JURNAL TEKNIK INFORMATIKA DAN SISTEM INFORMASI
Vol 9 No 4 (2022): JATISI (Jurnal Teknik Informatika dan Sistem Informasi)

Prediksi Indeks Harga Saham Menggunakan Model Hibrida Recurrent Neural Network dan Genetic Algorithm

Muhammad Reza Pahlawan (Unknown)



Article Info

Publish Date
13 Dec 2022

Abstract

The stock market is one of the important factors in representing the economic condition of a country. Therefore, a predictive model in analyzing the movement of stock values is needed. This research uses several architectures such as Elman, Long Short-Term Memory (LSTM), and Gate Recurrent Unit (GRU). The problem is how to determine the strategy for tuning parameters. Most likely the strategy can result in a waste of time and resources. This study aims to compare the Genetic Algorithm (GA) and gridsearch in terms of performance and computational time. Elman architecture through GA optimization (Elman-GA) has a Root Mean Squared Error (RMSE) of 165.33 and Elman architecture through gridsearch (Elman-GS) produces 154.47. Elman-GA is much faster with 4874.51 seconds while Elman-GS takes 7148.7 seconds. LSTM architecture through GA optimization (LSTM-GA) has a RMSE of 113.36 while LSTM through gridsearch (LSTM-GS) produces a RMSE of around 111.94. LSTM-GA is also faster because it is only 8733.86 seconds while LSTM-GS takes 16537.42 seconds. The GRU architecture through GA optimization (GRU-GA) has an RMSE of 120.19 and the GRU architecture through gridsearch (GRU-GS) produces an RMSE of 121.35. GRU-GA is much faster because it only takes 6996.62 seconds while GRU-GS takes 19826.86 seconds.

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Journal Info

Abbrev

jatisi

Publisher

Subject

Computer Science & IT

Description

JATISI bekerja sama dengan IndoCEISS dalam pengelolaannya. IndoCEISS merupakan wadah bagi para ilmuwan, praktisi, pendidik, dan penggemar dalam bidang komputer, elektronika, dan instrumentasi yang menaruh minat untuk memajukan bidang tersebut di Indonesia. JATISI diterbitkan 2 kali dalam setahun ...