Recursive Journal of Informatics
Vol 1 No 2 (2023): September 2023

Stock Return Prediction Using Voting Regressor Ensemble Learning

Arrohman, Ramadhan Ridho (Unknown)
Arifudin, Riza (Unknown)



Article Info

Publish Date
29 Sep 2023

Abstract

Abstract. The value of return on stock prices is often used in predicting profits in the process of buying and selling shares based on the calculation of the return on investment. The calculation of the value of return on stock prices can be predicted automatically at certain periods, both weekly and daily Purpose: The problem faced is determining a good algorithm for making predictions due to fluctuating data on stock prices making it difficult to predict. Methods: The stages carried out by the researcher include the data preprocessing stage and then proceed to the Exploratory Data Analysis (EDA) stage to get a pattern from the data, followed by the modeling stage on the data. This research was developed using the Python programming language where the models used to make predictions can be obtained in real-time. Result: The results obtained in this study show that the Voting Regressor has the best model with an error rate of 0.032523 using Root Mean Square Error (RMSE). The results of this study can be further developed to automatically predict stock return values in the future.

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Journal Info

Abbrev

rji

Publisher

Subject

Computer Science & IT

Description

Recursive Journal of Informatics is a journal that publishes manuscripts of scientific research papers related to Informatics. The scope of research can be from the theory and scientific applications as well as the novelty of related knowledge ...