Peramalan Harga Saham BCA dengan Menggunakan Metode Hybrid Autoregressive Moving Average (ARIMA) – Gated Recurrent Unit (GRU)

Ladyvista Tiursari Lumban Gaol (Institut Teknologi Sepuluh Nopember)
Sri Rachmi Nadhifah Dewi (Institut Teknologi Sepuluh Nopember)
Muhammad Saiful Hakim (Institut Teknologi Sepuluh Nopember)

Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis
Vol. 6 No. 2 (2026): Juli : Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis

This study aims to develop a stock price forecasting model for Indonesia’s banking sector using a hybrid Autoregressive Integrated Moving Average (ARIMA) – Gated Recurrent Unit (GRU) method. Weekly stock prices of BCA (BBCA) from January 2016 to December 2023 were obtained from Yahoo Finance. The ARIMA model captures trend and seasonal patterns, while the GRU model handles the nonlinear characteristics of stock data. Model performance was evaluated using cross-validation and metrics such as Mean Absolute Percentage Error (MAPE) and Mean Absolute Error (MAE).