Jurnal Pengembangan Teknologi Informasi dan Ilmu Komputer
Vol 5 No 7 (2021): Juli 2021

Prediksi Harga Saham Menggunakan Metode Extreme Learning Machine (ELM) (Studi Kasus: Saham PT Bank Rakyat Indonesia)

Yunita Dwi Lestari (Fakultas Ilmu Komputer, Universitas Brawijaya)
Edy Santoso (Fakultas Ilmu Komputer, Universitas Brawijaya)
Achmad Ridok (Fakultas Ilmu Komputer, Universitas Brawijaya)



Article Info

Publish Date
23 Jun 2021

Abstract

Shares are a sign of ownership or membership of an entity or individual. The profit from the purchase of shares is derived from the acquisition of dividends and capital gains. The existence of stock trading in the secondary market, making the ups and downs of the share price so that there is a capital gain. A person who becomes a stock investor and takes advantage by selling shares he owns when the share price is higher than his previous purchase price is referred to as a trader. Due to fluctuations in the stock price, a trader needs analysis before making a stock purchase in order to avoid the risk of losses. In order to avoid losses of traders in the stock market, a stock price prediction system was created using the Extreme Learning Machine (ELM) method. After the prediction test with ELM obtained the most optimal parameters to make stock predictions, namely by using the number of data inputs 3, the number of hidden nodes 5, the type of activation function is binary sigmoid, and the ratio of training data and test data by 90% : 10% so that the average value of MAPE is obtained by 1.59722%.

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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 ...