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Journal : JOURNAL OF APPLIED INFORMATICS AND COMPUTING

Stock Sentiment Prediction of LQ-45 Based on News Articles Using LSTM Kristina, Kristina; Agus Dwi Suarjaya, I Made; Cahyawan Wiranatha, Anak Agung Ketut Agung
Journal of Applied Informatics and Computing Vol. 9 No. 4 (2025): August 2025
Publisher : Politeknik Negeri Batam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30871/jaic.v9i4.9699

Abstract

The growth in the number of investors in the financial market indicates that the investment world is currently experiencing rapid development. One of the long-term investment instruments that has experienced significant growth in the financial market is the stock market. Growth data as of September 2024 sourced from the Indonesia Stock Exchange report reveals that the number of stock market investors has reached more than 6 million single investor identification (SID). The share price of a company can be influenced by two main factors, namely internal factors and external factors. Internal factors come from within the company itself, while external factors come from conditions outside the company. Model development uses the Long Short-Term Memory (LSTM) method to predict daily stock sentiment in realtime. Labeling is done based on the history of stock price changes taken from Yahoo Finance. Stock market news data is obtained automatically every day through Really Simple Syndication (RSS) with the help of cronjob. The results of the LSTM model showed good performance, with a macro F1-Score of 0.73, a macro precision of 0.72, and a macro recall of 0.75. When compared to baseline models such as Logistic Regression, Naive Bayes, and Random Forest which only achieve a macro F1-Score of 0.58, 0.54, and 0.65, respectively, it can be concluded that the developed LSTM model has superior performance. This research can provide new considerations to investors, so as to reduce the risk of loss due to errors in choosing companies to invest in.
Co-Authors Abdillah Abdillah Abdul Latief agustian, irwan Al Asyary Alamri, Annisa Rizqa Anto Budiharjo Antonius Antonius Apriani, Vera Arif Rakhman Asep Hermawan Asril, Juli Ayumi, Shafira Mega Bachtiar, Yusrial Bahri, Tasya Budiman Tampubolon Cahya Tri Purnami Cahyawan Wiranatha, Anak Agung Ketut Agung Chatarina Umbul Wahyuni Darmianto , Amok DASUKI DASUKI Dewi, Dian Fitriani Dina Bisara Doni Lasut Efriyenti, Dian Endang Uliyanti Eveline, Christina Fadillah, Fitriani Febriana, Ellyza Fiyani, Tri Octa Fredrikus Suarezsaga, Fredrikus Gustiani , Winda Sri Hayon, Elvander I Made Agus Dwi Suarjaya Indah Lestari Irawadi, Syafrul Iving Arisdiyoto Jayadi Jayadi Kamaliah Ainun Kowiyah, Elita Kristiyani , Veronica Lilik Ma'rifatul Azizah Listyaningrum, Indah M Rokhis Khomarudin, M Rokhis Marheni, Dewi Khornida Maria Helvina Maria Holly Herawati Marini . Maula, Kholida Atiyatul MG Isworo Rukmi Milianti, Helen Muhammad Priyatna, Muhammad Mulyana Abdullah Muslimah Pase Nanda, Bunga Nanu Hasanuh Natalia, Ovia Noer Endah Pracoyo Noer Saudah Noor Edi Widya Sukoco Novianti, Resa Noviyanti, Wa Ode Nova Pasaribu, Masdalifah Patricia Lunanta, Lita Prima, Argo Putra Puang, Desi Maria El Puspariani, Wini Rachmasari, Ananda Putri Raflizar Raflizar Reni Anggraeni Dwi Ricarpan, Ogi Ricarpan Ricky Imanuel Ndaumanu Rohendi, Rohendi Saipul, Saipul Sinaga, Putri Meliani Clarancia Soenarto, Bambang Soowanayan, Chumporn Suetrong, Satinee Sukma Yunita Supratikta, Hadi Suteja, Mentari Nur Farida Syamsul Bahri Ulva, Sitti Marya VERONICA VERONICA Vincent Vincent, Vincent Widijaya, Widijaya Widiyatmoko, Widiyatmoko Widjana, Lilyana Wijaya, Benny Yakin, Ahmad Al Yanuarti, Elly Yulis Hati Zaldi, Ahmad Zean, Niasti Lasmy Zulfahri Lubis