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All Journal MATICS : Jurnal Ilmu Komputer dan Teknologi Informasi (Journal of Computer Science and Information Technology) Jurnal Buana Informatika Jurnal Transformatika Proceeding of the Electrical Engineering Computer Science and Informatics JOIN (Jurnal Online Informatika) Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) SemanTIK : Teknik Informasi Jurnal CoreIT IT JOURNAL RESEARCH AND DEVELOPMENT Indonesian Journal of Artificial Intelligence and Data Mining JRST (Jurnal Riset Sains dan Teknologi) Techne : Jurnal Ilmiah Elektroteknika JURNAL TEKNIK INFORMATIKA DAN SISTEM INFORMASI Compiler MATRIK : Jurnal Manajemen, Teknik Informatika, dan Rekayasa Komputer Jurnal Sistem Cerdas Applied Technology and Computing Science Journal JISKa (Jurnal Informatika Sunan Kalijaga) Jurnal Teknologi Informasi dan Terapan (J-TIT) International Journal of Informatics and Computation Aviation Electronics, Information Technology, Telecommunications, Electricals, Controls (AVITEC) Jurnal Informatika dan Rekayasa Perangkat Lunak Respati Letters in Information Technology Education (LITE) Jurnal Teknik Informatika (JUTIF) Teknika Jurnal Computer Science and Information Technology (CoSciTech) Prosiding Seminar Nasional Sains Teknologi dan Inovasi Indonesia (Senastindo) Jurnal Ilmu Komputer dan Teknologi (IKOMTI) Proceeding of International Conference on Information Science and Technology Innovation (ICoSTEC) International Journal of Informatics Engineering and Computing
Mohammad Diqi
Universitas Respati Yogyakarta
Aerospace Engineering Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Education Electrical & Electronics Engineering Energy Engineering Library & Information Science Mechanical Engineering Social Sciences Other

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Journal : it journal research and development

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Enhancing Stock Price Prediction Using Stacked Long Short-Term Memory Diqi, Mohammad; Ordiyasa, I Wayan; Hamzah, Hamzah
IT Journal Research and Development Vol. 8 No. 2 (2024)
Publisher : UIR PRESS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25299/itjrd.2023.13486

Abstract

This research explores the Stacked Long Short-Term Memory (LSTM) model for stock price prediction using a dataset obtained from Yahoo Finance. The main objective is to assess the effectiveness of the model in capturing stock price patterns and making accurate predictions. The dataset consists of stock prices for the top 10 companies listed in the Indonesia Stock Exchange from July 6, 2015, to October 14, 2021. The model is trained and evaluated using metrics such as RMSE, MAE, MAPE, and R2. The average values of these metrics for the predictions indicate promising results, with an average RMSE of 0.00885, average MAE of 0.00800, average MAPE of 0.02496, and an average R2 of 0.9597. These findings suggest that the Stacked LSTM model can effectively capture stock price patterns and make accurate predictions. The research contributes to the field of stock price prediction and highlights the potential of deep learning techniques in financial forecasting.
Co-Authors Ahmad Wakhid Ariani, Rahayu Cahya Arum Kurnia Sulistyawati Arum Kurnia Sulistyowati Azijah, Izattul Bagus Subekti Nuswantoro Basuki, Umar Dian Rhesa Rahmayanti Dyan Avando Meliala Elisabeth Deta Lustiyati Ema Utami Erizal Erizal Farida Nur Aini Fathinah, Azzah FAUZIYYAH, ANNUR Ferry Wahyu Wibowo HAFIZAH, IDA Hamzah Hamzah Hamzah Husna Arwa Salsabil I Wayan Ordiyasa Ikhwan Mustiadi Indra Listiawan Jelina Imlabla Kristian, Tadem Vergi Kusrini Kusrini Lestari, Sri Listiawan, Indra Luh Putu Erikawati Marselina Endah Hiswati Martin, Benedicto Reynaka Filio Meliala, Dyan Avando Mujastia Muhdalifah Noverianus, Noverianus nur aini, farida Ordiyasa, I Wayan Putra Wanda Putra Wanda, Putra Rahayu Cahya Ariani Romana Herlinda Rufi'i Sahal, Ahmad Salsabela, Marcella Setiawan, Deden Iwan Sri Hasta Mulyani Sri Lestari Sriwidodo B, Sriwidodo Sriwidodo Sriwidodo Subandi, Yeyen Sugeng Winardi Suwarto Suwarto Syafitri, Endang Nurul Syihab, Namira Anjani Rahmadina Wandani, Aulia Fadillah Wani Widyaningrum, Rini Wijaya, Nurhadi Wiratma, Harits Dwi Zaidir