UNP Journal of Statistics and Data Science
Vol. 2 No. 4 (2024): UNP Journal of Statistics and Data Science

PT.Telkom (Tbk) Stock Price Forecasting Using Long Short Term Memory (LSTM)

nazhiroh, hanifah (Unknown)
Dina Fitria (Unknown)
Dony Permana (Unknown)
Zilrahmi (Unknown)



Article Info

Publish Date
28 Nov 2024

Abstract

The movement of the share price of PT Telkom (Tbk) fluctuates so it is necessary to do a forecasting analysis. Forecasting the share price of PT Telkom (Tbk) can be done using the Long Short Term Memory (LSTM) method. LSTM is a development of the Recurrent Neural Network (RNN) method. In this study using PT.Telkom (Tbk) stock price data for 2018-2023 and PT.Telkom (Tbk) stock price data after Covid-19 (20121-2023). The purpose of this research is to determine the movement of PT.Telkom (Tbk) stock prices in 2024, to find out the difference in forecasting using PT.Telkom (Tbk) 2018-2023 stock price data with PT.Telkom (Tbk) stock price data after covid-19 2021-2023, and to determine the level of accuracy of forecasting PT.Telkom (Tbk) stock prices using the LSTM method. The results showed that both data have a small MAPE value. to forecast the share price of PT.Telkom for 1 year, PT.Telkom (Tbk) share price data for 2018-2023 is used which has more data to analyze long-term forecasting. From the analysis results obtained MAPE of 1.016% with the optimal parameter combination of neuron 4, batch size 64, and epoch 80. The results of forecasting the share price of PT.telkom (Tbk) in 2024 experienced very rapid fluctuations with an average share price of PT.Telkom (Tbk) in 2024 Rp 4,668 / sheet.

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Journal Info

Abbrev

ujsds

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Mathematics Social Sciences

Description

UNP Journal of Statistics and Data Science is an open access journal (e-journal) launched in 2022 by Department of Statistics, Faculty of Science and Mathematics, Universitas Negeri Padang. UJSDS publishes scientific articles on various aspects related to Statistics, Data Science, and its ...