INFORMATIKA
Vol. 5 No. 1 (2025): MEI : JURNAL INFORMATIKA DAN MULTIMEDIA

PREDIKSI HARGA PENUTUPAN SAHAM BBRI DENGAN MODEL HYBRID LSTM-XGBOOST

Nabilah Selayanti (Unknown)
Dwi Amalia Putri (Unknown)
Trimono Trimono (Unknown)
Mohammad Idhom (Unknown)



Article Info

Publish Date
19 May 2025

Abstract

The ease of investing in the digital era has driven Generation Z to dominate stock market participation, particularly in blue-chip stocks such as PT Bank Rakyat Indonesia Tbk (BBRI). However, stock price fluctuations influenced by macroeconomic factors, regulations, and global market sentiment make it difficult for investors to make accurate decisions. Decisions based on insufficient information pose a significant risk of loss, especially for novice investors. This study proposes a hybrid LSTM-XGBoost approach for predicting BBRI stock prices, combining the strengths of LSTM in capturing nonlinear time series patterns and XGBoost's effectiveness in reducing prediction errors. The model leverages both historical data and feature extraction outputs from the LSTM model. Future stock price values are then predicted by XGBoost using this combined dataset. The Hybrid LSTM XGBoost model outperforms the individual base models in terms of prediction accuracy, achieving an RMSE of 117.89, MAE of 92.45, and MAPE of 2.21%.

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Journal Info

Abbrev

JTIM

Publisher

Subject

Computer Science & IT Control & Systems Engineering Electrical & Electronics Engineering Mechanical Engineering

Description

Jurnal Teknik Informatika dan Multimedia adalah jurnal ilmiah peer review yang diterbitkan oleh Politeknik Pratama Kendal. Jurnal Teknik Informatika dan Multimedia terbit dalam dua edisi dalam setahun yaitu edisi Mei dan Oktober. Kontributor Jurnal Teknik Informatika dan Multimedia berasal dari ...