Prosiding Seminar Nasional Official Statistics
Vol 2026 No 1 (2026): Seminar Nasional Official Statistics 2026

Sistem Pendukung Keputusan Rekomendasi Saham Berbasis Simple Additive Weighting (SAW) dan Algoritma XGBoost

Anom Pangestu (Program Studi Sains Data, Universitas Putra Bangsa)
Putri Tripangesti (Program Studi Sains Data, Universitas Putra Bangsa)
Nur Azizah (Program Studi Sains Data, Universitas Putra Bangsa)
Lolanda Hamim Annisa (Program Studi Sains Data, Universitas Putra Bangsa)



Article Info

Publish Date
03 Nov 2026

Abstract

The rapid growth of stock investors in Indonesia has not been accompanied by adequate investment analysis skills, increasing the risk of irrational investment decisions. This study aims to develop STOXAREA, a hybrid stock recommendation decision support system integrating Simple Additive Weighting (SAW), Extreme Gradient Boosting (XGBoost), and SHapley Additive exPlanations (SHAP). The research employed the Research and Development (R&D) method with a quantitative approach. Research data were obtained from the Yahoo Finance API, including historical stock prices, company fundamental data, and investor risk profiles collected through questionnaires. XGBoost was utilized to generate AI Scores, while SAW was applied to rank stocks based on user preferences. SHAP was implemented to improve prediction transparency. The results show that STOXAREA can produce personalized stock recommendations to assist investors in making more rational investment decisions, demonstrating positive performance in backtesting validation, supported by a Virtual Trading feature for simulation.

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Journal Info

Abbrev

semnasoffstat

Publisher

Subject

Humanities Computer Science & IT Economics, Econometrics & Finance Social Sciences

Description

prosiding seminar ini bertujuan untuk menghasilkan berbagai pemikiran solutif, inovatif, dan adaptif terkait isu, strategi, dan metode yang memanfaatkan official ...