JAR'S (Journal of Advanced Research in Informatics)
Vol 2 No 2 (2024): Journal of Advanced Research in Informatics

Evaluasi Model Jaringan Saraf Tiruan Berbasis LSTM dalam Memprediksi Fluktuasi Harga Bitcoin

Sudriyanto, Sudriyanto (Unknown)
Faid, Mochammad (Unknown)
Malik, Kamil (Unknown)
Supriadi, Ahmad (Unknown)



Article Info

Publish Date
04 Jun 2024

Abstract

Amid the highly volatile fluctuations in the cryptocurrency market, the ability to accurately predict Bitcoin prices becomes crucial for investors and financial analysts. This study aims to develop a predictive model using Long Short-Term Memory (LSTM) Neural Networks, a specific form of recurrent neural network, to predict Bitcoin prices. Historical data on daily closing prices of Bitcoin from 2015 to 2023 was used to train and test the model. Following data preprocessing, which included normalization and the creation of a time series dataset, the LSTM model was constructed with two LSTM layers and two dense layers to enhance the predictive analysis. The model was trained with the data split into 80% for training and 20% for testing. Results show that the LSTM model was able to produce fairly accurate predictions with a low loss value on the test data. Further evaluation through comparison with baseline models showed significant improvements in predictive accuracy. This research demonstrates the potential application of advanced machine learning techniques in financial analysis, particularly in predicting the prices of highly volatile assets like Bitcoin. With continuous improvements to the model architecture and parameter optimization, Bitcoin price predictions could become more reliable, helping stakeholders make more informed investment decisions.

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Journal Info

Abbrev

JARS

Publisher

Subject

Computer Science & IT

Description

Sistem Informasi Sistem Pakar Sistem Pendukung Keputusan Data Mining Artificial Intelligence System Machine Learning Big ...