bit-Tech
Vol. 5 No. 2 (2022): bit-Tech

Implementation of Linear Regression Algorithm to Predict Stock Prices Based on Historical Data

Jelvin Putra Halawa (Universitas Buddhi Dharma)
Aditiya Hermawan (Universitas Buddhi Dharma)
Junaedi . (Universitas Buddhi Dharma)



Article Info

Publish Date
14 Dec 2022

Abstract

Stock investment is in great demand by investors because it can provide large profits with large risks or losses, in accordance with the investment principle of low risk low return, high risk high return. Stock prices that fluctuate in a very short time make it difficult for investors to predict stock prices in the future, so investors must pay more attention and gather as much information as possible regarding the shares to be bought or sold. This study aims to create a data mining model using a Linear Regression algorithm that can predict daily stock closing prices to provide information that supports investors in stock transactions. The data used is historical data on daily stock prices for 10 companies in the last 8 years for the period 25 February 2013 – 25 February 2021. Historical stock price data will be prepared using the Noving Average method and create a data mining model using the linear regression method to generate stock price prediction models. The resulting model can be used to predict stock prices well enough to assist investors in making investment decisions to obtain large profits with low risk.

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Journal Info

Abbrev

bt

Publisher

Subject

Computer Science & IT

Description

The bit-Tech journal was developed with the aim of accommodating the scientific work of Lecturers and Students, both the results of scientific papers and research in the form of literature study results. It is hoped that this journal will increase the knowledge and exchange of scientific ...