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All Journal International Journal of Power Electronics and Drive Systems (IJPEDS) TELKOMNIKA (Telecommunication Computing Electronics and Control) JURNAL ELEKTRO ELKOMIKA: Jurnal Teknik Energi Elektrik, Teknik Telekomunikasi, & Teknik Elektronika Proceeding of the Electrical Engineering Computer Science and Informatics Jurnal ELTIKOM : Jurnal Teknik Elektro, Teknologi Informasi dan Komputer Sinkron : Jurnal dan Penelitian Teknik Informatika CogITo Smart Journal Jurnal Sisfokom (Sistem Informasi dan Komputer) MITRA: Jurnal Pemberdayaan Masyarakat EPIC : Journal of Electrical Power, Instrumentation and Control Jurnal Mantik SABDAMAS Jurnal Locus Penelitian dan Pengabdian Jurnal Teknologi dan Manajemen Industri Terapan ROUTERS: Jurnal Sistem dan Teknologi Informasi Jurnal Pengabdian Masyarakat Charitas Metris: Jurnal Sains dan Teknologi Cylinder : Jurnal Ilmiah Teknik Mesin
Karel Octavianus Bachri
Program Studi Teknik Elektro, Fakultas Biosains, Teknologi Dan Inovasi, Universitas Katolik Indonesia Atma Jaya Jakarta
Aerospace Engineering Humanities Automotive Engineering Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Library & Information Science Materials Science & Nanotechnology Mathematics Mechanical Engineering Public Health Social Sciences

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Journal : cogito smart journal

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Predicting Stock Market Trends Based on Moving Average Using LSTM Algorithm Permana, Rizki Surya; Mahyastuty, Veronica Windha; Budiyanta, Nova Eka; Bachri, Karel Octavianus; Kartawidjaja, Maria Angela
CogITo Smart Journal Vol. 10 No. 2 (2024): Cogito Smart Journal
Publisher : Fakultas Ilmu Komputer, Universitas Klabat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31154/cogito.v10i2.648.486-495

Abstract

Prediction of the stock market is highly needed to assist traders in making decisions. Many methods are used by traders to predict this such as technical analysis and moving averages. Moving averages predict stock trends based on the past data of the stock. The disadvantage of using a moving average analysis is the delay in crossover signals. As a solution, a deep learning technique known as LSTM is applied to the moving average strategy in this paper. In this research, the BBCA stock dataset spanning from 2010 to 2018 was utilized. The data was segmented into two parts: 2010-2017 for training data and 2018 for testing data. The training process employed Long Short-Term Memory (LSTM) networks, with the subsequent results being combined with moving average crossover techniques. Validation results indicate that BBCA shows a relatively minimal error. BBCA's average MAPE is 1.1%, and its RMSE is 65.402, classifying it within the "Highly Accurate Forecasting" category. Various combinations of moving average crossovers were tested during model training, with the combination of SMA05 and SMA50 for BBCA yielding the highest profit potential. Stocks that exhibit a downward trend are more likely to incur substantial losses. The model can predict the reversal of trends by predicting the trading signal given by the moving averages.
Co-Authors Adang Suwandi Ahmad Agi Tama Agi Tama Alexander, Justin Alvinson, Gregorius Andre Sugioko Anthon de Fretes Anthony , Jean Arka Dwinanda Soewono Arwin Datumaya Wahyudi Sumari Bambang Anggoro Soedjarno Bambang Iwan Suryana Bryan Santoso Bunardi, Marcelinus Eric Catherine Olivia Sereati Christine Natalia Duma Kristina Yanti Duma Kristina Yanti Hutapea Enny Widawati Erik Agustian Yulanda Fernanto, Nico Ferry Rippun Gideon Manalu, Ferry Rippun Gideon FLORENTIA ANGELINA Fortino, Antonius Edwin Hadikusuma, Ridwan Satrio Herianto, David Hidayat, Renaldi Irpan Restu Ade Putra Joko Tri Susilo Jonathan, Edoardo Karangga, Yusaphat Phosa Kartadinata, Budi Kelvin, Dimas Kevin Kevin kevin Khayam, Umar Kusmanto, Willy Lanny W Lanny W. Pandjaitan Lestari, Hesti Tri Linda Wijayanti Lukas Maria Angela Kartawidjaja Marsellinus Bachtiar Wahju Marsul Siregar Marten Darmawan Melisa Mulyadi Micha Thesania Katarine Michael Deni Perdana Putera Muhamad Jaelani Sidik Muhammad Risqi Nuryana Nabil, Alfi Nova Eka Budiyanta Osmond, Edbert Pandjaitan, Lanny W. Pangestu, Devin PANJAITAN, LANNY Pardosi, Cristoni Hasiholan Pascalis Paschalis, Sebastian Michael Paskalis, Yohanes Maria Jonathan Glenn PRAWIRA, WASKITO Putera, Michael Deni Perdana PUTRA, SADIANA Rippun G. Manalu, Ferry Rizki Surya Permana Rory Anthony Hutagalung Sachi, Haenuki Sandra Octaviani B. Widiarto Satryanatha, Josaphat Febrian Setiawan, Axel Gilbert Soewono, Arka Soewono, Arka D. Surya Permana, Rizky Surya Widjaja, Williem Sutomo, Febryan Tajuddin Nur Theresia Ghozali Timothy Sutjipto, Marcellus Timothy Wijaya, Hans Tobias Mikha Sulistiyo Trifenaus Prabu Hidayat Veronica Windha Mahyastuty Widodo Basuki Widodo Widjaja Basuki Wijaya, Nickolas Dario Wijaya, Toby Wilson Yudha Harnoko Zefanya, Maria