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Journal : Journal of Engineering and Science Application

Stock Price Prediction Modeling Using Recurrent Neural Network and Long-Short Term Memory Salsabila, Afrida Nur; Anwariningsih, Sri Huning; Susilo, Dahlan
Journal of Engineering and Science Application Vol. 2 No. 1 (2025): April
Publisher : Institute Of Advanced Knowledge and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.69693/jesa.v2i1.20

Abstract

Stock price fluctuations were very difficult to predict the direction of the changes. There were generally estimated to follow three analysis techniques: technical, fundamental, and sentiment. Technical analysis involves observing prices in the past, fundamental analysis is related to the analysis of ongoing business situations, while sentiment analysis includes stock prices that were affected by business aspects, current information, and business activities. Valid price data of the BCA Company used was the stock price from 2019 until 2024. The purpose of this study is to find alternative models of the RNN and LSTM models. The methods used in this study are the documentation method and the optimization method. Accuracy measurements used Mean Square Error (MSE) and Mean Absolute Error (MAE) metrics. The results of stock prediction using the RNN model got poor results with epoch 10 obtaining an accuracy of 61.3%, while using the LSTM model obtained quite good results with epoch 10 obtaining an accuracy of 87.7%. Stock predictions using the combined RNN-LSTM models were able to get good results with epoch 10 obtaining an accuracy of 93.3%.
Co-Authors ., palgunadi A.A. Ketut Agung Cahyawan W Abdush Shomad, Abdush Achmad Syah, Elvandec Rizky Aditya Dwi Jatmiko, Aditya Dwi Agus Purwo Handoko Akhmad Syukron Al Haris, Firdhaus Hari Saputra Amri Eka Widayanto Angga Kusuma Dawami Angky Sudarmono, Angky Anwariningsih , Sri Huning Ari Wibowo Ari Wibowo Arif Yulianto Arif Yuliyanto Ariwibowo, Heru Ashsidiq, Muhammad Fadhlan Ravi Astri Charolina Astri Charolina Budi Prabowo Cristya, Arkha Destina Paningrum Dwi Retnoningsih Dwi Retnoningsih Erwin Kartinawati Firdhaus Hari Saputro Al Haris Fiska Kusuwawati Fitriani, Nisa Fitriyadi, Farid Hadi Pratikno Hardika Khusnuliawati, Hardika Harry Abri Anto Henny Tri Hastuti Hasana Heri Kusharyanto Heribertus Ary Setyadi Indah Puspita Mutiara Indriastiningsih, Erna Iqbal Aditya Ferryanto Joko Cahyono Keristiawan, Subakti Khoirul Huda Kristiawan, Ade Kuncoro, Isnu Kusuwawati, Fiska Lina Sulistyani Mochtar Yunianto Muhammad Arya Priasatama Putra Muhammad Dwi Nugroho Muhammad Dwi Nugroho Murni Murni Mutiara, Indah Puspita nisa fitriani Nugroho, Moh Andi Setyo Nurul Pradana Ratmawati Omega, Yuseva Kristine Palgunadi . Permana, Tatok Andri Pranowo Setiaji Pratikno, Hadi Prawesti, Nindia Fika Rizky Purnama, Christian Roy Putra, Adi Wijaya Putra, Muhammad Arya Priasatama Ratmawati, Nurul Pradana Retnoningsih , Dwi Riskyanto Pangemanan Role, Vinsensius Sony rudi pranoto, rudi Ruswanti, Diyah Salsabila, Afrida Nur Salsabila, Unik Hanifah Setiawan, Gigih Setiawan, Sukawati Novy Siti Zubaidah Sri Ernawati Sri Huning Anwariningsih Sukawati Novy Setiawan Sulistyani, Lina Supriyanta Supriyanta Supriyanta Vinsensius Sony Role Wahyudi . Wahyuningsih, Dwi Prastiwi Wawan Nugroho Widayanto, Amri Eka Yunitasari, Veronica Sri Yusuf Sutanto