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Journal : Knowledge Engineering and Data Science

Stacked LSTM-GRU Long-Term Forecasting Model for Indonesian Islamic Banks Sujatna, Yayat; Karno, Adhitio Satyo Bayangkari; Hastomo, Widi; Yuningsih, Nia; Arif, Dody; Handayani, Sri Setya; Kardian, Aqwam Rosadi; Wardhani, Ire Puspa; Rere, L.M Rasdi
Knowledge Engineering and Data Science Vol 6, No 2 (2023)
Publisher : Universitas Negeri Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.17977/um018v6i22023p215-250

Abstract

The development of the Islamic banking industry in Indonesia has become a significant concern in recent years, with rapid growth in the number of banks operating based on Sharia principles. To face emerging challenges and opportunities, a deep understanding of the long-term financial behavior of Islamic banks is becoming increasingly important. This study aims to predict the share price of PT Bank Syariah Indonesia Tbk, over 28 days using the LSTM-GRU stack. The observation stage includes importing the dataset, data separation, model variations, the training process, output, and evaluation. Observations were conducted using 10 model variations from 4 stacks of LSTM and GRU. Each model performs the training process in four epochs (200, 500, 750, and 1000). The results of observations in this study show that long-term predictions (28 days ahead) using four stacks of LSTM-GRU and daily training accumulation techniques produce better accuracy than the general method (using multiple outputs). From the observations we have made for predictions for the next 28 days, the model with the LGLG stack arrangement (LSTM-GRU-LSTM-GRU) produces the best accuracy at epoch 750 with an MSE LSTM-GRU 63.43762863. This study will undoubtedly continue in order to achieve even better precision, either by utilizing a new design or by further improving the technology we are now employing.
Co-Authors Adhitio Bayangkari Satyo Karno Adhitio Satyo Adhitio Satyo Bayangkari Karno Adhitio Satyo Bayangkari Karno Adhitio Satyo Bayangkari Karno Agita Tunjungsari Ahmad Eko Saputro Ahmad Eko Saputro Ahmad Eko Saputro Aji Digdoyo Aji Digdoyo Ambardi Ambardi Ambardi Ambardi Ambardi, Ambardi Aminudin Ardana, Nandika Bayu Arif, Dody Aryo Nur Utomo Aulia Nurhidayati Azis, Nur Bakti, Indra Basri, Lody Saladin Bayangkari Karno, Adhitio Satyo Chufran, Indra Bakti Daruningsih, Kukuh Deon Strydom Deswandi, Arief Dhea Ananda Putri Diana Yusuf Digdoyo, Aji Dodi Arif Dodi Arif Dody Arif Eka Sally Moreta Eka Sally Moreta Eko Ahmad Eko Ahmad Eko Hadiyanto Elliya Sestri Eva Karla, Eva Fahrul Razi Fahrul Razi Faqihudin Faqihudin Fiedha Nasution Fiqhri, Zul Fitriyani Fitriyani Handayani, Sri Setya Harini Agusta Holmes Rolandy Kapuy Hudaa, Syihaabul Ibadu Rahman Ignatius Joko Dewanto, Ignatius Joko Indra Bakti Indra Sari Kusuma Wardhana Indra Sari Kusuma Wardhana Indra Sari Kusuma Wardhana Ire Puspa Wardhani Iwan Setiawan Kalbuana, Nawang Kamilia, Nada Kardian, Aqwam Rosadi Karno, Adhitio Satyo Bayangkari Kasoni, Dian Kusuma Wardhana, Indra Sari Linda Wahyu Widianti LM Rasdi Rere LM Rasdi Rere Lussiana ETP Lyscha Novitasari Maratus Soleha Masriyanda, Masriyanda Meika Syahbana Rusli Muhammad Mardani Nada Kamilia Nada Kamilia Nada Kamilia Nani Kurniawati Nia Yuningsih Nia Yuningsih Nisfiani, Ervina Nur Aini Putra, Yoga Rarasto Putri , Basmallah Ramadhani Aisyah Rasyiddin, Ahmad Rere, L.M Rasdi Reza Fitriansyah Reza Fitriansyah Rudy Yulianto Rudy Yulianto Saputro, Ahmad Eko Serly Maeda Sestri, Elliya Sestri, Ellya Setiawati, Popong Shevti Arbekti Arman Soegijanto Soegijanto Stevianus Stevianus Sudarto Usuli Sudarwanto, Pantja Sudjiran sudjiran Sukardi, Sukardi Sundoro, Aries Surawan, Tri Sutarno Sutarno Sutarno Sutarno Sutarno Syamsu, Muhajir Syihaabul Hudaa Tri Surawan Tri Surawan Vany Terisia Wardhana , Indra Sari Kusuma Yayat Sujatna Yayat Sujatna Yayat Sujatna, Yayat Yoga Rarasto Putra Yoga Rarasto Putra Yoga Rarastro Putra Yulianti Muthmainnah Yuningsih, Nia Yusuf Yusuf YUSUF, DIANA Zahwa Zia Asy-Syifa