Journal of Applied Information, Communication and Technology (JAICT)
Vol 8, No 1 (2023)

Forecasting JPFA Share Price using Long Short Term Memory Neural Network

I Ketut Agung Enriko (Institut Teknologi Telkom Purwokerto)
Fikri Nizar Gustiyana (Unknown)
Hedi Krishna (Unknown)



Article Info

Publish Date
10 Mar 2023

Abstract

To invest or buy and sell on the stock exchange requires understanding in the field of data analysis. The movement of the curve in the stock market is very dynamic, so it requires data modeling to predict stock prices in order to get prices with a high degree of accuracy. Machine Learning currently has a good level of accuracy in processing and predicting data. In this study, we modeled data using the Long-Short Term Memory (LSTM) algorithm to predict the stock price of a company called Japfa Comfeed. The main objective of this journal is to analyze the level of accuracy of Machine Learning algorithms in predicting stock price data and to analyze the number of epochs in forming an optimal model. The results of our research show that the LSTM algorithm has a good level of accurate prediction shown in mape values and the data model obtained on variations in epochs values. All optimization models show that the higher the epoch value, the lower the loss value. Adam's Optimization Model is the model with the highest accuracy value of 98.44%.

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Journal Info

Abbrev

jaict

Publisher

Subject

Engineering

Description

Focus of JAICT: Journal of Applied Information and Communication Technologies is published twice per year and is committed to publishing high-quality articles that advance the practical applications of communication and information technologies. JAICT scope covers all aspects of theory, application ...