Jurnal INFOTEL
Vol 15 No 2 (2023): May 2023

Prediksi Saham Multi-Industri Menggunakan Deep Transfer Learning

Ezra Julang Prasetyo (Universitas Kristen Satya Wacana, Indonesia)
Kristoko Dwi Hartomo (Universitas Kristen Satya Wacana, Indonesia)



Article Info

Publish Date
18 May 2023

Abstract

After the Covid-19 pandemic, the number of investors in Indonesia has proliferated. In managing a good stock portfolio, investors need the right strategy too. One approach that can be applied is to predict stock movements by considering the company's industrial sector. This paper proposed a new framework for applying deep transfer learning for stock forecasting in multi-industry. The model used in the framework is a combined algorithm between Gated Recurrent Unit (GRU) and Long-Short Term Memory (LSTM). The author built the pre-trained model using Indeks Harga Saham Gabungan (IHSG) and transferred it to predict Indonesia's stock indexes based on industry classification (IDX-IC) as the measurer of stock movement in multiple industries. The outcomes reveal that this framework produces good model predictions and can be used to help analyze the evaluation of the pre-trained model to conduct transfer learning stock prediction in different industries efficiently. The model built using the IHSG indexes can predict stock prices best in the energy, technology, and industrial sectors.

Copyrights © 2023






Journal Info

Abbrev

infotel

Publisher

Subject

Computer Science & IT Electrical & Electronics Engineering

Description

Jurnal INFOTEL is a scientific journal published by Lembaga Penelitian dan Pengabdian Masyarakat (LPPM) of Institut Teknologi Telkom Purwokerto, Indonesia. Jurnal INFOTEL covers the field of informatics, telecommunication, and electronics. First published in 2009 for a printed version and published ...