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Andrika, Muhammad Yusuf
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Computer Science & IT

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Comparative Study of Linear Regression, SVR, and XGBoost for Stock Price Prediction After a Stock Split Andrika, Muhammad Yusuf; Rahardi, Majid
Journal of Applied Informatics and Computing Vol. 9 No. 4 (2025): August 2025
Publisher : Politeknik Negeri Batam

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30871/jaic.v9i4.10220

Abstract

This study aims to identify the most effective regression method for predicting the closing stock price of Bank Central Asia (BBCA) following the stock split event on October 12, 2021. Accurate post-split price predictions are crucial for helping investors comprehend new market dynamics, yet there is limited research evaluating the performance of regression models on BBCA’s stock after such corporate actions. Using data obtained through web scraping from the Indonesia Stock Exchange, this study tested three regression algorithms Linear Regression, Support Vector Regression, and XGBoost Regressor on post-split data. The selected input features were open_price, first_trade, high, low, and volume, while the target was close_price. The dataset was divided using an 80:20 train-test split and evaluated with RMSE, MAPE, and R-squared metrics. Results showed that Linear Regression achieved the best performance RMSE: 50.41, MAPE: 0.0048, R²: 0.9971, followed by XGBoost RMSE: 69.12, MAPE: 0.0058, R²: 0.9946, and SVR RMSE: 80.98, MAPE: 0.0069, R²: 0.9925. These findings indicate that BBCA’s post-split stock data exhibits a linear pattern, making Linear Regression the most suitable and efficient method. This suggests that simpler models can outperform more complex algorithms when applied to stable and structured financial datasets.
Co-Authors Majid Rahardi