Article Per Year (5 Year)
p-Index From 2021 - 2026
8.268
P-Index
This Author published in this journals
All Journal IJCCS (Indonesian Journal of Computing and Cybernetics Systems) Jurnal Ilmiah Merpati (Menara Penelitian Akademika Teknologi Informasi) Transmisi: Jurnal Ilmiah Teknik Elektro Jurnal Masyarakat Informatika Jurnal Simetris JAIS (Journal of Applied Intelligent System) Journal of Information System Sinkron : Jurnal dan Penelitian Teknik Informatika JOURNAL OF INFORMATICS AND TELECOMMUNICATION ENGINEERING JURNAL MEDIA INFORMATIKA BUDIDARMA Kinetik: Game Technology, Information System, Computer Network, Computing, Electronics, and Control JOURNAL OF APPLIED INFORMATICS AND COMPUTING Dinamisia: Jurnal Pengabdian Kepada Masyarakat ILKOM Jurnal Ilmiah CARADDE: Jurnal Pengabdian Kepada Masyarakat MATRIK : Jurnal Manajemen, Teknik Informatika, dan Rekayasa Komputer IJISTECH (International Journal Of Information System & Technology) Building of Informatics, Technology and Science Infotekmesin International Journal of Engineering, Technology and Natural Sciences (IJETS) Abdimasku : Jurnal Pengabdian Masyarakat Jurnal Ilmiah Intech : Information Technology Journal of UMUS Jurnal TIKOMSIN (Teknologi Informasi dan Komunikasi Sinar Nusantara) Jurnal Teknik Informatika (JUTIF) IJISTECH JAMU : Jurnal Abdi Masyarakat UMUS Moneter : Jurnal Keuangan dan Perbankan Journal of Computing Theories and Applications Jurnal Informatika: Jurnal Pengembangan IT
Alzami, Farrikh
Faculty Of Computer Science, Universitas Dian Nuswantoro
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Biochemistry, Genetics & Molecular Biology Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Dentistry Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Library & Information Science Mathematics Mechanical Engineering Medicine & Pharmacology Nursing Public Health Social Sciences Transportation Other

Published : 64 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of Computing Theories and Applications

 1 
Attention-Augmented GRU for Stock Forecasting: A Trade-Off Between Directional Accuracy and Price Prediction Error R. Daniel Hartanto; Guruh Fajar Shidik; Farrikh Alzami; Ahmad Zainul Fanani; Aris Marjuni; Abdul Syukur
Journal of Computing Theories and Applications Vol. 3 No. 4 (2026): JCTA 3(4) 2026
Publisher : Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62411/jcta.15863

