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Journal : Bulletin of Social Informatics Theory and Application

Comparing neural network with linear Regression for stock market prediction Kurniawan, Fachrul; Arif, Yunifa Miftachul; Nugroho, Fresy; Ikhlayel, Mohammed
Bulletin of Social Informatics Theory and Application Vol. 7 No. 1 (2023)
Publisher : Association for Scientific Computing Electrical and Engineering

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31763/businta.v7i1.621

Abstract

There are both gains and losses possible in stock market investing. Brokerage firms' stock investments carry a higher risk of loss since their stock prices are not being tracked or analyzed, which might be problematic for businesses seeking investors or individuals. Thanks to progress in information and communication technologies, investors may now easily collect and analyze stock market data to determine whether to buy or sell. Implementing machine learning algorithms in data mining to obtain information close to the truth from the desired objective will make it easier for an individual or group of investors to make stock trades. In this study, we test hypotheses on the performance of a financial services firm's stock using various machine learning and regression techniques. The relative error for the neural network method is only 0.72 percentage points, while it is 0.78 percentage points for the Linear Regression. More training cycles must be applied to the Algortima neural network to achieve more accurate results.
Co-Authors Adnan Muhammad Taufiqulhakim Afiifah Zain Raidah Agung Teguh Wibowo Almais Ahmad Fahmi Karami Al Hamidy, Kautsar Quraisy Al Mahdi, Prayuda Zaky Alfarisi, Muhammad Firyal Alfia, Lia Alfia Aljawad, Ulil Albab Amani, Holidiyatul arfianto, farhan dzaffa Arief, Yunifa Miftachul Arif, Yunifa Mifachul Arif, Yunifa Miftahul Asyhari, Hamzah Faizal Atmaja, Gumilang Azhar Affandi Azzahra, Alivia Baihaki, Achmad Fahry Biktarinanda, Arneizha Cahyo Crysdian Dian Maharani, Dian Eko Mulyanto Yuniarno Fachri, Moch Fachrul Kurniawan Fadilaaa, Juniardi Nur Farid Ahmad Sa’aduddin Ferdianto, Akhmad Faizal Ferelian, Muhammad Hammad, Jehad A. H. Hammad, Jehad A.H. Hammad, Jehad Abdelhamid Hammad, Jehad AH Hani Nurhayati Harfianti, Nadya Putri Harto, Sumber Hidayatullah, Fauzil I Gusti Putu Asto Buditjahjanto Ida Ayu Putu Sri Widnyani Ihsan, Afif Nuril Ikhlayel, Mohammed Juniardi Nur Fadila Khomariyah, Aniek Nurul Lestari, Tri Mukti Maharani, Elfira Putri Mahmud, Azkiya Makarim, Muhammad Abyan Marudin, Marudin Mitachul Arif, Yunifa Mochamad Hariadi Mochamad Imamudin Mokhamad Amin Hariyadi Muhamad Husni Mubarok Muhammad Andryan Wahyu Saputra Muhammad Faisal Muhammad Faisal Muhammad Hasan Muhammad Ridho Mutaqin, Ghani Mutaqin, Rizal N, Alfina Nurrahma Najwa Mazaya, Nada Nadhira Nandana, Prana Wijaya Pratama Nazira, Yuzema Mala Novrindah Alvi Hasanah Nuraini, Salsabila Ramadanti Nurrahma ‘N, Alfina Nurrahma, Alfina Nurrahman, Alfina Nurrahma’N, Alfina Pebrianti, Dwi Prakasa, Aji Bagas Pratama, Dicky Arya Prima Astuti Handayani Puspa Miladin Nuraida Safitri A. Basid Putra, Caesar Nafiansyah Raidah, Afiifah Zain Ririen Kusumawati Rohma, Salma Ainur Roro Inda Melani RR. Ella Evrita Hestiandari Sahary, Fitry Taufiq Sa’aduddin, Farid Ahmad Sifaulloh, Hafizzudin Suci Wulandari Suci Wulandari Sugiharto , Tomy Ivan Suhartono Suhartono Suyanta Suyanta Syawab, Moh Husnus Tamaulina Br Sembiring Tarranita Kusumadewi Taufiqulhakim, Adnan Muhammad Utama, Isma Izha Wafiy Anwarul Hikam Yuliawan, Audi Bayu Yuniar Setyo Marandy Yunifa Miftachul Arif Zainal Abidin Zidan, Muhammad Zifora Nur Baiti ’N, Alfina Nurrahma