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All Journal J-IKA : Jurnal Ilmu Komunikasi Fakultas Ilmu Komunikasi Universitas BSI Bandung Komunikasi : Jurnal Komunikasi Cakrawala : Jurnal Humaniora Bina Sarana Informatika Jutisi: Jurnal Ilmiah Teknik Informatika dan Sistem Informasi Communication Communicology: Jurnal Ilmu Komunikasi Ekspresi dan Persepsi : Jurnal Ilmu Komunikasi Abdimasku : Jurnal Pengabdian Masyarakat Jurnal Trias Politika Jurnal Public Relations (J-PR) Jurnal Visi Komunikasi KOMUNIKATA57 Jurnal Multidisiplin Madani (MUDIMA) Al-MIKRAJ: Jurnal studi Islam dan Humaniora Jurnal Pengabdian Masyarakat Formosa (JPMF) KREATIF: Jurnal Pengabdian Masyarakat Nusantara
Devy Putri Kussanti
Universitas Bina Sarana Informatika
Arts Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Public Health Social Sciences Other

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Journal : Jutisi: Jurnal Ilmiah Teknik Informatika dan Sistem Informasi

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Prediksi Harga Saham Bank Central Asia Menggunakan Algoritma Deep Learning GRU Prayogi, Kurnia; Gata, Windu; Kussanti, Devy Putri
Jutisi : Jurnal Ilmiah Teknik Informatika dan Sistem Informasi Vol 13, No 1: April 2024
Publisher : STMIK Banjarbaru

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35889/jutisi.v13i1.1910

Abstract

Stocks are an essential part of investment, often known for their fast-paced price fluctuations. Investing in stocks also requires strategies for deciding and predicting future stock prices, with current methods including technical, sentiment, and fundamental analysis. The aim of this research is to predict stock prices for PT Bank Central Asia's stock data from 2019 to 2024 using a deep learning classification algorithm, namely Gated Recurrent Units (GRU). The implementation of the model here is to find values such as RMSE, MSE, MAE, R-Squared, MGD, and MPD, and for evaluation metrics, values such as accuracy, f1-score, precision, and recall are sought. The dataset is divided into two models: training data and test data, with a model split of 80:20 and 60:40. The research results also indicate that the use of the 80:20 model appears to be better than the 60:20 model with a lookback of 15, timestep of 15, and epoch of 50, which yields RMSE 1.039, MSE 1.079, MAE 0.842, R-Squared 0.983, MGD 0.0037, and MPD 0.0197, along with an accuracy result of 54.87%, recall of 59.23%, f1-score of 58.11%, and precision of 57.03%.Keywords: Stocks; Bank Central Asia; Deep Learning; Gated Recurrent Units AbstrakSaham adalah suatu bagian penting dalam investasi yang sering dikenal dengan investasi dengan fluktuasi harga yang cenderung cepat. Dalam berinvestasi saham juga membutuhkan strategi dalam memutuskan dan memprediksi harga saham kedepannya dimana untuk saat ini metode yang masih digunakan berupa analisis teknis, sentiment, dan fundamental. Penelitian saat ini bertujuan untuk melakukan prediksi harga saham terhadap data saham PT Bank Central Asia dari tahun 2019 sampai 2024 menggunakan algoritma klasifikasi deep learning, yaitu Gated Recurrent Units (GRU). Penerapan model disini untuk mencari nilai RMSE, MSE, MAE, R-Squared, MGD dan MPD lalu untuk nilai evaluasi mencari nilai accuracy, f1-score, precision, dan recall. Dataset yang dibagi menjadi dua model yaitu data latih dan data uji dengan model 80:20 dan 60:40, hasil penelitian juga memperlihatkan penggunaan model 80:20 terlihat lebih baik daripada model 60:20 dengan lookback 15, timestep 15, dan epoch 50, yang memiliki nilai RMSE 1.039, MSE 1.079, MAE 0.842, R-Squared 0.983, MGD 0.0037 dan MPD 0.0197 lalu hasil accuracy sebesar 54.87%, recall 59.23%, f1-square 58.11%, precission 57.03%. 
Co-Authors Amaliyah, Putri Riski Amalliah Amalliah Armelsa, Dhefine Arvin Hardian Asriyani Sagiyanto Atun Yulianto Christopher Yudha Erlangga Dhefine Armelsa Dobrin Tsvetanov Bugov Dyah Mustika Wardhani Fadillah Azizi Faqihar Risyan Fifit Fitriansyah Gata, Windu Hayu Lusianawati Iin Soraya, Iin Intan Leliana Ita Suryani Jaka Atmaja Jaka Atmaja, Jaka Lymbarski Caesariano Maharani, Vikka Mansurni Abadi Marlinda Irwanti, Marlinda Murtiadi Murtiadi Murtiadi Murtiadi, Murtiadi Parlin Harbet Prayogi, Kurnia Rety Palupi Rohani Lestari Napitupulu Sarasati, Fitri Siti Aisyah Susilowati Susilowati Susilowati Susilowati Susilowati Susilowati susilowati susilowati Vina Elfariani Yusmawati