Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices
This thesis aims to predict the stock prices, using artificial neural network with extreme learning machine (ELM) method and cuckoo search algorithm (CSA). Stock is one type of investment that is in great demand in Indonesia. The portion ownership of stock is determined by how much investment is inv...
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| Format: | Article |
| Language: | English |
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Universitas Airlangga
2020-01-01
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| Series: | Contemporary Mathematics and Applications (ConMathA) |
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| Online Access: | https://e-journal.unair.ac.id/CONMATHA/article/view/17387 |
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| author | Piping Prabawati Auli Damayanti Herry Suprajitno |
| author_facet | Piping Prabawati Auli Damayanti Herry Suprajitno |
| author_sort | Piping Prabawati |
| collection | DOAJ |
| description | This thesis aims to predict the stock prices, using artificial neural network with extreme learning machine (ELM) method and cuckoo search algorithm (CSA). Stock is one type of investment that is in great demand in Indonesia. The portion ownership of stock is determined by how much investment is invested in the company. In this case, stock is an aggressive type of investment instrument, because stock prices can change over time. In this case, ELM is used to determine forecasting values, while CSA is applied to compile and optimize the values of weights and biases to be used in the forecasting process. After obtaining the best weights and biases, the validation test process is then carried out to determine the level of success of the training process. The data used is the daily data of the stock price of PT. Bank Mandiri (Persero) Tbk. the total is 291 data. Furthermore, the data is divided into 70% for the training process is as many as 199 data and 30% for the validation test as many as 87 data. Then compiled pattern of training and validation test patterns is 198 patterns and 82 patterns. Based on the implementation of the program, with several parameter obtained the result of MSE training is 0.001304353, with an MSE of validation test is 0.0031517704. Because the MSE value obtained is relatively small, this indicates that the ELM-CSA network is able to recognize data patterns and is able to predict well. |
| format | Article |
| id | doaj-art-314bb6d96e0c4ffb9d96b8e66b90f0c5 |
| institution | Kabale University |
| issn | 2686-5564 |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Universitas Airlangga |
| record_format | Article |
| series | Contemporary Mathematics and Applications (ConMathA) |
| spelling | doaj-art-314bb6d96e0c4ffb9d96b8e66b90f0c52024-12-09T03:30:25ZengUniversitas AirlanggaContemporary Mathematics and Applications (ConMathA)2686-55642020-01-011213114310.20473/conmatha.v1i2.1738714218Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock PricesPiping Prabawati0Auli Damayanti1Herry Suprajitno2Universitas AirlanggaUniversitas AirlanggaUniversitas AirlanggaThis thesis aims to predict the stock prices, using artificial neural network with extreme learning machine (ELM) method and cuckoo search algorithm (CSA). Stock is one type of investment that is in great demand in Indonesia. The portion ownership of stock is determined by how much investment is invested in the company. In this case, stock is an aggressive type of investment instrument, because stock prices can change over time. In this case, ELM is used to determine forecasting values, while CSA is applied to compile and optimize the values of weights and biases to be used in the forecasting process. After obtaining the best weights and biases, the validation test process is then carried out to determine the level of success of the training process. The data used is the daily data of the stock price of PT. Bank Mandiri (Persero) Tbk. the total is 291 data. Furthermore, the data is divided into 70% for the training process is as many as 199 data and 30% for the validation test as many as 87 data. Then compiled pattern of training and validation test patterns is 198 patterns and 82 patterns. Based on the implementation of the program, with several parameter obtained the result of MSE training is 0.001304353, with an MSE of validation test is 0.0031517704. Because the MSE value obtained is relatively small, this indicates that the ELM-CSA network is able to recognize data patterns and is able to predict well.https://e-journal.unair.ac.id/CONMATHA/article/view/17387extreme learning machinecuckoo search algorithmartificial neural networkforecastingstock. |
| spellingShingle | Piping Prabawati Auli Damayanti Herry Suprajitno Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices Contemporary Mathematics and Applications (ConMathA) extreme learning machine cuckoo search algorithm artificial neural network forecasting stock. |
| title | Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices |
| title_full | Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices |
| title_fullStr | Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices |
| title_full_unstemmed | Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices |
| title_short | Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices |
| title_sort | hybrid artificial neural network with extreme learning machine method and cuckoo search algorithm to predict stock prices |
| topic | extreme learning machine cuckoo search algorithm artificial neural network forecasting stock. |
| url | https://e-journal.unair.ac.id/CONMATHA/article/view/17387 |
| work_keys_str_mv | AT pipingprabawati hybridartificialneuralnetworkwithextremelearningmachinemethodandcuckoosearchalgorithmtopredictstockprices AT aulidamayanti hybridartificialneuralnetworkwithextremelearningmachinemethodandcuckoosearchalgorithmtopredictstockprices AT herrysuprajitno hybridartificialneuralnetworkwithextremelearningmachinemethodandcuckoosearchalgorithmtopredictstockprices |