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All Journal JURNAL MEDIA INFORMATIKA BUDIDARMA Building of Informatics, Technology and Science
Fikri Nizar Gustiyana
Telkom University, Bandung
Computer Science & IT Control & Systems Engineering Electrical & Electronics Engineering

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Komparasi Hasil Optimasi Pada Prediksi Harga Saham PT. Telkom Indonesia Menggunakan Algoritma Long Short Term Memory I Ketut Agung Enriko; Fikri Nizar Gustiyana; Rahmat Hardian Putra
JURNAL MEDIA INFORMATIKA BUDIDARMA Vol 7, No 2 (2023): April 2023
Publisher : Universitas Budi Darma

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30865/mib.v7i2.5822

Abstract

To invest or buy and sell on the stock exchange requires understanding in the field of data analysis. The movement of the curve in the stock market is very dynamic, so it requires data modeling to predict stock prices in order to get prices with a high degree of accuracy. One of the steps to achieve this can be using a prediction system based on machine learning. There are several algorithms that can be used to predict stock values, one of which is the Long-Short Term Memory (LSTM) algorithm. This study aims to compare several optimization models, namely the Adam, SGD and RMSprop optimization models to analyze the accuracy of the LSTM algorithm in predicting stock price data and analyzing the number of epochs in forming an optimal model. The results of our research show that the LSTM algorithm has a good level of accurate prediction as shown in the Mean Absolute Percentage Error (MAPE) value and the data model obtained on variations in epochs values. Adam's optimization model shows that the higher the epoch value, the lower the loss value. The lower the loss value, the higher the prediction accuracy of the resulting stock data. Adam's Optimization Model is also the model with the highest accuracy value of 98.45%.
A Comparative Study of LSTM and BiLSTM Performance in Predicting XAU/USD Prices I Ketut Agung Enriko; Fikri Nizar Gustiyana
Building of Informatics, Technology and Science (BITS) Vol 7 No 4 (2026): March 2026
Publisher : Forum Kerjasama Pendidikan Tinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bits.v7i4.9414

Abstract

Gold price forecasting in the XAU/USD market is challenging due to nonlinear dynamics, high volatility, and sensitivity to global macroeconomic factors. This study compares the performance of Long Short-Term Memory (LSTM) and Bidirectional Long Short-Term Memory (BiLSTM) architectures in forecasting XAU/USD closing prices using historical data from 2023–2026. Data preprocessing includes cleaning, chronological ordering, normalization, and transformation using a sliding window approach. A window size of 60 time steps is selected to represent approximately three months of daily trading activity, enabling the models to capture short- to medium-term temporal dependencies while limiting excessive noise and computational burden. The dataset is divided chronologically into training and out-of-sample testing sets to ensure proper generalization assessment. Both models employ identical architectures with two recurrent layers (50 hidden units each) and are trained using the Adam optimizer with epoch variations (20–100). Evaluation on unseen test data uses MAE, MSE, RMSE, MAPE, and R² metrics. LSTM achieves its lowest MAE of 21.26 at 40 epochs, while BiLSTM attains its best performance at 80 epochs with an MAE of 20.86 and R² of 0.9981. However, extending training to 100 epochs leads to performance degradation in BiLSTM, indicating sensitivity to overtraining. Overall, optimal performance is achieved through balanced training duration rather than increased architectural complexity.
Co-Authors I Ketut Agung Enriko I Ketut Agung Enriko Rahmat Hardian Putra