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All Journal Jurnal Nasional Teknik Elektro dan Teknologi Informasi
Dini Indriyani Putri
Universitas Diponegoro
Computer Science & IT Control & Systems Engineering Electrical & Electronics Engineering Energy Engineering

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Prediksi Harga Saham Menggunakan Metode Brown’s Weighted Exponential Moving Average dengan Optimasi Levenberg-Marquardt Dini Indriyani Putri; Agung Budi Prasetijo; Adian Fatchur Rochim
Jurnal Nasional Teknik Elektro dan Teknologi Informasi Vol 10 No 1: Februari 2021
Publisher : Departemen Teknik Elektro dan Teknologi Informasi, Fakultas Teknik, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1404.149 KB) | DOI: 10.22146/jnteti.v10i1.678

Abstract

Stocks are securities as legal proof of company ownership. Such ownership is traded in the stock exchange only for public companies. A capital market is an activity that accommodates the desire to invest. Traders look for profits by taking advantage of stock movements that always experience fluctuating changes using technical analysis. The problem is how traders decide to buy a stock at an uncertain price. Brown's Weighted Exponential Moving Average (B-WEMA) method has the advantage of a better accuracy level, which is considered able to help with stock price prediction problems. The Levenberg-Marquardt (LM) algorithm has the advantage of optimizing its accuracy; therefore, it is proposed to be used as an optimization method to predict stock prices. The B-WEMA method with LM optimization improves the accuracy of stock price predictions, thereby reducing risks and increasing trading success. Results show the minimum difference of actual prices, and its prediction was 4.03%. The smallest error from MSE and MAPE were 719.56 and 1.99%, respectively.
Co-Authors Adian Fatchur Rochim Agung Budi Prasetijo