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All Journal International Journal of Electrical and Computer Engineering IAES International Journal of Artificial Intelligence (IJ-AI) Seminar Nasional Aplikasi Teknologi Informasi (SNATI) Jurnal Ilmu Komputer dan Informasi Jurnal Teknik ITS IPTEK Journal of Science IPTEK The Journal for Technology and Science Techno.Com: Jurnal Teknologi Informasi TEKNOLOGI: Jurnal Ilmiah Sistem Informasi Jurnal Buana Informatika TELKOMNIKA (Telecommunication Computing Electronics and Control) JUTI: Jurnal Ilmiah Teknologi Informasi CommIT (Communication & Information Technology) Jurnal Ilmiah Kursor Scan : Jurnal Teknologi Informasi dan Komunikasi Jurnal EECCIS Jurnal Teknologi Informasi dan Ilmu Komputer International Journal of Advances in Intelligent Informatics Scientific Journal of Informatics Journal of Information Systems Engineering and Business Intelligence Jurnal IPTEK Register: Jurnal Ilmiah Teknologi Sistem Informasi Jurnal Inspiration JOIN (Jurnal Online Informatika) Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) INTEGER: Journal of Information Technology Syntax Literate: Jurnal Ilmiah Indonesia Seminar Nasional Teknologi Informasi Komunikasi dan Industri JITTER (Jurnal Ilmiah Teknologi Informasi Terapan) Jurnal Nasional Pendidikan Teknik Informatika (JANAPATI) JURTEKSI Indonesian Journal of Electrical Engineering and Computer Science Jurnal Teknik Informatika (JUTIF) International Journal of Robotics and Control Systems Sewagati
Nanik Suciati
Departemen Informatika Institut Teknologi Sepuluh Nopember
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Journal : Jurnal EECCIS

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Combination of Historical Stock Data and External Factors In Improving Stock Price Prediction Performance Sjahrunnisa, Anita; Suciati, Nanik; Hidayati, Shintami Chusnul
Jurnal EECCIS (Electrics, Electronics, Communications, Controls, Informatics, Systems) Vol. 18 No. 2 (2024)
Publisher : Faculty of Engineering, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21776/jeeccis.v18i2.1707

Abstract

Stock price prediction continues to be a major focus for investors today, some previous studies often focus on technical analysis using historical stock price data and ignore external factors that can affect stock prices. The purpose of this research is to overcome the shortcomings of previous research by creating a stock price prediction model that combines historical stock data consisting of date, high, low, open, close, adj close, volume and external factors such as days, interest rates, inflation, and dividends. The data used came from 33 companies from 11 industrial sectors in Indonesia for 2267 trading days and evaluated the prediction performance using MSE, MAPE and R-squared. The results show a significant improvement in the evaluation metrics when external factors are added. This shows the importance of such factors in improving the prediction analysis and increasing the reliability of the prediction model. This approach is expected to not only overcome the limitations of traditional methods but also utilize a combination of deep learning and machine learning to improve prediction accuracy. Thus, this research not only provides new insights in the field of financial analysis but also provides new insights and solutions for investors to make more informed and less risky decisions.
Co-Authors Adhira Riyanti Amanda Adni Navastara, Dini Agus Eko Minarno Agus Priyono Agus Zainal Arifin Agus Zainal Arifin Ahmad Saikhu Ahmad Syauqi Ahmad Syauqi Akwila Feliciano Akwila Feliciano Akwila Feliciano Pradiptatmaka Alam Ar Raad Stone Aldinata Rizky Revanda Altriska Izzati Khairunnisa Hermawan Amelia Devi Putri Ariyanto Amirullah Andi Bramantya Andika Rahman Teja Anny Yuniarti Antonius Kevin Wiguna Ardian Yusuf Wicaksono Ari Wijayanti Aris Fanani Arrie Kurniawardhani Arsy Bilahi Tama Ary Mazharuddin Shiddiqi Arya Yudhi Wijaya Atika Faradina Randa Atikah, Luthfi Avin Maulana Awangditama, Bangun Rizki Ayu Kardina Sukmawati Ayu Septya Maulani Baso, Budiman Bryan Nandriawan Bui, Ngoc Dung Chastine Fatichah Chastine Fatichah Chilyatun Nisa' Damayanti, Putri Daniel Sugianto Darlis Herumurti Davin Masasih Diana Purwitasari Dimas Rahman Oetomo Dini Adni Navastara Dini Adni Navastara, Dini Adni Dion Devara Aryasatya Eko Prasetyo Eva Yulia Puspaningrum Evelyn Sierra Fairuuz Azmi Firas Faishal Azka Jellyanto Faizin, Muhammad 'Arif Fajar Astuti Hermawati Fandy Kuncoro Adianto Fandy Kuncoro Adianto Febri Liantoni, Febri Fiqey Indriati Eka Sari Fitri Bimantoro Ginardi, R.V. Hari Glenaya Gou Koutaki Gurat Adillion, Ilham Hafidz, Abdan Handayani Tjandrasa Handayani Tjandrasa Hani Ramadhan Haq, Arinal Hidayat, Ahmad Nur Hidayati, Shintami Chusnul Hilya Tsaniya Imagine Clara Arabella Imam Kuswardayan Imam Mustafa Kamal Irawan Rahardja, Agustinus Aldi Isye Arieshanti Isye Arieshanti Januar Adi Putra Januar Adi Putra Kautsar, Faiz Keiichi Uchimura Kevin Christian Hadinata Kevin Christian Hadinata M. Bahrul Subkhi Maulidan Bagus A.R Maulidiya, Erika Mawaddah, Saniyatul MIFTAHOL ARIFIN, MIFTAHOL Mochammad Zharif Asyam Marzuqi Muchamad Kurniawan Muchamad Kurniawan Muchamad Kurniawan, Muchamad Muhamad Nasir Muhammad 'Arif Faizin Muhammad Alif Satriadhi Muhammad Farih Muhammad Fikri Sunandar Mutmainnah Muchtar Nafa Zulfa Ni Luh Made ITS Novrindah Alvi Hasanah R Dimas Adityo R. Dimas Adityo Rachman, Rudy Rahma Fida Fadhilah Rangga Kusuma Dinata Rangga Kusuma Dinata Rayssa Ravelia Rizal A Saputra Rizal A Saputra, Rizal A Rohman Dijaya Romario Wijaya Safhira Maharani Safhira Maharani Salim Bin Usman Salim Bin Usman Salsabiil Hasanah Sarimuddin, Sarimuddin Septiana, Nuning Sherly Rosa Anggraeni Sherly Rosa Anggraeni Shintami Chusnul Hidayati Shofiya Syidada Sjahrunnisa, Anita Suastika Yulia Riska Sugianela, Yuna Surya Fadli Alamsyah Syavira Tiara Zulkarnain Tanzilal Mustaqim Tiara Anggita Tiara Anggita Tsaniya, Hilya Wahyu Saputra, Vriza Wan Sabrina Mayzura Wibowo, Della Aulia Wicaksono, Farhan Wijayanti Nurul Khotimah Yulia Niza Yulia Niza Yuna Sugianela Yuna Sugianela Yuslena Sari, Yuslena Yuwanda Purnamasari Pasrun Zakiya Azizah Cahyaningtyas Zakiya Azizah Cahyaningtyas