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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 Abdullakasim, Supatida Adi Hermansyah, Adi Aditya Pradana Ahmad Heryanto, Ahmad Ahmed, Ali Siraj Al Aufa, Elfa Muhammad Ihsan Ali Firdaus Alshaflut, Ahmed ANDRIA AGUSTA ANNE NURAINI Anni Yuniarti Anto Saputra, Iwan Pahendra Audrey, Berby Febriana Azka Ghafara Putra Agung Bedine Kerim, Bedine Bin Idris, Mohd Yazid Deris Stiawan Dikdik Kurnia Dwi Budi Santoso Dwinanda, Syahvan Rifqi Edi Santosa Efendi, Darda Envry Artanti Duidahayu Putri Erik Setiawan Ermatita - Erni Suminar Ezura, Hiroshi Fadlan Atalla Muhammad Fajri, Hauzan Ariq Musyaffa Fakhrudin, Zidan Al Buqhori Fakhrurroja, Hanif Farida Farida Farida Fauziah, Rossita Fiky Yulianto Wicaksono Firnando, Rici Firstina Iswari Ghorbanpour, Mansour Giyarto, Gunes Hadipurnawan Satria Harjunadi Wicaksono, Harjunadi Haryanto, Yoyon Hauzan Ariq Musyaffa Fajri Hayane Adeline Warganegara, Hayane Adeline Helvi Yanfika Idris, Mohd Yazid Bin Iman Saladin B. Azhar Indah Listiana Iswari, Firstina Jajang Sauman Hamdani Jatmika, Muhammad O. Juli Rejito Kemahyanto Exaudi Komala, Mega Kus Hendarto, Kus Kusumadewi, Vira Kusumiyati Kusumiyati Luciana Djaya, Luciana M. Miftakul Amin Maolana, Adrian Mochamad Arief Soleh, Mochamad Arief Mohamed Shenify Mohd Yazid Idris Mohd Yazid Idris Mohd. Yazid Idris Mugianto, Dwi Rizki Muhammad Afif Muhammad Rifqi Muhammad Rizki Muhammad, Fadlan Atalla Nisa, Kahirun Noor Istifadah Nursuhud Nursuhud Nuzulastri, Sari Osman, Mohd Azam Pakpahan, Hansel Arie Pertiwi, Hanna Prasetyo, Lindo Pratita, Dian Galuh Pratomo, Adji Prihandi, Ifan Putra Perdana Prasetyo, Aditya Putri, Azizah Tiara Putri, Dina Putri, Envry Artanti Duidahayu Rahma, Siti Auliya Rahmad, Khozaeni Bin Rahmat, Bayu Pradana Nur Ramadani, Selika Fitrian Reza Maulana RIKA MELIANSYAH Roedhy Poerwanto Rofiq, Muhamad Abdul Rossita Fauziah Ruminta Ruminta Salamah, Raisha Nur Samsuryadi Samsuryadi Saputra, Muhammad Ajran Sarmayanta Sembiring Semendawai, Jaka Naufal Setiawan, Deris Shadiq, Jafar Sidabutar, Alex Onesimus SIska Rasiska, SIska Siti Julaeha, Siti Susanto Susanto Syamsul Arifin, M. Agus SYARIFUL MUBAROK Varinto, Irvan Waluyo, Nurmalita Wawan Sutari Wibawa, Rangga Widyastuti, R.A.D. Yaya Sudarya Triana Yazid Idris, Mohd. Yudho Suprapto, Bhakti Yulianto, Fiky Yusti Yusti, Yusti Zulhipni Reno Saputra Els