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All Journal TEKMAPRO Journal of Industrial Engineering and Management Journal Industrial Servicess Sistemasi: Jurnal Sistem Informasi SemanTIK : Teknik Informasi SISFOTENIKA JIKO (Jurnal Informatika dan Komputer) Jurnal Sains dan Informatika JURNAL INSTEK (Informatika Sains dan Teknologi) Jurnal Ilmiah Media Sisfo JIPI (Jurnal Ilmiah Penelitian dan Pembelajaran Informatika) JAE (Jurnal Akuntansi dan Ekonomi) Jurnal Sistem Informasi dan Informatika (SIMIKA) Abdimas: Jurnal Pengabdian Masyarakat Universitas Merdeka Malang Jurnal Teknik Informatika C.I.T. Medicom Jurnal Teknik Industri Terintegrasi (JUTIN) Journal of Advanced in Information and Industrial Technology (JAIIT) SPEKTA (Jurnal Pengabdian Kepada Masyarakat : Teknologi dan Aplikasi) IICS Jurnal Sains Teknologi dan Sistem Informasi Komatika: Jurnal Pengabdian Kepada Masyarakat Sivitas : Jurnal Pengabdian dan Pemberdayaan Masyarakat International Journal Of Computer, Network Security and Information System (IJCONSIST) Aptekmas : Jurnal Pengabdian Kepada Masyarakat Jurnal Terapan Ekonomi dan Bisnis (JTEB) SATIN - Sains dan Teknologi Informasi Prosiding SEMNAS INOTEK (Seminar Nasional Inovasi Teknologi) Journal of Computer Science and Information Technology Jurnal Masyarakat Mengabdi (JUMADI) SISFOTENIKA ILKOMEDIA: Jurnal Ilmu Komputer dan Multimedia
Riza Akhsani Setyo Prayoga
Universitas Negeri Surabaya
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Stock Price Prediction Using Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Methods Riza Akhsani Setyo Prayoga; Fery Almas Ariansyah; Muhammad Falikhuddin Daffa; Laqma Dica Fitrani; Masti Fatchiyah Maharani; Angga Lisdiyanto; Steven Angkawidjaja
IJCONSIST JOURNALS Vol 7 No 1 (2025): September
Publisher : International Journal of Computer, Network Security and Information System

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/ijconsist.v7i1.158

Abstract

This research aims to improve the accuracy of stock price prediction through the application of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) methods, focusing on stocks from the Composite Stock Price Index (CSPI) referred to as the IDX Composite. The research process includes comprehensive steps, including data collection and preprocessing, dataset creation with emphasis on stock closing prices, and division of the dataset into training and test data. The LSTM and GRU models were designed with a recurrent layer and a Dense layer and then trained for 100 epochs with a batch size of 32. Model evaluation was performed by comparing key metrics such as Root Mean Squared Error (RMSE), Mean Squared Error (MSE), and Mean Absolute Error (MAE) on the test set. The EPOCH-RMSE graph provides an overview of the changes in the RMSE value during training. The best result of the LSTM model was achieved at the 96th epoch with RMSE 40.36, MSE 1385.97, and MAE 30.09, while GRU achieved peak performance at the 92nd epoch with RMSE 37.33, MSE 908.29, and MAE 25.42. In conclusion, GRU can be considered as a more effective option in predicting JCI stock prices based on performance evaluation using various metrics such as RMSE, MSE, and MAE.
Co-Authors Achmad Muzakki Adinda Ayu Shavira Adzanil Rachmadhi Putra Adzanil Rachmadi Putra Ahmad Wali Satria Bahari Johan Akbar, Muhammad Sonhaji Angga Lisdiyanto Anjas Ardiansyah, Muhammad Ardhini Warih Utami, Ardhini Warih Aris Kusumawati Aris Kusumawati Asep Syahrul Mubarok Asep Syahrul Mubarok Azhar, Astari Shofaatul A’la, Fiddin Yusfida Bagaskara, Dominggo Bayu Bambang Sujatmiko BAMBANG SUJATMIKO Birgita Yolanda Hermawan Cinthya, Monica Dahliar Ananda Devandro Alifiano Dewi Rahmawati Dwi Ardhani, Yuniar Dwi Hariyanto, Muhammad Dwi, I Kadek Elfaiz, Ersha Aisyah Ersha Aisyah Elfaiz Ersha Aisyah Elfaiz Fajrul Fallah Arrafi Fandisya Rahman Farhanna Mar'i Fauzan Nusyura Fauzan Nusyura Fauzan Nusyura Fery Almas Ariansyah Fiddin Yusfida A’la Fitrani, Laqma Dica Ichsan Khoirudin, Machfud Istiyanto, Noerma Pudji Jenny Ghifrina Laqma Dica Fitrani Larasati, Fannijara Enggar M. Ghouzul A’dhom Machfud Ichsan Khoirudin Machfud Ichsan Khoirudin Masti Fatchiyah Maharani Mastuty Ayu Ningtyas Moh, Andi Luthfi Mohammad Sholik Mohammad Wildan Habibi, Mohammad Wildan Monica Cinthya Mubarok, Asep Syahrul Muhammad Anjas Ardiansyah Muhammad Falikhuddin Daffa Muhammad Farhan Abdillah Sholeh Muhammad Ilham Alhari Muhammad Iqbal Hafish Setiawan Muhammad Nasrullah Muhammad Rashid Syaputra Muhammad Sonhaji Akbar Muhammad Sonhaji Akbar Muhammad Taufikurrahaman Mustafa Kamal Mustafa Kamal Mustafa Kamal Nicko Nur Rakhmaddian Nicko Nur Rakhmaddian, Nicko Nur Nisa Dwi Septiyanti Nugraha, Bintang Rassya Pertiwi, Kharisma Monika Dian Pratiwi Susanti Putra, Cendra Devayana Rashid Syaputra, Muhammad Raulia Riski Rizky Basatha Rizky Basatha Rizky Basatha Rizky Fenaldo Maulana Rosyid Abdilah Sekar Widyasari Putri Shanaya Lubna Dio Steven Angkawidjaja Suseno, Tarangga Atha Putra Tanzilal Mustaqim Titus Kristanto Tracy Olivia Vagnes Angela Wachda Yuniar Rochmah Wahyuddin S Wardah, Elvira Yayu Melani Safitri Karoho Yohanes Setiawan Yohanes Setiawan Zulatifa, Nelani Shafatia