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Journal : ESTIMASI: Journal of Statistics and Its Application

Implementasi Model Long Short Term Memory (LSTM) Pada Proyeksi Harga Saham (Studi Kasus: PT. Pertamina Geothermal Energy (Persero)) Arisona, Dian Christien; Agusrawati, Agusrawati; Makkulau, Makkulau; Yahya, Irma; Wibawa, Gusti Ngurah Adhi; Baharuddin, Baharuddin; Fahyuni, Putri Riski
ESTIMASI: Journal of Statistics and Its Application Vol. 6, No. 2, Juli, 2025 : Estimasi
Publisher : Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/ejsa.v6i2.44963

Abstract

This research presents a comprehensive analysis of the Long Short Term Memory (LSTM) method in projecting the stock price of PT. Pertamina Geothermal Energy (Persero). Utilizing daily stock price data, the LSTM model achieves a high level of accuracy with a Mean Absolute Percentage Error (MAPE) value of 0.84%. The LSTM's gate mechanism (input, forget, output) enables it to store long-term information, controlling the flow of information to update memory, delete irrelevant data, and generate predictions. Optimized with backpropagation through time (BPTT) and activation functions, the LSTM model proves effective in investment decision making, providing valuable insights for investors and market players to anticipate stock price fluctuations. This research demonstrates the great potential of machine learning in financial analysis, particularly in stock price projection and time series analysis. The results indicate that LSTM can be a valuable tool for investors and financial analysts, enhancing their ability to make informed decisions.