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Contact Name
Usman Ependi
Contact Email
u.ependi@binadarma.ac.id
Phone
+6281271103018
Journal Mail Official
cisajournal@gmail.com
Editorial Address
Kampus Utama Universitas Bina Darma Lt. 7 Jl. A. Yani No 3 Seberang Ulu I Palembang
Location
Kota bandung,
Jawa barat
INDONESIA
Journal of Computer and Information Systems Ampera
ISSN : -     EISSN : 27752496     DOI : https://doi.org/10.51519
Core Subject : Science,
Journal of Computer and Information Systems Ampera (Journal-CISA) is an online journal that organized and managed independently by the consortium of informatics lecturers. Journal-SEA is an open-access journal that is provided for researchers, lecturers, and students who will publish research results in the field of all of thing about software engineering and its process.
Articles 1 Documents
Search results for , issue "Vol. 1 No. 01 (2025): Journal of Computer and Information Systems Ampera" : 1 Documents clear
NAV of Equity Fund Forecasting Using ARIMA and RNN Alexandra, jennifer
Journal of Computer and Information Systems Ampera Vol. 1 No. 01 (2025): Journal of Computer and Information Systems Ampera
Publisher : APTIKOM SUMSEL

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Abstract

This study aims to predict NAV of equity fund by comparing two commonly used methods, namely ARIMA and RNN. Both of these methods have their own characteristics which will be calculated based on their accuracy based on the MSE and RMSE values from the forecasting results. This study uses the CRIPS-DM framework as a reference, for the data used are Sucorinvest Equity Fund mutual fund data from 2017 to 2019. For ARIMA, the variable used is only NAV. For RNN, besides NAVs, stock indexes are also used that affect the value of NAV. Based on the results of the study, the ARIMA and RNN error rates are not too much different, but RNN is better. Keywords: Equity Fund, NAV, ARIMA, RNN, CRIPS-DM

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