Jurnal Pengembangan Teknologi Informasi dan Ilmu Komputer
Vol 4 No 10 (2020): Oktober 2020

Prediksi Price Earning Ratio Saham Menggunakan Algoritme Kernel Extreme Learning Machine (Studi Kasus: PT TELKOM)

Mentari Adiza Putri Nasution (Fakultas Ilmu Komputer, Universitas Brawijaya)
Imam Cholissodin (Fakultas Ilmu Komputer, Universitas Brawijaya)
Indriati Indriati (Fakultas Ilmu Komputer, Universitas Brawijaya)



Article Info

Publish Date
29 Sep 2020

Abstract

Stock investment is one of the most populer investments nowadays. This kind of investment has the "high risk high return" characteristic which come up with a threat of loss for stock investors. There are lots of paper have been implemented related to the estimation of stock price movements, but researchers focus more on technical analysis rather than fundamental analysis which is no less essential. One of the populer methods with a fundamental approach is Price Earning Ratio (PER) method. Extreme Learning Machine is a proven method of forecasting stocks with high performance and relatively low learning speed, but this method has weaknesses in determining random weights and biases that can reduce its stability. Kernel Extreme Learning Machine offers the utilization of kernel functions that can provide high stability and performance, but with relatively low learning speed. The results of this paper provide the optimal Mean Absolute Precentage Error (MAPE) is 2.78021%, with 8 features, training and testing data ratio 90%: 10%, using the Polynomial kernel function with a value of parameter 1, and using a regularization coefficient (λ) 1000. Nested Cross Validation evaluation was also performed which provide the MAPE value is 6.385713%.

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Journal Info

Abbrev

j-ptiik

Publisher

Subject

Computer Science & IT Control & Systems Engineering Education Electrical & Electronics Engineering Engineering

Description

Jurnal Pengembangan Teknlogi Informasi dan Ilmu Komputer (J-PTIIK) Universitas Brawijaya merupakan jurnal keilmuan dibidang komputer yang memuat tulisan ilmiah hasil dari penelitian mahasiswa-mahasiswa Fakultas Ilmu Komputer Universitas Brawijaya. Jurnal ini diharapkan dapat mengembangkan penelitian ...