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Stock Price Prediction and Risk Estimation Using Hybrid CNN-LSTM and VaR-ECF Febriyanti, Alvi Yuana; Prasetya, Dwi Arman; Trimono, Trimono
Jurnal Teknik Informatika (Jutif) Vol. 6 No. 3 (2025): JUTIF Volume 6, Number 3, Juni 2025
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2025.6.3.4648

Abstract

Stock price prediction is a major challenge in the financial domain due to high volatility and complex movement patterns. Traditional methods such as fundamental and technical analysis often fail to capture the non-linear characteristics and fast-changing market dynamics, highlighting the need for more adaptive approaches. This study proposes a hybrid deep learning model, CNN-LSTM, which combines CNN's local feature extraction capabilities with LSTM’s ability to model long-term temporal dependencies. To incorporate risk management, the model is also integrated with the Value at Risk (VaR) approach using the Cornish-Fisher Expansion (ECF) to estimate potential losses under extreme market conditions. The study utilizes daily historical stock price data of PT Unilever Indonesia Tbk retrieved from Yahoo Finance. Model performance is evaluated using Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE), where the model achieves an MAE of 78.13 and a MAPE of 2.72%, indicating relatively low absolute and relative prediction errors. These results confirm that the CNN-LSTM approach effectively models stock price movements in dynamic market environments, and the integration with VaR-ECF provides a more comprehensive risk estimate. Thus, this approach not only enhances predictive accuracy but also offers valuable decision-support tools for investors in planning investment strategies.
Develop IoT-Based Automatic Water Gate Control Prototype with Fuzzy Logic Approach Ismail, Jefri Abdurrozak; Aditya, Wigananda Firdaus Putra; Ekawati, Anies; Sari, Anggraini Puspita; Prasetya, Dwi Arman
Jurnal Teknologi dan Manajemen Vol 6, No 1 (2025): January
Publisher : Lembaga Penelitian dan Pengabdian kepada Masyarakat ITATS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31284/j.jtm.2025.v6i1.6758

Abstract

This research developed a prototype for an automatic water gate control system that integrates Internet of Things (IoT) technology with a Fuzzy Logic approach. The prototype is designed to monitor and regulate water levels in real-time using ultrasonic sensors connected to an IoT network. The water level data is integrated into Amazon Web Services (AWS) for cloud management. Fuzzy Logic was chosen to enhance the system's accuracy and responsiveness to dynamic and unpredictable water levels. The primary goal of this system is to minimize flood risk and ensure adequate water distribution across various sectors by automatically opening the water gates. In initial testing, the prototype successfully transmitted water level data from the sensors to the AWS cloud server and performed fuzzy calculations according to Fuzzy Logic formulas. The prototype demonstrated good results in managing the opening of the water gates based on the water levels detected by the ultrasonic sensors, showing significant potential for water resource management in urban areas through this system.
Optimizing Categorical Boosting Model with Optuna for Anti-Tuberculosis Drugs Classification Yosua Satria Bara Harmoni; Kartika Maulida Hindrayani; Dwi Arman Prasetya
Indonesian Journal of Electronics, Electromedical Engineering, and Medical Informatics Vol. 7 No. 2 (2025): May
Publisher : Jurusan Teknik Elektromedik, Politeknik Kesehatan Kemenkes Surabaya, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35882/ijeeemi.ijeeemi.v7i2.92

