Jurnal Teknik Elektro
Vol 14, No 2 (2022): Jurnal Teknik Elektro

Optimizing Investment: Combining Deep Learning for Price Prediction and Moving Average for Return-Risk Analysis

Hastomo, Widi (Unknown)
Karno, Adhitio Satyo Bayangkari (Unknown)
Masriyanda, Masriyanda (Unknown)
Sestri, Ellya (Unknown)
Kardian, Aqwam Rosadi (Unknown)
Azis, Nur (Unknown)
Dewanto, Ignatius Joko (Unknown)
Rasyiddin, Ahmad (Unknown)
Sundoro, Aries (Unknown)
Kamilia, Nada (Unknown)



Article Info

Publish Date
28 Mar 2024

Abstract

The ability to analyze predictions marks something going up or down, as well as the level of possible risk taken into account by much-needed stock investors. In a study, this analysis of risk and correlation between shares was calculated using the method of moving averages (MA). Besides that, a dataset of 4 stocks (Apple, Google, Microsoft, and Amazon) also performed prediction mark stock in period time next (future) with the use of the neural network method (deep learning) Long Short-Term Memory (LSTM) model. The result of programming in the Python language is several visualizations for easy graph-reading information. This article presents new research that aims to fill the gap in understanding investment analysis for beginners by visualizing risk and return analysis on shares. The results reveal that changes in stock sales volume did not occur significantly, although the short and long-term MA charts for the four stocks tended to fluctuate, offering new insights into investment analysis and providing a basis for future development. The best accuracy results were on MSFT shares, with an achievement of 0.9532 and a loss value of 0.0014. Thus, MSFT shares can be used as a priority for investment. Therefore, this research adds a new dimension to the literature and paves the way for further investigations in risk and return analysis and stock prediction using deep learning.

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