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Journal : JOURNAL OF APPLIED INFORMATICS AND COMPUTING

Proboboost: A Hybrid Model for Sentiment Analysis of Kitabisa Reviews Prasetya, Rakan Shafy; Fahmi, Amiq; Sulistyono, MY Teguh
Journal of Applied Informatics and Computing Vol. 9 No. 6 (2025): December 2025
Publisher : Politeknik Negeri Batam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30871/jaic.v9i6.11138

Abstract

The rapid advancement of digital technology has significantly transformed public behavior in social activities, particularly in online donations and zakat payments. The Kitabisa application was selected in this study not only for its popularity but also due to its high user engagement and large volume of reviews on the Google Play Store, making it an ideal representation of public trust in Indonesia’s digital philanthropy ecosystem. This research aims to analyze user sentiment toward the Kitabisa application using a hybrid Proboboost model, which combines Multinomial Naive Bayes (MNB) and Gradient Boosting Classifier through a soft voting mechanism. The model is designed to address class imbalance and improve accuracy in short-text sentiment analysis for the Indonesian language. The study employed preprocessing techniques including case folding, text cleaning, stopword removal, and stemming using the Sastrawi algorithm. Feature extraction was performed using TF-IDF, with an 80:20 train-test split and 5-fold cross-validation to ensure model reliability. Experimental results indicate that the Proboboost model achieved an accuracy of 89.51% and an F1-score of 87.4%, outperforming the Naive Bayes baseline with 87.98% accuracy. The sentiment distribution demonstrates a dominance of positive sentiment (87.24%), followed by negative (8.53%) and neutral (4.23%) reviews. These findings suggest that users generally express satisfaction and trust toward the Kitabisa platform. The results also confirm that the hybrid Proboboost model effectively balances classification performance between majority and minority sentiment classes, offering deeper insights into user perceptions of digital philanthropic services.
Optimized LSTM with TSCV for Forecasting Indonesian Bank Stocks Salsabila, Rizka Mars; Fahmi, Amiq; Al Zami, Farrikh
Journal of Applied Informatics and Computing Vol. 9 No. 6 (2025): December 2025
Publisher : Politeknik Negeri Batam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30871/jaic.v9i6.11314

Abstract

Volatility in financial markets presents complex forecasting challenges for investors, particularly within emerging economies such as Indonesia. This study proposes an optimized Long Short-Term Memory (LSTM) model for forecasting the stock prices of five significant Indonesian banks: BBCA, BBRI, BMRI, BBNI, and BBTN, utilizing daily OHLCV data (Open, High, Low, Close, Volume) and technical indicators from 2020 to 2025. The dataset comprises over 6,000 daily records, segmented using a sliding window approach to preserve temporal structure and enhance learning efficiency. Concurrently, the model architecture comprising dual LSTM layers with dropout regularization was refined through systematic hyperparameter tuning to enhance predictive performance. Model evaluation employed 5-fold Time Series Cross-Validation (TSCV), a sequential validation technique that mitigates data leakage and explicitly overcomes the limitations of conventional k-fold methods by preserving chronological integrity. Performance metrics included MSE, RMSE, MAE, R², and MAPE. The experiment results demonstrate the model’s robustness in capturing long-term dependencies within financial time series. BBCA and BMRI achieved superior accuracy (R² > 0.95), with BBCA recording the lowest MAPE of 2.34%. Despite market fluctuations, the model maintained consistent reliability across all test folds. This study overcomes a methodological limitation by integrating LSTM with TSCV in expanding markets, offering actionable insights for investors, analysts, and policymakers, and serving as a reference for adaptive AI-based, more informed forecasting tools. Moreover, the proposed framework holds promise for broader application across other financial sectors and regional markets with similar volatility characteristics.