Abstract

Tuberculosis is one of the leading causes of death globally, with death rate reaching 1.30 million by 2022, an increase of 3.2% compared to the previous year. Indonesia is one of the countries with the highest number of tuberculosis cases in the world. The Directly Observed Treatment Short-course (DOTS) plays a role in improving the effectiveness of tuberculosis therapy by ensuring the availability of appropriate anti-tuberculosis drugs. However, errors in drug selection can lead to therapy failure, relapse, and Multi-Drug Resistant (MDR) cases. To overcome this, classification models based on patient medical record data can be used to improve the accuracy of drug selection. This research focuses on developing classification model to determine the type of drug using Categorical Boosting algorithm optimized with Optuna using Tree-structured Parzen Estimator. The data consisted of numerical variables, such as age, treatment duration, and categorical variables, such as history of diabetes mellitus, HIV status, drug combination. The CatBoost algorithm was chosen due to its ability to handle categorical data. Hyperparameter optimization was performed to obtain the best parameters. The preprocessing stage involved memory reduction, feature normalization, and encoding on 620 data samples, which were then divided into 90% training and 10% test data. Experimental results show CatBoost model produces an initial accuracy of 90%. After applying parameter optimization techniques using Optuna, the accuracy increased to 96%, showing 6% improvement. The model is able to accurately classify drugs combination, which can support the selection of more effective therapies for tuberculosis patients. Thus, the use of SMOTE to address class imbalance combined with Optuna for hyperparameter optimization was shown to improve the accuracy of CatBoost-based classification models. This finding confirms the effectiveness of SMOTE and Optuna methods in improving the accuracy of prediction models for drug type classification, contributing the improvement of tuberculosis treatment strategies.
Implementation of Transfer Function ARIMA Model for Stock Price Prediction Azizah, Alisa Jihan; Prasetya, Dwi Arman; Hindrayani, Kartika Maulida; Fahrudin, Tresna Maulana
International Journal of Advances in Data and Information Systems Vol. 6 No. 2 (2025): August 2025 - International Journal of Advances in Data and Information Systems
Publisher : Indonesian Scientific Journal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59395/ijadis.v6i2.1396

Abstract

Dynamic economic growth requires stable financing sources, one of which is through the capital market. In stock investment activities, risk and return are two fundamental aspects that are interrelated and must be carefully considered. The volatility of ASII stock prices, influenced by various factors including exchange rates, can create uncertainty in investment decision-making. This study aims to predict the stock price of PT Astra International Tbk (ASII) using a transfer function model approach that integrates the influence of the Indonesian rupiah to US dollar exchange rate as an external variable. The transfer function model is an extension of the ARIMA model that can measure the dynamic relationship between input and output variables. Based on the estimation results, the best model obtained has a transfer function order of (b,s,r) = (1,0,0) with a noise series of (p_n,q_n) = (1,0). The prediction results show that ASII stock price movements tend to be stable with a gradual decline over the next 20 days. Model evaluation demonstrates low error rates, with MAE of 84.19, RMSE of 110.37, and MAPE of 1.65%. These results indicate that the transfer function model is effective in modeling and predicting short-term stock prices with reasonably good accuracy.
Comparison of Elbow and Silhouette Methods in Optimizing K-Prototype Clustering for Customer Transactions Kuswardana, Dendy Arizki; Prasetya, Dwi Arman; Trimono, Trimono; Diyasa, I Gede Susrama Mas
EDUTIC Vol 12, No 1: 2025
Publisher : Universitas Trunojoyo Madura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21107/edutic.v12i1.29744

Abstract

This research presents a comparative analysis of the Elbow and Silhouette methods to identify the ideal number of clusters in applying the K-Prototypes algorithm for customer grouping using purchase transaction data. The K-Prototypes algorithm is employed due to its ability to handle both numerical and categorical data simultaneously. Customer purchase transaction data from the Point of Sale (POS) system is analyzed through preprocessing, feature transformation, and attribute segmentation stages before being clustered using the K-Prototypes algorithm. To identify the optimal cluster count, this study employs two methods: the Elbow and the Silhouette method. The results indicate that the Elbow method produces 2 clusters with a model evaluation score of 0.6368, while the Silhouette method suggests 2 clusters with a slightly lower score of 0.6186. In terms of computational efficiency, the Elbow method also demonstrates a faster processing time results highlight the significance of choosing an appropriate method for identifying the ideal number of clusters, ensuring it aligns with the specific goals of the analysis, whether emphasizing superior inter-cluster distinction or favoring a more parsimonious model configuration.
Antenna 5.8 GHz dengan Output Perbedaan Fasa 90 Derajat Ganda Menggunakan Jaringan Matriks Butler Feeding Mujahidin, Irfan; Prasetya, Dwi Arman; Arifuddin, Rahman; Arinda, Putri Surya
PROtek : Jurnal Ilmiah Teknik Elektro Vol 8, No 2 (2021): Protek : Jurnal Ilmiah Teknik Elektro
Publisher : Program Studi Teknik Elektro Universitas Khairun

