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Akhlis Munazilin
Diponegoro University
Computer Science & IT

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A Hybrid Ensemble Stacking Framework Integrating Long Short-Term Memory and Random Forest for Bitcoin Price Forecasting Akhlis Munazilin; Mochamad Agung Wibowo; Rizky Parlika
Journal of Information System and Informatics Vol 8 No 2 (2026): April
Publisher : Asosiasi Doktor Sistem Informasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.63158/journalisi.v8i2.1537

Abstract

Bitcoin is a non-linear and non-stationary digital asset that has become a highly volatile asset challenging the usual prediction models. In this paper, the authors present a problem-specific Hybrid Ensemble Stacking approach, the proposed approach, which combines the benefits of Long Short-Term Memory (LSTM) in terms of capturing long-term temporal variations with the power of Random Forest (RF) to process complex technical characteristics. The model follows a two-tier structure with a split ratio of 90:10 using BTC/USD historical data of Yahoo Finance and Binance (20102025) to combine the predictions of base learners with the use of a Linear Regression meta-learner. Findings show that pure LSTM has a low RMSE and MAE, but the Hybrid model has the best Mean Absolute Percentage Error (MAPE) of 3.54%. This means that the stacking mechanism will provide a more balanced error percentage, that is, it will enhance stability in forecasting at the phases of price discovery. It is novel in the sense that it uses macro-technical indicators to stabilize predictions in the face of market anomalies as a stacking scheme. These results have real-life implications on developers of financial systems in creating consistent crypto-asset risk management instruments.
Co-Authors Mochamad Agung Wibowo Rizky Parlika