Prosiding Seminar Nasional Official Statistics
Vol 2024 No 1 (2024): Seminar Nasional Official Statistics 2024

Deteksi Pergerakan IHSG Berdasarkan Berita Daring Menggunakan Model Deep Learning Berbasis Transformer

Arnanda, Feza Raff (Unknown)
Rahmah, Aisyah 'Azizah Nur (Unknown)



Article Info

Publish Date
08 Nov 2024

Abstract

Indonesia's economic transformation requires industrialization supported by the capital market as a catalyst. The capital market plays an important role in the economy by relying on information from various sources, including online news, which affects the movement of the JCI. This study aims to detect JCI movement based on online news using transformer models, namely indoBERT-base, indoBERT-large, indoBERT-lite-large, and multilingual-BERT. Data was collected through web scraping from the detik.com page from August 2018 to May 2024. Machine learning models such as Random Forest, Support Vector Machine, and Naive Bayes are used as baseline models. The results show that indoBERT-large and multilingual-BERT have the best performance with an accuracy of 88,60 percent and 95,90 percent. Filtering irrelevant news significantly improves model accuracy. The study concludes that transformer models effectively detect JCI movements, enabling investors to make faster and more accurate decisions, thereby supporting better stock market performance and sustainable economic development.

Copyrights © 2024






Journal Info

Abbrev

semnasoffstat

Publisher

Subject

Humanities Computer Science & IT Economics, Econometrics & Finance Social Sciences

Description

prosiding seminar ini bertujuan untuk menghasilkan berbagai pemikiran solutif, inovatif, dan adaptif terkait isu, strategi, dan metode yang memanfaatkan official ...