Article Per Year (5 Year)
p-Index From 2020 - 2025
7.633
P-Index
This Author published in this journals
All Journal Jurnal Penelitian dan Pengembangan Sains dan Humaniora (JPPSH) Al-Adzka: Jurnal Ilmiah Pendidikan Guru Madrasah Ibtidaiyah YUDISIA : Jurnal Pemikiran Hukum dan Hukum Islam Jurnal Kebijakan dan Administrasi Publik INTEKNA Berkala Ilmiah Pendidikan Fisika Mazahib SYAMIL: Jurnal Pendidikan Agama Islam (Journal of Islamic Education) EnviroScienteae Kinetik: Game Technology, Information System, Computer Network, Computing, Electronics, and Control Jurnal Sains dan Informatika JURNAL MUQODDIMAH : Jurnal Ilmu Sosial, Politik dan Hummaniora Pendas : Jurnah Ilmiah Pendidikan Dasar Elsains : Jurnal Elektro Al-Madrasah: Jurnal Ilmiah Pendidikan Madrasah Ibtidaiyah Anterior Jurnal Jurnal Epidemiologi Kesehatan Komunitas PubBis : Jurnal Pemikiran dan Penelitian Administrasi Publik dan Administrasi Bisnis Jurnal PTK dan Pendidikan FONDATIA Tunas: Jurnal Pendidikan Guru Sekolah Dasar Transparansi Jurnal Ilmiah Ilmu Administrasi Tropical Wetland Journal Mudir : Jurnal Manajemen Pendidikan Jurnal Administrative Reform Jurnal Paradigma Jurnal Humaniora Teknologi Jurnal Ilmiah Manajemen Kesatuan International Journal of Demos AS-SABIQUN: Jurnal Pendidikan Islam Anak Usia Dini Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences Jurnal Humaniora Teknologi Journal of Contemporary Governance and Public Policy Journal of Industrial Engineering and Operation Management (JIEOM) Social Sciences, Humanities and Education Journal (SHE Journal) Pahlawan : Jurnal Ilmu Pendidikan, Sosial dan Budaya Syams: Jurnal Kajian Keislaman Journal of Indonesian Rural and Regional Government (JIRReG) SYAMIL: JURNAL PENDIDIKAN AGAMA ISLAM (JOURNAL OF ISLAMIC EDUCATION) Journal of Law, Poliitic and Humanities JAPB I-Con Media As-Sakinah : Jurnal Hukum Keluarga Islam Jurnal Penelitian dan Pengabdian Kepada Masyarakat (JPPM) Ghaly: Journal of Islamic Economic Law Journal of Engineering and Science Application Jurnal Ilmu Kesehatan Jurnal Ilmu Pemerintahan JSE Journal of Science and Engineering Journal of Islamic Economic Laws At-Tasharruf: Jurnal Ekonomi dan Bisnis Syariah
Muhammad Noor
Universitas Islam Negeri Sultan Aji Muhammad Idris Samarinda
Religion Aerospace Engineering Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Mechanical Engineering Medicine & Pharmacology Physics Public Health Social Sciences Transportation Other

Published : 88 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of Engineering and Science Application

 1 
Harnessing Machine Learning for Stock Price Prediction with Random Forest and Simple Moving Average Techniques Priyatno, Arif Mudi; Ningsih, Lidya; Noor, Muhammad
Journal of Engineering and Science Application Vol. 1 No. 1 (2024): April
Publisher : Institute Of Advanced Knowledge and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.69693/jesa.v1i1.1

