BUDGETING : Journal of Business, Management and Accounting
Vol 5 No 2 (2024): BUDGETING : Journal of Business, Management and Accounting

Prediksi Pergerakan Harga Saham Menggunakan Support Vector Machines Di Indonesia

Yolanda, Anggie (Unknown)



Article Info

Publish Date
08 Jun 2024

Abstract

Predicting stock movements is challenging due to their dynamic nature and influence from various factors. One of these factors is the lack of research considering the use of fundamental analysis regarding currency exchange rates and the use of foreign stock index movements related to technical analysis. This research aims to predict stock price movements in Indonesia based on sentiment analysis, technical analysis, and fundamental analysis using Support Vector Machine. The results obtained have an average prediction accuracy rate of 65.33%. The inclusion of currency exchange rates and foreign stock index movements as predictors in this study can increase the average prediction accuracy rate by 11.78% compared to predictions without using these two variables, which only result in an average prediction accuracy rate of 53.55%. Keywords: Fundamental Analysis, Sentiment Analysis, Stock Prediction, Support Vector Machines, Technical Analysis.

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Journal Info

Abbrev

BUDGETING

Publisher

Subject

Humanities Social Sciences

Description

BUDGETING : Journal of Business, Management and Accounting is published by IPM2KPE as an information and communication media for practitioners, researchers and academics who are interested in the field and development o, Business, Management and Accounting .The journal is published annually 2 times ...