Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi)
Vol 8 No 3 (2024): June 2024

Forecasting the Stock Price of PT Astra International Using the LSTM Method

Nugraha, Edwin Setiawan (Unknown)
Alika, Zalfani (Unknown)
Amir Hamzah, Dadang (Unknown)



Article Info

Publish Date
28 Jun 2024

Abstract

Stocks are one of the long-term investment options and represent ownership in a company that can be acquired through buying and selling. Investment carries both the profit potential and the risks that investors must face when providing their capital to companies. Accurate stock price forecasts are very important because they provide an estimate of risk. This research aims to forecast the stock price of PT Astra International Tbk (ASII.JK) using a Long Short-Term Memory (LSTM) method. Data set closing stock prices were taken from January 2, 2015, to December 30, 2020, with a total observation of 1506. This data set is divided into 80% for training and 20% for training. The forecasting results show that the best performances have MSE, MSE, MAE and MAPE are 151.910, 23076.561, 118.128, and 2.3%, respectively. The model has a batch size of 4 and epochs of 50. This research recommends that other parties consider this method when they need to manage their investment risk in stocks.

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Journal Info

Abbrev

RESTI

Publisher

Subject

Computer Science & IT Engineering

Description

Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) dimaksudkan sebagai media kajian ilmiah hasil penelitian, pemikiran dan kajian analisis-kritis mengenai penelitian Rekayasa Sistem, Teknik Informatika/Teknologi Informasi, Manajemen Informatika dan Sistem Informasi. Sebagai bagian dari semangat ...