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Klasifikasi Kondisi Pasar Harga Emas ANTAM Indonesia Menggunakan Algoritma Decision Tree Kamalia, Antika Zahrotul; Choiriyatun Nisa Latansa; Zaenur Rozikin
Jurnal Komputer Teknologi Informasi Sistem Komputer (JUKTISI) Vol. 4 No. 3 (2026): Februari 2026
Publisher : LKP KARYA PRIMA KURSUS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62712/juktisi.v4i3.800

Abstract

This study aims to classify Indonesian ANTAM gold market states using a Decision Tree model built on daily price data from 2010–2024. Market conditions are categorized into three classes: bullish, bearish, and sideways, based on forward returns with an adaptive quantile-based thresholding scheme. The feature set comprises multi-horizon rolling volatility indicators (e.g., std_5, std_10, std_20) and momentum measures (e.g., mom_5, mom_10, mom_20). A time-based split is applied, allocating 80% of observations for training and 20% for testing. Evaluation on the test set yields an accuracy of 0.337 with a macro-F1 of approximately 0.34, indicating limited predictive performance in a three-class setting. Interpretability analysis reveals that std_20 is the most influential feature, followed by std_10 and mom_5, while one-day returns contribute marginally. These findings suggest that aggregated volatility and momentum patterns are more informative than single-day fluctuations for market regime mapping. Overall, the Decision Tree is best positioned as an interpretable baseline for transparent market-state analysis, providing a foundation for future work involving richer features and more robust models.
Artificial Intelligence in Green and Sustainable Investment: a Bibliometric and Systematic Literature Review Kamalia, Antika Zahrotul; Wibowo, Arief; Mahdiana, Deni
Jurnal Teknik Informatika (Jutif) Vol. 7 No. 1 (2026): JUTIF Volume 7, Number 1, February 2026
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2026.7.1.5287

Abstract

Green and sustainable investment has gained increasing global attention due to the urgency of the climate crisis, social demands, and the adoption of Environmental, Social, and Governance (ESG) principles. However, research on the application of artificial intelligence (AI) in this domain remains fragmented and lacks a comprehensive mapping. This study aims to map the trends, research directions, and key findings related to AI in green and sustainable investment using a bibliometric and systematic literature review (SLR) approach. Data were retrieved from the Scopus database and screened with the PRISMA framework, resulting in 24 articles analyzed through VOSviewer and thematic synthesis. The results indicate significant developments in energy efficiency, green buildings, machine learning, and sustainability, alongside an expanding pattern of international collaboration. Nonetheless, limitations remain, including insufficient cross-sectoral integration, limited empirical studies in developing countries, and the lack of AI models that holistically incorporate risk, ESG, and SDGs indicators. The main contribution of this study lies in providing a structured literature mapping that can serve as a foundation for developing more integrative AI frameworks and expanding research contexts to optimize sustainable green investment. These findings are expected to be valuable for researchers and practitioners in advancing innovation and strengthening the AI-driven sustainable finance ecosystem.
Pemodelan Prediksi Harga Saham Emas ANTAM Menggunakan Gated Recurrent Unit dan Regresi Linear Berganda pada Time Series Kamalia, Antika Zahrotul; Wahyu Tri Utami; Arif Susilo
Tekompedia : Jurnal Ilmiah Ilmu Komputer Vol 3 No 1 (2026): Januari
Publisher : CV Nature Creative Innovation

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58641/technomedia.v3i1.185

Abstract

This study investigates the prediction of PT Aneka Tambang Tbk (ANTM) stock prices using time-series data by comparing two approaches: the Gated Recurrent Unit (GRU) model and multiple linear regression. The dataset consists of daily historical ANTM data collected from Yahoo Finance spanning 2014–2024, which was preprocessed (including cleaning/normalization) and split chronologically into training (70%) and testing (30%) sets to preserve realistic forecasting conditions. Model performance was assessed using R-squared (R²), Mean Absolute Error (MAE), Mean Squared Error (MSE), and Root Mean Squared Error (RMSE), supported by visual comparisons between actual and predicted values. The results indicate that the GRU model achieves superior predictive performance and better captures the dynamic and non-linear behavior of stock price movements compared to multiple linear regression. These findings suggest that GRU is more suitable for ANTM stock price forecasting in a time-series setting, while multiple linear regression remains useful as a simple and interpretable baseline model.
Hybrid Relevance and Sentiment Classification of Indonesian Gold Tweets Using Machine Learning for Market Risk Signal Extraction Kamalia, Antika Zahrotul; Indra, Indra; Wibowo, Arief; Riwurohi, Jan Everhard; Hassan, Shiza
International Journal of Advances in Data and Information Systems Vol. 7 No. 1 (2026): April 2026 - International Journal of Advances in Data and Information Systems
Publisher : Indonesian Scientific Journal

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This study proposes a hybrid relevance–sentiment classification framework to analyze public opinion on physical Antam gold from Indonesian Twitter data and to support exploratory market-risk signal extraction. Tweets were collected during February–November 2025, after preprocessing and text-normalized deduplication, 1,271 unique tweets were retained. The approach combines weak supervision (rule-/lexicon-based silver labels) with TF-IDF-based machine learning in two stages: (1) relevance classification to separate tweets genuinely discussing physical Antam gold from non-relevant contexts (e.g., ANTM stock/capital-market discussions), and (2) two-class sentiment classification (positive vs negative) applied to relevance-filtered tweets. Random Forest achieved the strongest relevance performance (Accuracy = 0.984; macro-F1 = 0.943; 5-fold CV macro-F1 = 0.928 ± 0.033). For sentiment classification, performance was moderate and close across models; the most stable model under cross-validation (Logistic Regression/Naive Bayes) was used for downstream aggregation. Sentiment outputs were aggregated into a monthly sentiment index for descriptive comparison with gold prices; the observed association was weak, indicating that the index is better interpreted as a risk-perception proxy rather than a direct price predictor.