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33387/protk.v8i2.3180

Abstract

A complex design of electromagnetic feeding network circuit components is needed for a wireless communication network system, and expensive materials, especially for electromagnetic components at a high frequency of 5.8 GHz with dual 90-degree phase difference output using butler matrix Feeding Network for wireless communication network systems. It is novel in form and has a frequency-free, frequency-free, non-complex configuration of microstrip electromagnetic circuits, and uses inexpensive materials at a frequency of 5.8 GHz. This system is a package consisting of a 5.8 GHz microstrip antenna with a rectangular microstrip antenna array and a Butler matrix of four inputs and outputs to achieve a double 90-degree phase difference. The antenna uses a via hole for the transmission line to the network feeding system, has one band and shallow bandwidth with four ports, and has one working frequency, namely 5.58 GHz under the S criterion -10dB, and uses a via hole for the transmission line to the network feeding system, the radiation pattern is forward, the gain level is 6.83dB, and the feeding impedance is 50 Ohm. S11 -26.19 dB for the 90-degree hybrid coupler, S21 31.65 dB, S51 -26.18 dB, and S61 32.52 dB which means these are all working well, and the overall size of this structure is 80mm x 65mm with FR4 of 4.4 dielectric constant having 50 ohms.
Optimizing Clustering Analysis to Identify High-Potential Markets for Indonesian Tuber Exports Prasetya, Dwi Arman; Sari, Anggraini Puspita; Idhom, Mohammad; Lisanthoni, Angela
Indonesian Journal of Electronics, Electromedical Engineering, and Medical Informatics Vol. 7 No. 1 (2025): February
Publisher : Jurusan Teknik Elektromedik, Politeknik Kesehatan Kemenkes Surabaya, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35882/skzqbd57

Abstract

Agriculture is a key contributor to Indonesia's economic growth, with tubers representing the second most important food crop. Despite their significance, the export value of Indonesia’s tuber crops has not yet reached its full potential given the decline in the value of tuber exports since 2021. One of the contributing factors is the restricted range of export market options. This study aims to analyze export trade patterns to identify the most high-potential markets for Indonesian tuber commodities.  Clustering analysis is used as a key method to identify market locations by grouping countries based on similar trade characteristics. Clustering was conducted using the Gaussian Mixture Model (GMM), which enhanced by Particle Swarm Optimization (PSO) and evaluated by silhouette score and DBI. The dataset is collected from Indonesia’s Central Bureau of Statistics from 2019 to 2023, focusing on 5 kinds of tuber exports with total of 455 entries and 8 columns. Using the AIC/BIC method, the optimal number of clusters obtained is 2 which are low market opportunities (cluster 0) and high market oppurtunities (cluster 1). Results showed that the GMM model without optimization has silhouette score of 0.7602 and DBI of 0.8398, while the GMM+PSO model achieved an improved silhouette score of 0.8884 and DBI of 0.5584. Both score are categorized as strong structure but, GMM+PSO has higher silhouette score and lower DBI score, demonstrating the effectiveness of PSO in enhancing the clustering model’s performance. The key potential markets for Indonesian tuber exports are primarily concentrated in Asia, including countries such as China, Malaysia, Thailand, Vietnam, Hong Kong, and United States.
Application of Convolutional Neural Network (CNN) for Web-Based Translation of Indonesian Text into Sign Language Prameswari, Diajeng; Larasati; Muhammad Naswan Izzudin Akmal; Prismahardi Aji Riyantoko; Dwi Arman Prasetya
Jurnal Aplikasi Sains Data Vol. 1 No. 2 (2025): Journal of Data Science Applications.
Publisher : Program Studi Sains Data UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasid.v1i2.12

Abstract

Communication for the deaf and hard of hearing is often hindered by the limited number of sign language interpreters. This research aims to develop a web-based text-to-text sign language translation system using Convolutional Neural Networks (CNN) to bridge this communication gap. The system is built with the ASL Alphabet dataset containing 87,000 images from 29 classes (A-Z, SPACE, DELETE, NOTHING). The CNN model was designed with three convolutional layers and trained for 15 epochs using 80% of the data, while 20% of the data was used for testing. The user interface was developed using Streamlit for ease of use. Training results showed a training accuracy of 98.96% and a validation accuracy of 98.61% at the 15th epoch. Model evaluation yielded an overall accuracy of 98%, with high precision, recall, and F1-score values for most classes. This research demonstrates the significant potential of CNN in developing automatic sign language translators, which is expected to improve information accessibility and inclusivity for the deaf community.
Statistical Analysis of Infant Malnutrition Cases in North Sumatra Before and After COVID-19 Using the Wilcoxon Test Sitanggang, Desi Daomara; Putri, Serlinda Mareta; Agustin, Sesillia; Prasetya, Dwi Arman; Fahrudin, Tresna Maulana
Jurnal Aplikasi Sains Data Vol. 1 No. 2 (2025): Journal of Data Science Applications.
Publisher : Program Studi Sains Data UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasid.v1i2.16

