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Stock Return Prediction Using Voting Regressor Ensemble Learning Arrohman, Ramadhan Ridho; Arifudin, Riza
Recursive Journal of Informatics Vol. 1 No. 2 (2023): September 2023
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ntg4dt04

Abstract

Abstract. The value of return on stock prices is often used in predicting profits in the process of buying and selling shares based on the calculation of the return on investment. The calculation of the value of return on stock prices can be predicted automatically at certain periods, both weekly and daily Purpose: The problem faced is determining a good algorithm for making predictions due to fluctuating data on stock prices making it difficult to predict. Methods: The stages carried out by the researcher include the data preprocessing stage and then proceed to the Exploratory Data Analysis (EDA) stage to get a pattern from the data, followed by the modeling stage on the data. This research was developed using the Python programming language where the models used to make predictions can be obtained in real-time. Result: The results obtained in this study show that the Voting Regressor has the best model with an error rate of 0.032523 using Root Mean Square Error (RMSE). The results of this study can be further developed to automatically predict stock return values in the future.
Co-Authors Abas Setiawan Adha, Nugraha Saputra Adhitiya, Ervan Nur Adi Nur Cahyono Aditya, Rozak Ilham Aji Saputra Aji, Septiko Al Hakim, M. Faris Alamsyah - Alfatah, Abdul Muis Alfatah, Abdul Muis Amalia Fikri Utami Amin Suyitno Anggita, Anggita Anggyi Trisnawan Putra Ardhi Prabowo Arief Agoestanto Arief Broto Susilo Arif Widiyatmoko, Arif Ariska, Mega Arka Yanitama Arrohman, Ramadhan Ridho Asih, Tri Sri Noor Atikah Ari Pramesti, Atikah Ari Budi Prasetiyo, Budi Chakim, Muhamad Nur Choirunnisa, Rizkiyanti Clarissa Amanda Josaputri, Clarissa Amanda Damayanti, Angreswari Ayu Damayanti, Tiara Desy Fitria Astutianingtyas Devi, Feroza Rosalina Devi, Feroza Rosalina Dewi, Nuriana Rachmani Dian Tri Wiyanti Dwijanto Dwijanto, Dwijanto Endang Sugiharti, Endang Faozi, Faozi Farkhan, Feri Fata, Muhamad Nasrul Fata, Muhamad Nasrul Fitriana, Jevita Dwi Habaib, Taufik Nur Hakim, M. Faris Al Hani'ah, Ulfatun Hardi Suyitno Hardianti, Ririn Dwi Hariyanto, Abdul Hidayat, Kukuh Triyuliarno Hidayat, Kukuh Triyuliarno Hikmah, Al Hikmawati, Zahra Shofia Hikmawati, Zahra Shofia Ichsan, Nur Jumanto Jumanto, Jumanto Jumanto Unjung Kumalasari, Putri Laksita Kuncoro, Rizki Danang Kartiko Larasati, Ukhti Ikhsani Larasati, Ukhti Ikhsani Mashuri Mashuri Masrukan Masrukan Maulana, Bagus Surya Melissa Salma Darmawan Memoriano, Epafraditus Minatika, Ilfa Mohammad Asikin Much Aziz Muslim Mudzakir, Amat Muhammad Fariz Muttaqin, Irfan Fajar Nugroho, Ari Yulianto Nugroho, Muhammad Andi Nugroho, Prisma Bayu Pramadita, Anjar Aditya Putriaji Hendikawati Rachmawati, Eka Yuni Rachmawati, Eka Yuni Rahmanda, Primana Oky Rahmanda, Primana Oky Ratna Dewi, Novi Rizki Nor Amelia Rochmad - Rofik Rofik, Rofik S.Pd. M Kes I Ketut Sudiana . Safri, Yofi Firdan Safri, Yofi Firdan Sasongko, Andry Scolastika Mariani Sekartaji, Novanka Agnes Setiawan, Danang Aji Stephani Diah Pamelasari Subarkah, Agus Subhan Subhan Sukmadewanti, Irahayu Sukmadewanti, Irahayu Susanto, Febri Syahputra, Syafa Nabilah Trihanto, Wandha Budhi Trihanto, Wandha Budhi Utami, Hamdan Dian Jaya Rozi Hyang Utami, Hamdan Dian Jaya Rozi Hyang Wibowo, Eric Adie Widyawati, Kharisa Yahya Nur Ifriza Yulianto, Muhamad Maulana Yulianto, Muhamad Maulana Zaenal Abidin Zulfikar Adi Nugroho, Zulfikar Adi