used was the stock price from 2019 until 2024. The purpose of this study is to find alternative models of the RNN and LSTM models. The methods used in this study are the documentation method and the optimization method. Accuracy measurements used Mean Square Error (MSE) and Mean Absolute Error (MAE) metrics. The results of stock prediction using the RNN model got poor results with epoch 10 obtaining an accuracy of 61.3%, while using the LSTM model obtained quite good results with epoch 10 obtaining an accuracy of 87.7%. Stock predictions using the combined RNN-LSTM models were able to get good results with epoch 10 obtaining an accuracy of 93.3%.
Co-Authors AA Sudharmawan, AA Achmad Syah, Elvandec Rizky Ade Setiyawan Ade Setiyawan Aditya Dwi Jatmiko Aditya Dwi Jatmiko, Aditya Dwi Agung Yusup Nugroho Ali Djamhuri Andri Wahyu Septo Putra Andri Wahyu Septo Putra Anggi Nabila Dwi PuspitaSari Anniez Rachmawati Musslifah Anniez Rachmawati Musslifah Arifin, Akhmad Dakhilul Astri Charolina Astri Charolina Atik Aryani Aziz Jihadian Barid Barid, Aziz Jihadian Bayu Tri Haryanto Cahaya, Annisa Muktining Cholil Jamhari Dahlan Susilo Danang Rifai Deporos, Saprolla Rollie C Destina Paningrum Destina Paningrum, Destina Dhamayanti, Irma Dwi Retnoningsih Dwi Retnoningsih Erwin Kartinawati Faisah Yuniar Faqih Purnomosidi Firdhaus Hari Saputro Al Haris Firdhaus Hari Syahputra Fitriyadi, Farid Fridhaus Hari Saputro Al haris Hardika Khusnuliawati, Hardika Hastuti, Nurul Indah Puspita Mutiara Indrarini Dyah Irawati Ipong Setyawan Irma Dhamayanti Jamhari, Cholil Joko Cahyono Joko Cahyono Keristiawan, Subakti Kristiana, Martha Martha Kristiana Meilina Widiyaningsih Meilina Widiyaningsih Merry Kurnia Happyanto Merry Kurnia Happyanto Minhwa Mella Marsella, Minhwa Mella Muhammad NR Hidayatullah Mutiara, Indah Puspita Nurul Hastuti Pratiwiyani Pratiwiyani Putra, Andri Wahyu Septo Putra, Yanuar Nur Fajar Riskyanto Pangemanan Riskyanto Pangemanan Rusnandari Retno Cahyani Salsabila, Afrida Nur Setiawan, Sukawati Novy Sri Ernawati Sri Ernawati Subakti Keristiawan Sukawati Novy Setiawan Sumarni, Ranti Ningsih Supriyanto . Supriyanto . Supriyanto Supriyanto Suryono . Suryono Suryono Tiyas widiastuti Tri Waluyo Tri Waluyo Wahyu Nugroho Widiyono , Widiyono Yanuar Nur Fajar Putra Yanuar Nur Fajar Putra Yosef Chris Bagiyarsa Yosef Chris Bagiyarsa Yuniar, Faisah Yustina Retno Wahyu Utami