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Journal : journal collabits

Transfer Learning Implementation on Bi-LSTM with Optimizer to Improve Non-Ferrous Metal Prices Prediction Pratomo, Adji; Jatmika, Muhammad O.; Kerim, Bedine; Budiarto, Rahmat
Journal Collabits Vol 1, No 1 (2024)
Publisher : Journal Collabits

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22441/collabits.v1i1.25468

Abstract

Over the past few years, the implementation of renewable energy or go-green has intensified along with the rapid development of its technology and increasing uncertainty of natural conditions that cause the prices of non-ferrous metals such as copper, aluminum, nickel, etc. used as main components for developing renewable energy devices, e.g.: battery, experience instability price in the commodity futures market. Economic players who trade metals in the futures market certainly need to be careful and must evaluate the state of the world economy. This study proposes a prediction engine as a combination of Bidirectional Long-Short Term Memory (BiLSTM), with three optimization algorithms, i.e.: Adam, Root Mean Squared Propagation (RMSProp), and Stochastic Gradient Descent (SGD), and transfer learning to make model training better. Experiments on four historical data on nickel, lead, aluminum and copper prices in the commodity futures market are conducted. The selected features are: open price, close price and volume price. Twelve models will be created to find the model that best predicts the metal prices. The top 3 models with the best performance were selected, they are: model 4 RMSProp with R2 value of 0,99029 and MSE 0,00076 as the first ranking, model 3 Adam with R2 value of 0,98877 and MSE 0,00074 as the second ranking, and model 4 Adam with value of R2 0,98522 and MSE 0,00115 as the third ranking.
Co-Authors Abdi Wahab Abdullakasim, Supatida Adi Hermansyah, Adi Aditya Pradana Afiyati, Afiyati Ahmad Heryanto, Ahmad Ahmed Alshaflut Al Aufa, Elfa Muhammad Ihsan Ali Firdaus Andria Agusta ANDRIA AGUSTA ANNE NURAINI ANNE NURAINI Anne Nuraini Anne Nuraini Anni Yuniarti Audrey, Berby Febriana Azka Ghafara Putra Agung Bambang Jokonowo BAYU PRADANA NUR RAHMAT Bayu Pradana Nur Rahmat Bedine Kerim, Bedine Bin Idris, Mohd Yazid Darda Efendi Deris Stiawan Devita Aprilia Dikdik Kurnia Dwi Budi Santoso Dwinanda, Syahvan Rifqi Eddy Renaldi Edi Santosa Edi Santosa Efy Yosrita, Efy Emma Trinurani Sofyan Emma Trinurani Sofyan Endo, Kenji Envry Artanti Duidahayu Putri Erik Setiawan Ermatita - ERNI SUMINAR Erni Suminar Erni Suminar Eso Solihin Eso Solihin Ezura, Hiroshi Fadlan Atalla Muhammad Fajri, Hauzan Ariq Musyaffa Fakhrurroja, Hanif Farida Farida Farida Farida Fathi Rufaidah Fauziah, Rossita Fiky Yulianto FIKY YULIANTO WICAKSONO Fiky Yulianto Wicaksono Firnando, Rici Firstina Iswari Ghorbanpour, Mansour Giyarto, Gunes Hanifah, Nurul Afif Haryanto, Yoyon Hauzan Ariq Musyaffa Fajri HAYANE ADELINE WARGANEGARA Hayane Adeline Warganegara, Hayane Adeline HELVI YANFIKA Helvi Yanfika HIROSHI EZURA Idris, Mohd Yazid Bin Iman Saladin B. Azhar INDAH LISTIANA Indah Listiana Indra Permana Indrapriyatna, Ahmad Syafruddin Indrianto Indrianto Iswari, Firstina Iwan Pahendra Jajang Sauman Hamdani Jatmika, Muhammad O. Juli Rejito Kemahyanto Exaudi Komala, Mega Kus Hendarto, Kus Kusumadewi, Vira Kusumiyati Kusumiyati Kusumiyati Luciana Djaya Luciana Djaya, Luciana M. Miftakul Amin Mansour Ghorbanpour Maolana, Adrian Mochamad Arief Soleh Mochamad Arief Soleh Mohamed Shenify Mohd Yazid Idris Mohd Yazid Idris Mohd. Yazid Idris Mugianto, Dwi Rizki Muhaimin Hasanudin Muhamad Kadapi Muhammad Afif Muhammad Rizki Muhammad, Fadlan Atalla Murgayanti Murgayanti Nadia Uliati Nguyen Quoc Khuong Nisa, Kahirun Noor Istifadah Noor Istifadah Nurizqia, Ghaida Marsha Nursuhud Nursuhud Osman, Mohd Azam Pakpahan, Hansel Arie PAUL BENYAMIN TIMOTIWU Pertiwi, Hanna Pipit Mutiara Pratita, Dian Galuh Pratomo, Adji Putra Perdana Prasetyo, Aditya Putri, Azizah Tiara Putri, Dina Putri, Envry Artanti Duidahayu RADEN AJENG DIANA WIDYASTUTI Rahma, Siti Auliya Rahmad, Khozaeni Bin Rahmat, Bayu Pradana Nur Ramadani, Selika Fitrian Reginawanti Hindersah Reza Maulana Rika Meliansyah Roedhy Poerwanto Roedhy Poerwanto Roedhy Poerwanto Rofiq, Muhamad Abdul Rossita Fauziah Ruminta Ruminta Saefur Rohman Saefur Rohman Samsuryadi Samsuryadi Sari, Stefina Liana Sarmayanta Sembiring Sastrika Anindita Semendawai, Jaka Naufal Setiawan, Deris Sidabutar, Alex Onesimus Siska Rasiska SIska Rasiska, SIska Sistyananda, Firstian Naufal Siti Julaeha, Siti Stefina Liana Sari Stefina Liana Sari Sucinta Aulida Khoerunnisa Susanto Susanto Syamsul Arifin, M. Agus SYARIFUL MUBAROK SYARIFUL MUBAROK Syariful Mubarok Syariful Mubarok Syariful Mubarok Tessa Zulenia Fitri Varinto, Irvan Waluyo, Nurmalita Wawan Sutari Wawan Sutari Wibawa, Rangga Widyastuti, R.A.D. Yanyan Mochamad Yani Yaya Sudarya Triana Yazid Idris, Mohd. Yudho Suprapto, Bhakti Yulianto, Fiky Yusti Yusti, Yusti Zulhipni Reno Saputra Elsi