SAINTEK
Vol. 1 No. 1 (2022): Seminar Nasional Sains dan Teknologi (SAINTEK) ke 1 - Juli 2022

Analisa Prediksi Harga Saham Blue Chip Lq45 Dengan Metode Data Mining Backpropagation Neural Network (Studi Kasus Di Bursa Efek Indonesia)

Puguh Ariyadi (Universitas Pelita Bangsa)
M.Makmun Effendi (Universitas Pelita Bangsa)
Sugeng Budi Raharjo (Universitas Pelita Bangsa)



Article Info

Publish Date
01 Aug 2022

Abstract

This research is a research on predictive analysis of LQ45 blue chip stock price with backpropagation neural network data mining method. This study aims to determine the stock price prediction process using the backpropagation neural network method on the LQ45 blue chip stock price. This research is in training and testing data using RapidMiner tools with 80% data sharing for training data and 20% for testing data. The parameters used are training cycle of 500, learning rate of 0.01 and momentum of 0.9. The results of the training and testing of the stock prices of 5 companies in LQ45 obtained the RMSE (Root Mean Square Error) value with the best result of 11.296 and the largest error of 61.925 which indicates the backpropagation neural network method is quite good in the process of predicting stock prices. The results of this prediction can be used as a reference for stock investors in determining the right strategy to minimize mistakes in making decisions to buy or sell the desired stock. Keywords: Data Mining, Backpropagation Algorithm, Neural Network, Rapidminer, Stock Price

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Journal Info

Abbrev

SAINTEK

Publisher

Subject

Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Engineering Industrial & Manufacturing Engineering

Description

Prosiding Sains dan Teknologi (SAINTEK) merupakan wadah publikasi dari hasil penelitian yang telah dipresentasikan pada Seminar Nasional Sains dan Teknologi (SAINTEK) yang diselenggarakan setiap tahun oleh Fakultas Teknik Universitas Pelita Bangsa. Penelitian yang dipublikasikan bersifat ...