Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Bulletin of Information Technology (BIT)

Implementasi Model Long Short Term Memory (LSTM) dalam Prediksi Harga Saham Kurniansyah, Juliandi; Siska Kurnia Gusti; Febi Yanto; Muhammad Affandes
Bulletin of Information Technology (BIT) Vol 6 No 2: Juni 2025
Publisher : Forum Kerjasama Pendidikan Tinggi (FKPT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bit.v6i2.2005

Abstract

Stock market investment is gaining popularity, although predicting stock price fluctuations remains challenging. Accurate stock prediction models can assist investors in decision-making. In this research, a Long Short-Term Memory (LSTM) model was employed to make predictions regarding the stock prices of BBCA based on daily historical data from January 1 2015 to January 1 2025. The data was gathered from the Yahoo Finance website, utilizing only the closing price ('close') variable. The research process included data pre-processing, Min-Max normalization, LSTM modeling with varying timesteps (30, 60, 90 days), and evaluation of prediction results. The LSTM model was built with two LSTM layers, a dropout layer, and a final dense layer, and its training involved the application of the mean_squared_error loss function and Adam optimizer. Evaluation results showed that the model configuration with 60 timesteps achieved optimal performance with a RMSE of 114.17, MAPE percentage of 0.96%, and an R-Squared of 0.98, indicating highly accurate and reliable predictions. This study demonstrated that LSTM is an effective model for stock price prediction based on time series data.
Co-Authors Abdul Wahid Abdullah Abdullah Abdullah, Said Noor Abdussalam Al Masykur Adi Mustofa Al Rasyid, Nabila Alfaiza, Raihan Zia Alfin Hernandes Alwaliyanto Alwis Nazir Alwis Nazir Alwis Nazir Amelia, Felina Anggi Vasella Azhima, Mohd Baehaqi Beni Basuki Cut Lira Kabaatun Nisa Destri Putri Yani Devi Julisca Sari Dina Septiawati Dinyah Fithara efni humairah Eka Pandu Cynthia Eka Pandu Cynthia Elin Haerani Elin Haerani Elin Haerani Elin Haerani Elvia Budianita Erni Rouza, Erni Fadhilah Syafria Faska, Ridho Mahardika Febi Yanto Fitri Insani Fitri Insani Fitri Wulandari Fitri, Anisa Gusti, Gogor Putra Hafi Puja Hamwar, Syahbudin Hanif, Wan Muhammad Iis Afrianty Iis Afrianty Iqbal Salim Thalib Irsyad (Scopus ID: 57204261647), Muhammad Iwan Iskandar Jasril Jasril Jasril Jasril Khair, Nada Tsawaabul Kurniansyah, Juliandi Lestari Handayani M Wandi Dwi Wirawan Maemonah, Maemonah Morina Lisa Pura Muhammad Affandes Muhammad Fauzan Muhammad Fikry Muhammad Irsyad Muhammad Khairy Dzaky Muhammad Rifaldo Al Magribi Nazir, Alwis Norhiza, Fitra Lestari Novriyanto Novriyanto Nurul Ikhsan Okfalisa Okfalisa Pizaini Pizaini Prima Yohana Rahmah Miya Juwita Raja Indra Ramoza Ramadhani, Astrid Risfi Ayu Sandika Robbi Nanda Robby Azhar Sardi, Hajra Satria Bumartaduri Sayyid Muhammad Habib Siti Ramadhani Siti Ramadhani Siti Ramadhani Surya Agustian Suwanto Sanjaya Syafira, Fadhilah Syafria, Fadhillah Syaputra, Muhammad Dwiky Umam, Isnaini Hadiyul Vitriani, Yelfi Vusuvangat, Imam Wulandari, Fitri Yayuk Wulandari Yelfi Yelfi Yola, Melfa Yusra Yusra, - Yusra, Yusra