International Journal Of Computer, Network Security and Information System (IJCONSIST)
Vol 7 No 1 (2025): September

Stock Price Prediction Using Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Methods

Riza Akhsani Setyo Prayoga (Universitas Negeri Surabaya)
Fery Almas Ariansyah (Universitas Pembangunan Nasional Veteran, Jawa Timur, Surabaya, Indonesia)
Muhammad Falikhuddin Daffa (Universitas Pembangunan Nasional Veteran, Jawa Timur, Surabaya, Indonesia)
Laqma Dica Fitrani (Universitas Pembangunan Nasional Veteran Jawa Timur)
Masti Fatchiyah Maharani (Universitas Pembangunan Nasional “Veteran” Jawa Timur)
Angga Lisdiyanto (Universitas Pembangunan Nasional “Veteran” Jawa Timur)
Steven Angkawidjaja (Universitas Pembangunan Nasional Veteran, Jawa Timur, Surabaya, Indonesia)



Article Info

Publish Date
05 Nov 2025

Abstract

This research aims to improve the accuracy of stock price prediction through the application of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) methods, focusing on stocks from the Composite Stock Price Index (CSPI) referred to as the IDX Composite. The research process includes comprehensive steps, including data collection and preprocessing, dataset creation with emphasis on stock closing prices, and division of the dataset into training and test data. The LSTM and GRU models were designed with a recurrent layer and a Dense layer and then trained for 100 epochs with a batch size of 32. Model evaluation was performed by comparing key metrics such as Root Mean Squared Error (RMSE), Mean Squared Error (MSE), and Mean Absolute Error (MAE) on the test set. The EPOCH-RMSE graph provides an overview of the changes in the RMSE value during training. The best result of the LSTM model was achieved at the 96th epoch with RMSE 40.36, MSE 1385.97, and MAE 30.09, while GRU achieved peak performance at the 92nd epoch with RMSE 37.33, MSE 908.29, and MAE 25.42. In conclusion, GRU can be considered as a more effective option in predicting JCI stock prices based on performance evaluation using various metrics such as RMSE, MSE, and MAE.

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Journal Info

Abbrev

ijconsist

Publisher

Subject

Computer Science & IT

Description

Focus and Scope The Journal covers the whole spectrum of intelligent informatics, which includes, but is not limited to : • Artificial Immune Systems, Ant Colonies, and Swarm Intelligence • Autonomous Agents and Multi-Agent Systems • Bayesian Networks and Probabilistic Reasoning • ...