Abstract

This paper explores the application of machine learning in predicting stock price trends, specifically for PT Bank Central Asia Tbk (BBCA) shares, using the Random Forest Regression model and Simple Moving Average (SMA) techniques. The SMA parameters ranged from 3 to 200 days, aiding in forecasting the price trends as either rising, sideway, or declining. To achieve accurate and generalizable predictions, the data normalization process was implemented using the MinMax scaler. The methodological framework adopted a time series cross-validation (CV) approach, executed 10 times with a future test window of 40 days, ensuring the robustness and reliability of the predictive model. The model's performance was systematically evaluated based on metrics of accuracy, recall, precision, and F1-score. Results from the cross-validation series indicated varied performance, with the most notable achievements in the 9th and 10th iterations, where both demonstrated an F1-score surpassing 0.745 and 0.808 respectively, and similar levels of accuracy and recall at 0.825. These high F1-scores signify a strong harmonic balance between precision and recall, underscoring the model's capability to effectively predict the stock price movements of BBCA. The findings affirm the potential of utilizing advanced machine learning techniques like Random Forest in conjunction with SMA indicators to enhance the predictability of stock market trends, offering valuable insights for investors and financial analysts.
Co-Authors Achmad Junaidi, Achmad AHMADI Almira Ulimaz Amanda, Hani Amin, Ahmadil Amrie Firmansyah Anggraeni, Dewi Indra Ani Naryani Anugrah, M. Sahib Saesar Araffi, Mayogi Arif Mudi Priyatno Arsyad, Annisa Wahyuni Attamimi, Taufik Abdullah Bambang Irawan Buliali, Joko Lianto Chotib, Moc Citra Ramdayani, Yulia David, Theopilus Dedi Nursyamsi Della, Dhia Alfa Destikasari Dewi Risnawati Diansyah, Rahma DP, Usman Effendi, Safaranita Nur Fahrin, Edy Fahziar, Hasbi Falih Suaedi Fathurrahman Fathurrahman Firdaus, muhammad Riyandi Firdaus, muhammad Riyandi Fitria Mumtazah Gamilina, Pranciska Gazali, Akhmad Hendro Prasetyono Heni Susanti, Heni Herfia Rhomadhona herpendi, herpendi Heryono Susilo Utomo Hiznadya, Aprisca Idris, Adam Idzhar, Muhammad Ikhsan, Favi Aditya Irawan, Dedy Irfansyah Baharuddin Pakki Ito, Helena Devung Johansyah Joni Irawan, Joni Khairil Anwar Khairul Anwar Hafizd, Khairul Anwar Khairunnisa, Ririn Kheyene Molekandella Boer Leni Marlina Lutviani, Risenna Megananda Mahdany, Diny Mardiyanta, Antun Masykurinnisa, Ayu Meilanny Budiarti Santoso, Meilanny Budiarti Misno, I Made Gede Ray Muhammad Husni Muhammad Iqbal Muhammad Iqbal Muhammad Ridwan Muhammad Zainuddin Murni Murni Musyafir, Sandy Ningsih, Lidya Ningsih, Novita Dwi Widiya Ningsih, Tri Mulya Bakti Ningsih, Utami Rahayu Nisfia, Nisfia Noor, Agustian Noor, Rury Dwi Sushanti Nozomi, Alwan Zakki Nugraha, Purwa Nur Oktaviani Nurdiana Nurdiana Nurhadi, Aan Nurul Hasanah Paselle, Enos Permatasari, Nindy Putra, Faiq Muhammad Norestia Rahmat Fauzi Rande, Santi Ratih Wirapuspita Wisnuwardani Ratna Sari Refiana Said, Laila Rifani, Wahyudi Rizqita, Amanda Robita, Achmad Rosynanda Nur Fauziyah Salsabila, Unik Hanifah Samman Maulana, Muhammad Saputra, Riza Adrianoor Saputri, Deby Indah Sarah Miriam, Sarah Sari, Resma Yuvita Sidiq, Abdurahim Siti Fatimah Sopian, S Sugiantiningsih, Anak Agung Putu Sujalmi, Yuri Budi Sungudi, Abror Surya, Iman Taufik Arbain Taufik Hidayat Ulwiyah Wahdah Mufassirin Liana Uswatun Hasanah Veri Julianto Vinandari, Nur Wardani, Nunuk Kusuma Yardani, Jesi Yasa, I Gede Putu Yonlius, Aprilianus Yopiannor, Farid Zaki Yuliantri, Rhoma Dwi Aria Yuliyanti, Wan Yunita, I Made Zaky Yopiannor, Farid Zein, Mufrida