Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Specta Journal of Technology

Optimasi Algoritme Xtreme Gradient Boosting (XGBoost) pada Harga Saham PT. United Tractors Tbk. Astutiningsih, Tiyas; Saputro, Dewi Retno Sari; Sutanto
SPECTA Journal of Technology Vol. 7 No. 3 (2023): SPECTA Journal of Technology
Publisher : LPPM ITK

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35718/specta.v7i3.1031

Abstract

The issue of a recession in 2023 continues to increase, affecting the rise and fall of the stock price index. From 2015 to 2023 the share price of PT. United Tractors Tbk. experiencing fluctuations. The method used to determine fluctuations in PT. United Tractors Tbk. share data is an ensemble learning. One of the ensemble learning algorithms that is popular and often used for prediction or classification problems is Extreme Gradient Boosting (XGBoost). The aim of this research is to obtain the best model ofPT. United Tractors share prices using XGBoost. XGBoost is a development of Gradient Boosting which has the advantage of faster implementation. The data used is the share price of PT. United Tractors Tbk. from March 16 2021 to March 31, 2023. This research uses four technical indicators in analyzing share price movements, namely Exponential Moving Average (EMA), Simple Moving Average (SMA), Relative Strength Index (RSI) and Moving Average Convergence /Divergence (MACD). This experiment produced a MAPE value of 3.89%, which shows the optimization of the XGBoost algorithm on PT share prices. United Tractor Tbk. produces accurate models.
Co-Authors Ade Susanti Adhitama, Ria Puan Adzakie, Haabi Luckmanoor Agung Nugroho, Tri Wahyu Agung Nugroho, Tri Wahyu Ahmad Faqihi, Ahmad Aji Hamim Wigena Al Barra, Andre Fajry Alfa Lutfiananda, Immas Metika Anik Djuraidah Antoni Wibowo Antoni Wibowo Ariati, Lia Arif Rahman Arrazaq, Khamid Muhammad Astutiningsih, Tiyas ‘Aini, Addin Zuhrotul Baharum, Aslina Budi Usodo Budi Usodo BUDIYONO Budiyono Budiyono Budiyono Budiyono Budiyono, Budiyono Cahyono, Heri Christy, Alexander Yonathan Dewi, Noviana Sukma Doni Susanto dwi hidayati Gustiasih, Restuning Harun Al Rasyid Heri Cahyono Ikawati, Nur Ikhsan Abdul Latif Indriati, Sela Putri Joko Domas, Joko Khairina, Fadiah Khamsatul Faizati, Khamsatul Khayati, Fitrotul Khomariah, Nurul Kiki Riska Ayu Kurniawati, Kiki Riska Ayu Kusuma, Nunung Fajar Kusumo, Fahri Aimar M Mardiyana, M Maharani, Swasti Marchamah Ulfa, Marchamah Mardiyana Mardiyana Mardiyana Mardiyana Mardiyana Mardiyana Mardiyana, Mardiyana Mardiyana, Mardiyana Muhamad Safa’udin, Muhamad Muslikhah, Muslikhah Musmiratul Uyun Musta'in, Ghufron Nanang Nabhar Fakhri Auliya, Nanang Nabhar Nanda Noor Fadjrin, Nanda Noor Ningrum, Hanifah Listya Ni’am, Dafi’ Ichsani Aysar Nughthoh Arfawi Kurdhi, Nughthoh Arfawi Nugroho Arif Sudibyo Nurul Khairiatin Nida Pambudi, Pangesti Arum Paryatun, Suji Paryatun, Suji Pradipta Annurwanda, Pradipta Prasetyo, Heri Pratama, Rizcka Indah Hani Prihastini Oktasari Putri Primasari, Dessy Marlinda Purnami Widyaningsih Purwaningsih, Tri Purwaningsih, Tri Putera Khano, Muhammad Nazhif Abda Putri, Diah Purwaning Putri, Matin Enggar Rahman, Arif Ramadhanti, Fajhria Budi Ririn Setyowati Riyadi Riyadi Riyansyah, Husnun Nur Ghiffari Putri Rizky Anggar Kusuma Wardani Safa’udin, Muhamad Santika, Putri Aura Sena, Arya Bima Setiyowati, Ririn Sidiq, Krisna Sujadi, Imam Sulistyaningsih Sulistyaningsih Suprapto, Suprapto Suryani, S Susanti, Ika Sutanto Sutanto Sutanto sutanto sutanto Tanjung, Andjani Ayu Cahaya Ummu Salamah Utami, Dwi Sari Utin Desy Susiaty Wahyu, Nugroho Lambang Wibowo, Gusti Ngurah Adhi Widiyaningsih, Purnami Winarno, Bowo YAFITA ARFINA MUTI Yekti Widyaningsih Yumaroh, Siti Roqhilu Zaidah Nurul Hasanah