Journal of Data Insights
Vol 3 No 2 (2025): Journal of Data Insights

Stock Price Forecasting of PT. Bank Rakyat Indonesia (Persero) Tbk. Using Long Short-Term Memory (LSTM) Method

Sa'adah, Lydia Nur (Unknown)
Nasyiatul Izzah (Unknown)
Kamilah Citra Khumairoh (Unknown)
M. Al Haris (Unknown)
Ihsan Fathoni Amri (Unknown)



Article Info

Publish Date
31 Dec 2025

Abstract

Stock price forecasting is a major challenge in financial market analysis due to the volatility and unpredictability of price movements. The limitations of traditional statistical methods in capturing nonlinear patterns and long-term temporal dependencies have encouraged the adoption of deep learning–based approaches. This research aims to predict the stock price of PT Bank Rakyat Indonesia (Persero) Tbk. (BBRI) using the Long Short-Term Memory (LSTM) method, which is effective at handling problems with fading information and identifying long-term trends in time series data. The dataset comprises historical BBRI share prices from April 16, 2015, to April 16, 2025, with 80% of the data used for training and 20% for testing. LSTM’s model was trained for 10 epochs with a batch size of 32 using the Adam optimizer. The results prove that the LSTM model can effectively capture stock price movement patterns, achieving a mean absolute error (MAE) of 8.42 and a mean absolute percentage error (MAPE) of 1.50%, indicating a high level of accuracy. The visualization of the prediction results reveals a trend that closely aligns with the actual values. These findings reinforce LSTM’s position as a reliable approach to stock price forecasting and highlight its potential as a strategic tool for investors and policymakers in managing market risk.

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Journal Info

Abbrev

jodi

Publisher

Subject

Computer Science & IT Mathematics

Description

The Journal of Data Insights is an open access publication for peer-reviewed scholarly journals. The Journal of Data Insights focuses on the processing, analysis and interpretation of data for data-driven decisions and solutions in industry, hospitals, government and universities. All articles ...