Abstract

Attention mechanisms have been widely incorporated into recurrent neural network architectures for financial time series forecasting, with most prior work reporting improvements in price-level error metrics. This study revisits that claim through a controlled empirical comparison of four deep learning architectures on nearly two decades of Telkom Indonesia (TLKM) closing price data from the Indonesia Stock Exchange (IDX). The models evaluated are a three-layer Gated Recurrent Unit (GRU) baseline, a comparable Long Short-Term Memory (LSTM) network, a Bahdanau end-attention GRU (Attn-GRU-V2), and a multi-head self-attention GRU hybrid (Attn-GRU-V3). Each architecture is trained over 30 independent runs with distinct random seeds, and performance is reported as 95% confidence intervals derived from the t-distribution. Statistical comparisons employ the Wilcoxon signed-rank test, a nonparametric paired test appropriate given the confirmed non-normality of residuals. The main finding is a consistent trade-off: the plain GRU achieves the lowest RMSE (94.02 ± 1.22 IDR) across all 30 runs, while Attn-GRU-V2 achieves the highest directional accuracy (45.91 ± 0.09%), surpassing GRU in every independent run. Bahdanau attention weights are nearly uniform across the 30-day lookback window (coefficient of variation: 3.21%), indicating that the mechanism cannot identify selectively informative timesteps in this univariate price series. This finding is consistent with the weak-form Efficient Market Hypothesis for the Indonesian market. An ablation study reveals that a 20-day lookback window maximizes directional accuracy (47.72 ± 0.21%) for the Attn-GRU-V2 model. These results suggest that Bahdanau end-attention consistently and significantly improves directional accuracy relative to a plain GRU baseline, providing an architecturally attributable advantage for direction-based applications, even when absolute price-level error is not reduced. The directional accuracy values remaining below 50% across all models are consistent with a weak-form efficiency characterization of the Indonesian market.
Co-Authors Abda Abda Abdul Syukur Abu Salam Aditya Rahman Adriani, Mira Riezky Ahmad Akrom Ahmad Khotibul Umam, Ahmad Khotibul Ahmad Zainul Fanani Ahmad Zaniul Fanani Akrom, Ahmad Al-Azies, Harun Alpiana, Vika Alvin Steven Anggi Pramunendar, Ricardus Arifin, Zaenal Aris Marjuni Aris Nurhindarto ARIYANTO, MUHAMMAD Ashari, Ayu Asih Rohmani, Asih Atha Rohmatullah, Fawwaz Azzami, Salman Yuris Adila Brilianto, Rivaldo Mersis Budi, Setyo Candra Irawan Candra Irawan Caturkusuma, Resha Meiranadi Chaerul Umam Chaerul Umam Chaerul Umam Chaerul Umam Choirinnisa, Dina Dewi Agustini Santoso Diana Aqmala Dwi Puji Prabowo Dwi Puji Prabowo Dwi Puji Prabowo, Dwi Puji Enrico Irawan Erika Devi Udayanti Esa Wahyu Andriansyah Fahmi Amiq Farah Syadza Mufidah Fikri Diva Sambasri Fikri Firdaus Tananto Fikri Firdaus Tananto Filmada Ocky Saputra Filmada Ocky Saputra Firman Wahyudi Firman Wahyudi Firman Wahyudi, Firman Fitri Susanti Ghina Anggun Go, Agnestia Agustine Djoenaidi Guruh Fajar Shidik Hadi, Heru Pramono Hartono, Andhika Rhaifahrizal Harun Al Azies Hasan Aminda Syafrudin Heni Indrayani Herfiani, Kheisya Talitha Ifan Rizqa Ika Novita Dewi Ika Novita Dewi Indra Gamayanto Indra Gamayanto Indrayani, Heni Iswahyudi ISWAHYUDI ISWAHYUDI Jumanto Karin, Tan Regina Khariroh, Shofiyatul Khoirunnisa, Emila Krisnawati, Dyah Ika Kukuh Biyantama Kukuh Biyantama Kurniawan Aji Saputra Kurniawan, Defri Kusmiyati Kusmiyati Kusmiyati*, Kusmiyati Kusumawati, Yupie L. Budi Handoko Lalang Erawan Lesmarna, Salsabila Putri Mahmud Mahmud Malim, Nurul Hashimah Ahmad Hassain Marjuni, Aris Maulana, Isa Iant Megantara, Rama Aria Mila Sartika Mila Sartika, Mila Mira Nabila Mira Nabila Moch Arief Soeleman Moh Hadi Subowo Moh Yusuf, Moh Moh. Yusuf Mohammad Arif Muhammad Naufal Muhammad Noufal Baihaqi Muhammad Ridho Abdillah Muhammad Riza Noor Saputra Muhammad Rizal Nurcahyo Muslich Muslich, Muslich Muslih Muslih MY. Teguh Sulistyono Nabila, Mira Nuanza Purinsyira Nugraini, Siti Hadiati Nurhindarto, Aris Nurhindarto, Aris Nurwijayanti Pergiwati, Dewi Puji Prabowo, Dwi Pulung Nurtantio Andono Pulung Nurtantyo Andono Puri Sulistiyawati Puri Sulistiyawati Puri Sulistiyawati Purwanto Purwanto Purwanto Purwanto Puspitarini, Ika Dewi R. Daniel Hartanto Rama Aria Megantara Rama Aria Megantara Ramadhan Rakhmat Sani Riadi, Muhammad Fatah Abiyyu Ricardus Anggi Pramunendar Rifqi Mulya Kiswanto Rini Anggraeni Risky Yuniar Rahmadieni Ritzkal, Ritzkal Rofiani, Rofiani Rohman, M. Hilma Minanur Ruri Suko Basuki Sambasri, Fikri Diva Saputra, Filmada Ocky Saputra, Resha Mahardhika Saputri, Pungky Nabella Sasono Wibowo Sejati, Priska Trisna Sendi Novianto Sendi Novianto SIGIT MURYANTO Sigit Muryanto, Sigit Sinaga, Daurat Soeleman, Arief Soeleman, M Arief Sofiani, Hilda Ayu Sri Handayani Sri Winarno Sri Winarno Steven, Alvin Subowo, Moh Hadi Sukamto, Titien Suhartini Sulistiyono, MY Teguh Sulistyono, Teguh Sulistyowati, Tinuk Sutriawan Tamamy, Aries Jehan Thifaal, Nisrina Salwa Viry Puspaning Ramadhan Wellia Shinta Sari Wibowo, Isro' Rizky Widodo Widyatmoko Karis Yosep Teguh Sulistyono, Marcelinus Yuniar Rahmadieni, Risky Yunita Ayu Pratiwi Yusianto Rindra Yuventius Tyas Catur Pramudi Zaenal Arifin Zahro, Azzula Cerliana Zulfiningrumi, Rahmawati