Claim Missing Document
Check
Articles

Found 3 Documents
Search

Long Short Term Memory For Comparison Between Bank Syariah Indonesia And PT Bank Artos Indonesia Shares Rizqiana, Zulfanita Dien; Akhsan, Izzat Muhammad; Priyanto, Intan Indrasara; Maharani, Aninda Sabila
JISA(Jurnal Informatika dan Sains) Vol 7, No 2 (2024): JISA(Jurnal Informatika dan Sains)
Publisher : Universitas Trilogi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31326/jisa.v7i2.2131

Abstract

The growth of the capital market in Indonesia has increased from year to year. Based on data from the Indonesia Central Securities Corporation (KSEI), there has been an increase in investor growth in the capital market by 2.34%, mutual funds by 2.44%, and shares by 1.34% until August 2024. The demographic of individual investors in the capital market is dominated by Generation Z who are younger than from 30 years as much as 55.07% in August 2024 (KSEI, 2024). Shares are a form of investment that has the potential for large profits but with small risks. One sector that Gen Z is interested in investing in is the financial sector. The aim of this research is to compare the share prices of Bank Syariah Indonesia and Bank PT Ban Artos Indonesia Tbk using a Neural Network with the Long Short Term Memory (LTSM) algorithm. The data used in this research is secondary data on BSI and PT Bank Artos Indonesia Tbk share prices taken from the investing.com website. The data period used is from 01 September 2021 – 01 September  2024. Based on the results of stock price forecasting using a Neural Network with the LTSM algorithm, RMSE value for both models is  for BSI 75.0757 and 91.795 for PT. Bank Artos Indonesia Tbk. A comparison of the predicted share prices of PT Bank Arto Indonesia Tbk and BSI shows that BSI's share price performance is superior to that of PT Bank Arto Indonesia Tbk.
Long Short Term Memory For Comparison Between Bank Syariah Indonesia And PT Bank Artos Indonesia Shares Rizqiana, Zulfanita Dien; Akhsan, Izzat Muhammad; Priyanto, Intan Indrasara; Maharani, Aninda Sabila
JISA(Jurnal Informatika dan Sains) Vol 7, No 2 (2024): JISA(Jurnal Informatika dan Sains)
Publisher : Universitas Trilogi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31326/jisa.v7i2.2115

Abstract

The growth of the capital market in Indonesia has increased from year to year. Based on data from the Indonesia Central Securities Corporation (KSEI), there has been an increase in investor growth in the capital market by 2.34%, mutual funds by 2.44%, and shares by 1.34% until August 2024. The demographic of individual investors in the capital market is dominated by Generation Z who are younger than from 30 years as much as 55.07% in August 2024 (KSEI, 2024). Shares are a form of investment that has the potential for large profits but with small risks. One sector that Gen Z is interested in investing in is the financial sector. The aim of this research is to compare the share prices of Bank Syariah Indonesia and Bank PT Ban Artos Indonesia Tbk using a Neural Network with the Long Short Term Memory (LTSM) algorithm. The data used in this research is secondary data on BSI and PT Bank Artos Indonesia Tbk share prices taken from the investing.com website. The data period used is from 01 September 2021 – 01 September  2024. Based on the results of stock price forecasting using a Neural Network with the LTSM algorithm, RMSE value for both models is  for BSI 75.0757 and 91.795 for PT. Bank Artos Indonesia Tbk. A comparison of the predicted share prices of PT Bank Arto Indonesia Tbk and BSI shows that BSI's share price performance is superior to that of PT Bank Arto Indonesia Tbk.
Monetary Policy Analysis in Indonesia: The Dynamic Relationship Between the BI Rate, Inflation, and the Rupiah Exchange Rate Akhsan, Izzat Muhammad; Maharani, A S; Baity, I N
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2025 No. 1 (2025): Proceedings of 2025 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2025i1.689

Abstract

Monetary policy is crucial for sustaining Indonesia's macroeconomic stability, especially through the benchmark interest rate (BI Rate), which serves as the primary tool of Bank Indonesia. This research revisits the transmission of monetary policy within a contemporary framework marked by post-pandemic recovery, global monetary tightening, and domestic policy shifts under the new administration in 2024. Utilizing monthly time series data from January 2010 to March 2025, this study applies the Vector Autoregression (VAR) and Vector Error Correction Model (VECM) methodologies to examine the dynamic relationships among inflation, the exchange rate (USD/IDR), and the BI Rate. The results affirm the presence of long-term relationships among the three variables, aligning with earlier research, while also revealing significant short-term dynamics that indicate an increased sensitivity of the exchange rate and inflation to interest rate changes during times of global uncertainty. By extending the analysis period to 2025 and considering the context of post-pandemic recovery and policy transitions, this study offers updated empirical insights into the changing effectiveness of Indonesia's monetary policy transmission mechanism. The findings provide important implications for policymakers in developing interest rate strategies aimed at achieving a balance between inflation control, exchange rate stability, and economic recovery.