Forecasting the Stock Price of PT Astra International Using the LSTM Method
Stocks are one of the long-term investment options and represent ownership in a company that can be acquired through buying and selling. Investment carries both the profit potential and the risks that investors must face when providing their capital to companies. Accurate stock price forecasts are v...
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| Format: | Article |
| Language: | English |
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Ikatan Ahli Informatika Indonesia
2024-06-01
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| Series: | Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) |
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| Online Access: | https://jurnal.iaii.or.id/index.php/RESTI/article/view/5699 |
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| _version_ | 1841544037401624576 |
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| author | Edwin Setiawan Nugraha Zalfani Alika Dadang Amir Hamzah |
| author_facet | Edwin Setiawan Nugraha Zalfani Alika Dadang Amir Hamzah |
| author_sort | Edwin Setiawan Nugraha |
| collection | DOAJ |
| description | Stocks are one of the long-term investment options and represent ownership in a company that can be acquired through buying and selling. Investment carries both the profit potential and the risks that investors must face when providing their capital to companies. Accurate stock price forecasts are very important because they provide an estimate of risk. This research aims to forecast the stock price of PT Astra International Tbk (ASII.JK) using a Long Short-Term Memory (LSTM) method. Data set closing stock prices were taken from January 2, 2015, to December 30, 2020, with a total observation of 1506. This data set is divided into 80% for training and 20% for training. The forecasting results show that the best performances have MSE, MSE, MAE and MAPE are 151.910, 23076.561, 118.128, and 2.3%, respectively. The model has a batch size of 4 and epochs of 50. This research recommends that other parties consider this method when they need to manage their investment risk in stocks. |
| format | Article |
| id | doaj-art-3715342286214e51bf27f7a21abf2344 |
| institution | Kabale University |
| issn | 2580-0760 |
| language | English |
| publishDate | 2024-06-01 |
| publisher | Ikatan Ahli Informatika Indonesia |
| record_format | Article |
| series | Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) |
| spelling | doaj-art-3715342286214e51bf27f7a21abf23442025-01-13T03:33:46ZengIkatan Ahli Informatika IndonesiaJurnal RESTI (Rekayasa Sistem dan Teknologi Informasi)2580-07602024-06-018343143710.29207/resti.v8i3.56995699Forecasting the Stock Price of PT Astra International Using the LSTM MethodEdwin Setiawan Nugraha0Zalfani Alika1Dadang Amir Hamzah2President UniversityPresident UniversityPresident UniversityStocks are one of the long-term investment options and represent ownership in a company that can be acquired through buying and selling. Investment carries both the profit potential and the risks that investors must face when providing their capital to companies. Accurate stock price forecasts are very important because they provide an estimate of risk. This research aims to forecast the stock price of PT Astra International Tbk (ASII.JK) using a Long Short-Term Memory (LSTM) method. Data set closing stock prices were taken from January 2, 2015, to December 30, 2020, with a total observation of 1506. This data set is divided into 80% for training and 20% for training. The forecasting results show that the best performances have MSE, MSE, MAE and MAPE are 151.910, 23076.561, 118.128, and 2.3%, respectively. The model has a batch size of 4 and epochs of 50. This research recommends that other parties consider this method when they need to manage their investment risk in stocks.https://jurnal.iaii.or.id/index.php/RESTI/article/view/5699forescastingstocl pricerecurrent neural networklong short term memory |
| spellingShingle | Edwin Setiawan Nugraha Zalfani Alika Dadang Amir Hamzah Forecasting the Stock Price of PT Astra International Using the LSTM Method Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) forescasting stocl price recurrent neural network long short term memory |
| title | Forecasting the Stock Price of PT Astra International Using the LSTM Method |
| title_full | Forecasting the Stock Price of PT Astra International Using the LSTM Method |
| title_fullStr | Forecasting the Stock Price of PT Astra International Using the LSTM Method |
| title_full_unstemmed | Forecasting the Stock Price of PT Astra International Using the LSTM Method |
| title_short | Forecasting the Stock Price of PT Astra International Using the LSTM Method |
| title_sort | forecasting the stock price of pt astra international using the lstm method |
| topic | forescasting stocl price recurrent neural network long short term memory |
| url | https://jurnal.iaii.or.id/index.php/RESTI/article/view/5699 |
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