Abstract

Child malnutrition remains a very important public health issue in Indonesia. Malnutrition is a condition of deficiency in energy and essential nutrients that can lead to impaired physical growth, mental development, and an increased risk of mortality in children. The prevalence of malnutrition among toddlers in Indonesia is still quite high and shows disparities between regions, especially in provinces with high poverty rates. One province of concern is North Sumatra, which, according to data from the Ministry of Health, has had a significant incidence of malnutrition in the last five years. This condition was exacerbated by the emergence of the COVID-19 pandemic at the end of 2019, which has had a major impact on various sectors of life, including family health and economy. The pandemic caused significant disruptions to primary healthcare systems, including a decrease in posyandu activities, immunizations, and monitoring of children's nutritional status. The decline in household income during the pandemic made it difficult for families to meet their balanced nutritional food needs. A UNICEF study showed an increased risk of acute malnutrition in children during the pandemic, especially in previously vulnerable areas. To measure the impact of the COVID-19 pandemic on the incidence of child malnutrition, a statistical approach that can compare data before and after the pandemic is needed. This study aims to analyze the difference in the incidence of child malnutrition before and after the COVID-19 pandemic in North Sumatra Province using the Wilcoxon test method. Using the Wilcoxon Signed-rank Test statistical method, a comparative analysis was performed between the medians of the data from 2018 and 2023. The results of the study showed that there was a difference between the medians of the two data sets.
Application of K-Means Clustering for Regency/City Clustering in East Java Based on 2024 Human Development Index Indicators Emilia, Kholidatus; Rahayu, Ayu Sri; Yuliani, Devina Putri; Prasetya, Dwi Arman; Riyantoko, Prismahardi Aji
Jurnal Aplikasi Sains Data Vol. 1 No. 2 (2025): Journal of Data Science Applications.
Publisher : Program Studi Sains Data UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasid.v1i2.21

