Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Scientific Journal of Informatics

Optimization Selection on Deep Learning Algorithm for Stock Price Prediction in Indonesia Companies Gunawan, Gunawan; Andriani, Wresti; Anandianskha, Sawaviyya; Murtopo, Aang Alim; Nugroho, Bangkit Indarmawan; Naja, Naella Nabila Putri Wahyuning
Scientific Journal of Informatics Vol 11, No 1 (2024): February 2024
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v11i1.47935

Abstract

Purpose: Share price movements after the COVID-19 pandemic experienced a decline in several sectors, especially in the share prices of the Aneka Tambang Company, which operates in the mining sector, the Wijaya Karya Company in the construction sector, and the Sinar Mas Company, which is a Holding Company. Several factors influence this, including investors' hesitation in investing their money. This research aims to predict stock price movements using a Deep Learning algorithm, which is optimized using Selection optimization at three large companies in Indonesia, namely PT. ANTAM, PT. WIKA, and PT. SINAR MAS. So that it can provide the correct information to investors to avoid losses.Method: research through collecting data from the three companies, preprocessing, and then analyzing research data with several alternatives. The combination of inputs from the three companies using the deep learning method is then optimized using selection optimization to produce the best accuracy and use the results of the RMSE evaluation.Results: The results of this research show that by using the Deep Learning method, the best evaluation results were obtained for the Company PT Wijaya Karya with an RMSE value of 0.432, an MAE value of 0.31505 and an MSE value of 1913.953. These results were then optimized using Selection optimization to obtain an RMSE increase of 0.022, namely 0.410.Novelty: The contribution of this research is to get the best combination of input variables obtained using the windowing process from the three companies, which are then processed using the Deep Learning method to produce the most accurate evaluation results from the three companies, then the results are optimized again using Selection optimization to get the more optimal results.
Co-Authors Aang Alim Murtopo Aditdya, Maulana Ahmad Zulfikri Aimar Akbar, Aminnur Aisyach Aminarti Santoso Al Fattah, Muhammad Raikhan Alan Eka Prayoga Albana, Muhammad Syifa Ali Murtopo, Aang Amalani, Mukhamad Zulfa Bakhtiar Ananda, Pingky Septiana Anandaianskha, Sawaviyya Anandianshka, Sawaviyya Anandianska, Sawaviyya Anandianskha, Sawaviyya Andriani, Wresti Andriani, Wresty Anshori, Abu Hasan Al Arianti, Tezya Sekar Arif, Zaenul Arifiyah, Nur Latifatul Arrohman, Zidni Dlia Aslam, Muhammad Nur Aziz, Taufiq Azmi, Isni Azmi, Muchamad Nauval Bangkit Indarmawan Nugroho Budiono, Wahyu Cahyo, Septian Dwi Catur Supriyanto Dari, Mayang Melan Dewi, Errika Mutiara Didiek Trisatya Dodi Setiawan Dodi Setiawan Dwi Fina Fahirah Dwi Kurniawan, Rifki Fadila, Nurul Fahirah, Dwi Fina Fanti, Azizah Permata Farkhan, Muhammad Fatkhurrohman Fatkhurrohman, Fatkhurrohman Firmansyah, Akhmad Lutfi Firmansyah, Hasbi Firmansyah, Muchamad Aries Gunawan Gunawan Hafid Subechi, Fadlan Handayani, Sri Harefa, Reyvan Sinatria Haris Fadillah Hassan, Muhamad Nur Hidayatullah, Bryan Adam Intan Mayla Faiza Intan Mayla Faiza Januarto, Sigit Khadziqul Humam Munfi Khasanah, Apriliani Maulidya Khusni, Muhammad Wazid Kurniawan, Rifki Dwi Lestari, Nindy Putri Limaknun, Lulu Lutfayza, Rezi Marzuqi, Maezun Nafis Maulana, M Taufik Fajar Miftakhuddin, Ahmad Miftakhudin, Muhammad Milkhatunisya, Milkhatunisya Moonap, Dinar Auranisa Muchamad Nauval Azmi Muh Ridwan Muhammad Sulthon Mutaqin, Ahadan Fauzan Muttaqin, Anik Naja, Naella Nabila Putri Wahyuning Ningrum, Isna Lidia Nughroho, Bangkit Indarmawan Nugroho Adhi Santoso Nugroho, Bangkit Indramawan Nur Aisyah Nur Tulus Ujianto Nurokhman, Akhmad Nursahid, Wahyu Nursidik, Maulia Nurul Fadhilah Nurul Fadilah, Nurul Prayoga, Alan Eka Priyo Haryoko Purwanto Purwanto Putra, Alif Sya’Bani Qurrotu Aini, Atikah Rafhina, Ana Ramadhan, Ilham Gema Rifki Dwi Kurniawan Rivaldiansyah, Rafik Riyadi, Fajar Sugeng Santoso, Aisyach Aminarti Santoso, Bayu Aji Santoso, Nughroho Adhi Santoso, Nugroho Adh Santoso, Nugroho Adhi Santoso, Nugroho Adi Saputra, Aryan Dandi Sarif Surorejo Sawaviyya Anandianskha Sawaviyya Anandianskha Sawaviyya Anandianskha Sawavyya Anandianskha Septian Ari Wibowo Septiana Ananda, Pingky Septiana, Pingky Setiawati, Windi Surur, Misbahu Sya’bani, Adhita Zulfa Syefudin, Syefudin Triwinanto, Mohammad Amin Triwinanto Ubaidillah, Muhamad Rizal Ujianto, Nur Tulus W.N, Naella Nabila Putri Wahyu Pratama, Raka Wahyuning Naja, Naella Nabila Putri Wilda Shabrina Wresti Andriani Wresti Andriani Wresti Andriani Yan Kurniawan Yan Kurniawan, Yan Yulison Herry Chrisnanto Zaenul Arif Zain Hidayatullah, Fikri Zain, Ahmad Muzakky