Bulletin of Information Technology (BIT)
Vol 6 No 2: Juni 2025

Implementasi Model Long Short Term Memory (LSTM) dalam Prediksi Harga Saham

Kurniansyah, Juliandi (Unknown)
Siska Kurnia Gusti (Unknown)
Febi Yanto (Unknown)
Muhammad Affandes (Unknown)



Article Info

Publish Date
04 Jun 2025

Abstract

Stock market investment is gaining popularity, although predicting stock price fluctuations remains challenging. Accurate stock prediction models can assist investors in decision-making. In this research, a Long Short-Term Memory (LSTM) model was employed to make predictions regarding the stock prices of BBCA based on daily historical data from January 1 2015 to January 1 2025. The data was gathered from the Yahoo Finance website, utilizing only the closing price ('close') variable. The research process included data pre-processing, Min-Max normalization, LSTM modeling with varying timesteps (30, 60, 90 days), and evaluation of prediction results. The LSTM model was built with two LSTM layers, a dropout layer, and a final dense layer, and its training involved the application of the mean_squared_error loss function and Adam optimizer. Evaluation results showed that the model configuration with 60 timesteps achieved optimal performance with a RMSE of 114.17, MAPE percentage of 0.96%, and an R-Squared of 0.98, indicating highly accurate and reliable predictions. This study demonstrated that LSTM is an effective model for stock price prediction based on time series data.

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Journal Info

Abbrev

BIT

Publisher

Subject

Computer Science & IT

Description

Jurnal Bulletin of Information Technology (BIT) memuat tentang artikel hasil penelitian dan kajian konseptual bidang teknik informatika, ilmu komputer dan sistem informasi. Topik utama yang diterbitkan mencakup:berisi kajian ilmiah informatika tentang : Sistem Pendukung Keputusan Sistem Pakar Sistem ...