Abstract

This study applies the K-Means clustering algorithm to group 38 regencies and cities in East Java Province based on five Human Development Index (HDI) indicators for the year 2024. These indicators include Life Expectancy (UHH), Expected Years of Schooling (HLS), Mean Years of Schooling (RLS), and Real Expenditure Per Capita (PPK). The aim of this research is to uncover hidden patterns and disparities in regional development, which can be used as a basis for more targeted and data-driven policy interventions.The optimal number of clusters was determined using three evaluation metrics: the Elbow Method, Silhouette Score, and Davies-Bouldin Index. These evaluations collectively identified three distinct clusters. Cluster 0 represents regions with high levels of development across all indicators. Cluster 1 consists of regions with moderate development levels and potential for improvement, while Cluster 2 contains regions with significantly lower values, particularly in education and income metrics.In addition to clustering, a correlation analysis was conducted to examine the relationship between HDI and its supporting indicators. The results show that Mean Years of Schooling (RLS) and Real Expenditure Per Capita (PPK) have the strongest positive correlation with HDI across all clusters. This highlights the key role of education and economic well-being in improving human development. The findings emphasize the importance of clustering analysis in shaping equitable and region-specific development strategies.
Co-Authors ', Nachrowie ., Humaidi A. A. Ngurah Gunawan Aan Nehru Awanto Achmad Junaidi Adhigiadany, Chelsea Ayu Aditya, Wigananda Firdaus Putra Afidria, Zulfa Febi Agustin, Sesillia Akio Kitagawa Alam, Fajar Indra Nur Alfa, Aniysah Fauziyyah Alhamda, Denisa Septalian Ali, Munawar Amrullah, Ahmad Wildan Andre Leto Andrew Arjunanda Yasin Anggraini Puspita Sari Anindha Lazuardi Aries Boedi Setiawan Arifani, Kahpi Baiquni Arifuddin, Rahman Arinda, Putri Surya Arum Puspita Ayu Aryananda, Rangga Laksana Atiana Sofia Kaci Aviolla Terza Damaliana Awang, Wan Suryani Wan Azizah, Alisa Jihan Baidowi Baidowi Baidowi Baidowi Bambang Nurdewanto Barus, Indra Basitha F Hidayatulail Cahyani Kuswardhani, Hajjar Ayu cahyono, wahyu eko Candra Laksana Damai Arbaus, Damai Damaliana, Aviolla Terza Danang - Destiawan Danang Destiawan Desyderius Minggu Dicky Kurniawan Diyasa, I Gede Susrama Mas Dody Pintarko Dwi Agung Ayubi E, Nachrowie Ekawati, Anies Eko Wahyu Prasetyo Elta Sonalitha Sonalitha Emilia, Kholidatus Erik Roma Hurmuzi Fadlila Agustina Fahrudin, Tresna Maulana Farhans, Muhammad Izzudin Febriyanti, Alvi Yuana Firdaus Firdaus Firza Prima Aditiawan Gatut Yulisusianto Halim, Christina Hari Fitria Windi Hendry Yudha Pratama Herdianti, Rahmalia Anindya Hesti Sholikah, Hesti Hidayatulail, Basitha F Hikmata Tartila Hiroshi Suzuki Hurmuzi, Erik Roma I Gede Susrama Mas Diyasa Ibrahim, Mohd Zamri Bin idhom, Mohammad Indra Barus Irsyadi, Muhamad Haidir Ismail, Jefri Abdurrozak Januar, Teddy Jariyah Jeki Saputra Junita Junita Kartika Maulida Hindrayani Kartika Maulida Hindrayani Kassim, Anuar bin Mohamed Kholid, Fajar Kristananda, Raja Valentino Kukuh Yudhistiro, Kukuh Kurniawan, Dicky Kusuma, Dwi Febri Chandra Kusuma, Firdaus Miftakh Kuswardana, Dendy Arizki Laksana, Candra Larasati Lestari, Amanda Ayu Dewi Lisanthoni, Angela Luqna Aziziyah Maulidiyyah, Nova Auliyatul Mohammad Ansori Mohammad Idhom Mohammad, Bawazir Fadhil Muhaimin, Amri Muhammad Ansori Muhammad Ghinan Navsih Muhammad Muharrom Al Haromainy Muhammad Naswan Izzudin Akmal Mulyadi Mulyadi Nachrowie Nachrowie Nachrowie, Nachrowie Nambo Hidetaka Narumi Hayakawa Niken Sulistyowati Ningrum, Imelda Widya Ninik Sisharini Ninis Herawati Norma Windiyanti Novita Anggraini Nur Rachman Nur Rachman Supatmana Muda Nur Rochman Nur Rochman Permana, Iwan Setiawan Prakoso, Akbar Tri Prameswari, Diajeng Prismahardi Aji Riyantoko Puput Dani Prasetyo Adi Puput Marina Azlia Sari Putri Lestari Putri, Irma Amanda Putri, Serlinda Mareta Rabi, Abd. Rahayu Sri Utami Rahayu, Ayu Sri Rahman Arifuddin Rahmanda Putri, Endin Rahmawati, Adinda Aulia Respati Respati Ristiyani, Sintiya Riyantoko, Prismahardi Aji Rosariawari, Firra Rudi Wilson Sagita Rochman Salim, Hotimah Masdan Santika, Surya Sari, Andina Paramita Sigit, Syauqita Siswanto Siswanto Sitanggang, Desi Daomara Siti Nuurlaily Rukmana, Siti Nuurlaily Stanislaus Yoseph Subairi Subairi Sugiarto S Sumartono Sumartono Sumartono Suprayogi Suprayogi Suprayogi Suprayogi Surya Nanda Santika, Surya Suryantari, Putu Anggi Takahiro Kitajima Takashi Yasuno Tresna Maulana Fahrudin Trimono Trimono Trimono, Trimono Utomo, Setyobudi Wahyu Dirgantara Wahyu Putra Pratama Wahyu Syaifullah Jauharis Saputra Wahyuni, Dinar H S wangge, ferdinandus Weisrawei, Yosef Yasin, Andrew Arjunanda Yohanes U D Sipul Yosef Weisrawei Yosua Satria Bara Harmoni Yuliani, Devina Putri Yunia Dwie Nurchayanie Yusaq Tomo Ardianto