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All Journal International Journal of Computer Science and Information Technology
Widhy Wahyani
Digital Business, Institut Teknologi Nasional Malang
Computer Science & IT

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STOCK PRICE PREDICTION FOR BANK SYARIAH INDONESIA USING BIDIRECTIONAL LONG SHORT-TERM MEMORY (BI-LSTM) Deddy Rudhistiar; Muhammad Hasan Wahyudi; Widhy Wahyani; Thesa Adi Saputra Yusri
International Journal of Computer Science and Information Technology Vol. 1 No. 2 (2024): IJCOMIT Vol 1 No 2
Publisher : Computer Science Department, Malang National Institute of Technology

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36040/ijcomit.v1i2.12320

Abstract

The evolution of global financial markets has heightened the demand for accurate stock price prediction methods, particularly in the Islamic banking sector, which operates under unique principles of Sharia compliance. This study aims to predict the stock prices of Bank Syariah Indonesia (BSI) using a Bidirectional Long Short-Term Memory (Bi-LSTM) model. The dataset comprises daily closing prices from January 2022 to June 2024. The model is optimized through systematic hyperparameter tuning, including configurations for the number of layers, neurons, batch size, learning rate, and optimizers. Evaluation using Mean Absolute Percentage Error (MAPE) and Root Mean Square Error (RMSE) identifies the Adam optimizer with a learning rate of 0.001 and batch size of 16 as the optimal configuration. The results highlight that while increasing the number of neurons or layers reduces minimum error, it increases model instability. This research provides novel insights into the application of Bi-LSTM for predicting Islamic banking stock prices, supporting data-driven decision-making in the Islamic financial sector.
Co-Authors Deddy Rudhistiar Muhammad Hasan Wahyudi Thesa Adi Saputra Yusri