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All Journal Jusikom : Jurnal Sistem Komputer Musirawas Martabe : Jurnal Pengabdian Kepada Masyarakat MEANS (Media Informasi Analisa dan Sistem) Journal of Systems Engineering and Information Technology Indo-Fintech Intellectuals: Journal of Economics and Business Jurnal Software Engineering and Computational Intelligence Jurnal Ilmiah Betrik : Besemah Teknologi Informasi dan Komputer Journal of Intelligent Systems and Information Technology
Arief Zikry
Universitas Serelo
Agriculture, Biological Sciences & Forestry Arts Humanities Computer Science & IT Economics, Econometrics & Finance Education Engineering Social Sciences

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AI-Powered GRU untuk Prediksi Saham Syariah Indonesia Berbasis Analisis Multi Faktor Selvy Megira; Arief Zikry; Nina Dwi Putriani
BETRIK Vol. 17 No. 02 (2026): Jurnal Ilmiah BETRIK : Besemah Teknologi Informasi dan Komputer
Publisher : PPPM Institut Teknologi Pagar Alam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36050/5dfrdm67

Abstract

This study aims to develop a predictive model for Indonesian Sharia stock prices using the Gated Recurrent Unit (GRU) algorithm with a multi-factor analysis approach. The main challenge in analyzing Sharia stocks lies in the high volatility influenced by fundamental, technical, bandarmology, and macroeconomic factors. GRU was chosen because it has a simpler structure compared to LSTM while remaining effective in processing complex time-series data. The dataset includes variables such as EPS, PER, PBV, ROA, ROE, MA, RSI, MACD, foreign buy/sell, and the IHSG index, normalized using the Min-Max Scaler. The results show that the GRU model achieves high predictive accuracy, with a MAPE of 0.0286 and an RMSE of 74.92. Visualizations including training vs validation loss, scatter plots, residual plots, and error distribution confirm that the model avoids overfitting and generalizes well. Furthermore, the deployment of an interactive interface based on Gradio enables real-time prediction simulations, making this research not only academically significant but also practically useful for investors and policymakers in the Sharia capital market.
Co-Authors Adam Syahputra Cristanto Akhmad Dahlan Cristanto, Adam Syahputra Firza Septian Heri Fitriadi Imelda, Imelda Iski Mediansyah Muhammad Bitrayoga Muhammad Sulkhan Nurfatih Nina Dwi Putriani Nina Dwi Putriani Selvy megira Siska Yulia Defitri Siska Yulia Defitri