International Journal of Computing Science and Applied Mathematics
Vol 7, No 1 (2021)

The Dynamics of Stock Price Change Motion Effected by Covid-19 Pandemic and the Stock Price Prediction Using Multi-layered Neural Network

Zani Anjani Rafsanjani (Ahmad Dahlan University)
Devi Nurtiyasari (UIN Sunan Kalijaga, Yogyakarta)
Angga Syahputra (IAIN Lhokseumawe)



Article Info

Publish Date
21 Feb 2021

Abstract

In this paper, we work on the analysis of dynamical change on stock price during Covid-19 pandemic using nonlinear deterministic motion equation. The model is given by the second-order differential equation with constant coefficient over time with some consideration under stock market structure. This coefficient shows the rate of change of stock price throughout Covid-19. Thus, the Least Square estimator is derived to determine the constant factor. Further, we conduct the Multi layered Neural Network algorithm to predict the future stock price. To provide accurate forecasting results, the algorithm used in this paper has to be able to recognize stock price data pattern which has dynamic characteristics. Multi-layered Neural Network solve the data with dynamic characteristics by using more than one hidden layer. The input layers of this network are not directly connected to the output layers of the network. Therefore, this algorithm is expected to provide accurate forecasting results. We use the Jakarta Composite Stock Price Index (IHSG) and Waskita Karya Company stock price's data for the subject of observation.

Copyrights © 2021






Journal Info

Abbrev

ijcsam

Publisher

Subject

Computer Science & IT Education Mathematics

Description

(IJCSAM) International Journal of Computing Science and Applied Mathematics is an open access journal publishing advanced results in the fields of computations, science and applied mathematics, as mentioned explicitly in the scope of the journal. The journal is geared towards dissemination of ...