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All Journal Jurnal Edukasi Elektro TELKOMNIKA (Telecommunication Computing Electronics and Control) Bulletin of Electrical Engineering and Informatics JURNAL ELEKTRO ELKOMIKA: Jurnal Teknik Energi Elektrik, Teknik Telekomunikasi, & Teknik Elektronika EMITTER International Journal of Engineering Technology CogITo Smart Journal JMM (Jurnal Masyarakat Mandiri) Jurnal Nasional Pendidikan Teknik Informatika (JANAPATI) TESLA: Jurnal Teknik Elektro Indonesian Journal of Electrical Engineering and Computer Science Jurnal Bakti Masyarakat Indonesia Jurnal Pengabdian UNDIKMA Jurnal Industrial Galuh Sewagati Jurnal Pengabdian Masyarakat Charitas Jurnal Informatika: Jurnal Pengembangan IT
Nova Eka Budiyanta
Departement Of Electrical Engineering, School Of Bioscience Technology And Innovation, Universitas Katolik Indonesia Atma Jaya
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Nursing Public Health Social Sciences Other

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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 Achmad Holil Noor Ali Aditama, Wira Agus Eko Minarno Agustinus Silalahi Ahmad Yuda Pratama Ardyono Priyadi Arif Djunaidy Aulia Sidharta, Hanugra Bashor Fauzan Muthohirin Catherine Olivia Sereati Catherine Olivia Sereati Darmawan, Ilham Akbar Darwin Darwin Devi Angrahini Anni Lembana Diah Risqiwati Diah Risqiwati Divka, Princessa Sissy Doli Ramli W Duma Kristina Yanti Effendy, Kevin Julianto Eko Mulyanto Yuniarno Eugenius Kau Suni Evans Karlin Fahrizal Irfanda Bagaskara Faizal Mahananto Felix Udianto, Johanes Ferdian Aditya Pratama Fernando, Nico Ferry Rippun Gideon Manalu, Ferry Rippun Gideon Florentia Angelina Hanugra Aulia Sidharta Hanugra Aulia Sidharta Hanugra Aulia Sidharta Harlianto Tanudjaja Henry, Carolus Herianto, David Isa Hafidz Karel Octavianus Bachri Kartadinata, Budi Kevin Julianto Effendy Kumala Indriati Kusumawardhani, Renny Pradina Lailatul Husniah Linda Wijayanti Lukas Lukas Lukas, Lukas Maria Angela Kartawidjaja Marsul Siregar Mauridhi Hery Purnomo Mega Cynthia Wishnu Meilani, Maulidiya Melisa Mulyadi Mourio Sutio, Peter Mulyanto, Edy Nugroho, Y. Prasetyo Adi Purnama, I Putu Adhitya Pratama Mangku Purwaningsih, Agustina Ekwin Rahmanisa, Fathia Raras Tyasnurita Retno Aulia Vinarti Riana Magdalena Silitonga Rikasakomara, Edwin Ripto Mukti Wibowo Rizki Surya Permana Samuel Matthew Sidharta, Hanugra Aulia Stefani Prima Dias Kristiana Stefani Prima Dias Kristiana SUGIYANTO Sugiyanto - Tajuddin Nur Varis Afdholin Veronica Windha Mahyastuty Vivi Triyanti WAHYUDI, CELINE GABRIELLA Widodo Widjaja Basuki Wiwik Anggraeni