Jurnal Krisnadana
Vol 5 No 2 (2026): Jurnal Krisnadana- January 2026

Deep Learning Models for Financial Time Series Forecasting in Investment Contexts

Hamid Wijaya (Universitas Sembilanbelas November Kolaka, Sulawesi Tenggara, Indonesia)
Lalu Puji Indra Kharisma (STMIK Syaikh Zainuddin NW, Lombok Timur, Nusa Tenggara Barat, Indonesa)
Yusuf Aliyu Madamu (Yusuf Maitama Sule University Kano, Nigeria)



Article Info

Publish Date
31 Jan 2026

Abstract

Stocks represent an investment instrument that reflects ownership in a company, offering opportunities for profit through dividends or capital gains. However, stock prices often fluctuate due to various economic, social, and political factors, making price prediction a challenging task. This study applies the Long Short-Term Memory (LSTM) method, a deep learning architecture, to forecast the stock prices of Apple Inc. (AAPL) based on historical data obtained from Yahoo Finance covering the period from December 12, 1980, to September 20, 2024. The research process includes data cleaning, normalization using MinMaxScaler, data splitting with an 80:20 ratio for training and testing, and hyperparameter optimization through Grid Search. The optimal LSTM model configuration achieved 50 epochs, a batch size of 64, and a learning rate of 0.0001. Evaluation results demonstrate high accuracy, with a MAPE of 1.70%, RMSE of 3.030, and R-squared of 0.9975. Forecasts indicate a gradual decline in AAPL stock prices over the next 12 months, from $173.83 in October 2024 to $111.34 in September 2025. This research provides valuable insights for investors to better understand market dynamics and make informed investment decision.

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Journal Info

Abbrev

jkdn

Publisher

Subject

Computer Science & IT Control & Systems Engineering

Description

Jurnal Krisnadana merupakan jurnal yang dapat menjadi wadah bagi civitas akademika dan kalangan profesional dalam mempublikasikan karya ilmiah ataupun hasil penelitiannya dengan tetap mengutamakan orisinalitas karya, pengembangan kelimuan dan kontribusi dalam berbagai bidang. Jurnal Krisnadana ...