Article Per Year (5 Year)
p-Index From 2021 - 2026
0.751
P-Index
This Author published in this journals
All Journal Scientific Journal of Informatics Journal of Intelligent Decision Support System (IDSS) IT-Explore: Jurnal Penerapan Teknologi Informasi dan Komunikasi
Naja, Naella Nabila Putri Wahyuning
Unknown Affiliation
Computer Science & IT Control & Systems Engineering

Published : 4 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 4 Documents
Search

 1 
Application of machine learning for election data classification in Tegal city based on political party support Andriani, Wresti; Gunawan, Gunawan; Naja, Naella Nabila Putri Wahyuning; Anandianskha, Sawaviyya
Journal of Intelligent Decision Support System (IDSS) Vol 7 No 4 (2024): December: Intelligent Decision Support System
Publisher : Institute of Computer Science (IOCS)

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Elections are a critical aspect of democracy, where voter sentiment and political party support significantly influence outcomes. This study aims to predict election results in Tegal City using machine learning models, specifically Neural Networks, Random Forest, and Naive Bayes. Each algorithm was applied to a dataset containing demographic, polling, and Sentiment data to analyze political party support. The research revealed that Neural Networks outperformed other models in terms of accuracy (92%) and F1 scores for both positive (91%) and negative sentiments (92%). Random Forest and Naive Bayes, while effective, displayed lower overall performance. The findings highlight the value of utilizing advanced algorithms for local election sentiment analysis to help candidates adjust campaign strategies. This approach enhances understanding of voter behavior and supports more informed decision-making processes for the public and policymakers
Analisis perbandingan machine learning untuk prediksi kelayakan kredit perbankan pada Bank BRI Tegal Andriani, Wresty; Gunawan; Naja, Naella Nabila Putri Wahyuning
IT Explore: Jurnal Penerapan Teknologi Informasi dan Komunikasi Vol 4 No 1 (2025): IT-Explore Februari 2025
Publisher : Fakultas Teknologi Informasi, Universitas Kristen Satya Wacana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24246/itexplore.v4i1.2025.pp82-92

Abstract

Predicting credit worthiness is an important step for banks to reduce the risk of bad credit. This research compares the performance of four classification algorithms, namely SVM, Naïve Bayes, Random Forest and Decision Tree using simulated datasets. The results obtained on the metrics of accuracy, precision, recall, F1 score, and AUC-ROC, show that Decision Tree has the best performance with 42.5% accuracy, 48.3% precision, 47.5% recall, 47.5% F1 score, and AUC 0.60, indicating its ability to is in differentiating credit worthiness. Random Forest achieved an accuracy of 37.5% and an AUC of 0.493, while Naïve Bayes had the lowest accuracy with an accuracy of 27.5% and an AUC of 0.425. SVM gives better results than Naïve Bayes but is still inferior to Decision Tree. This research recommends implementing a Decision Tree as the main model with optimization through hyperparameter tuning, adding relevant features, and handling data accounting. These results are expected to support banking decision making more effectively and efficiently.
Machine learning algorithm-based decision support system for prime bank stock trend prediction Gunawan, Gunawan; Budiono, Wahyu; Andriani, Wresti; Naja, Naella Nabila Putri Wahyuning
Journal of Intelligent Decision Support System (IDSS) Vol 7 No 1 (2024): March: Intelligent Decision Support System (IDSS)
Publisher : Institute of Computer Science (IOCS)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35335/idss.v7i1.207

Abstract

In the complex landscape of financial markets, predicting bank stock trends is a critical aspect that supports more accurate investment decision-making. This study aims to develop and evaluate machine learning algorithms—Random Forest, Support Vector Machine (SVM), and Artificial Neural Network (ANN)—for predicting the trends of major bank stocks in Indonesia using the IDX-PEFINDO dataset from January 1, 2020, to December 31, 2023. The adopted methodology includes collecting historical data, initial processing, feature selection, and training and validating models using evaluation metrics such as Accuracy, Precision, Recall, F1-Score, MAE, and RMSE. Results indicate that although no single algorithm is dominant, SVM and ANN perform better within the given data context. This research underscores the importance of a tailored approach to maximize the potential of machine learning algorithms in stock prediction, providing new insights into developing decision support systems for bank stock investments. This study implies that it recommends the integration of broader economic indicators and the exploration of advanced machine-learning techniques to enhance stock prediction accuracy in the future.
Optimization Selection on Deep Learning Algorithm for Stock Price Prediction in Indonesia Companies Gunawan, Gunawan; Andriani, Wresti; Anandianskha, Sawaviyya; Murtopo, Aang Alim; Nugroho, Bangkit Indarmawan; Naja, Naella Nabila Putri Wahyuning
Scientific Journal of Informatics Vol 11, No 1 (2024): February 2024
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v11i1.47935

Abstract

Purpose: Share price movements after the COVID-19 pandemic experienced a decline in several sectors, especially in the share prices of the Aneka Tambang Company, which operates in the mining sector, the Wijaya Karya Company in the construction sector, and the Sinar Mas Company, which is a Holding Company. Several factors influence this, including investors' hesitation in investing their money. This research aims to predict stock price movements using a Deep Learning algorithm, which is optimized using Selection optimization at three large companies in Indonesia, namely PT. ANTAM, PT. WIKA, and PT. SINAR MAS. So that it can provide the correct information to investors to avoid losses.Method: research through collecting data from the three companies, preprocessing, and then analyzing research data with several alternatives. The combination of inputs from the three companies using the deep learning method is then optimized using selection optimization to produce the best accuracy and use the results of the RMSE evaluation.Results: The results of this research show that by using the Deep Learning method, the best evaluation results were obtained for the Company PT Wijaya Karya with an RMSE value of 0.432, an MAE value of 0.31505 and an MSE value of 1913.953. These results were then optimized using Selection optimization to obtain an RMSE increase of 0.022, namely 0.410.Novelty: The contribution of this research is to get the best combination of input variables obtained using the windowing process from the three companies, which are then processed using the Deep Learning method to produce the most accurate evaluation results from the three companies, then the results are optimized again using Selection optimization to get the more optimal results.
Co-Authors Aang Alim Murtopo Anandianskha, Sawaviyya Andriani, Wresti Andriani, Wresty Bangkit Indarmawan Nugroho Budiono, Wahyu Gunawan Gunawan Gunawan