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Metode Linear Regression, ARIMA, dan Neural Network Dalam Prediksi Harga Saham: Sebuah Meta-Analisis Erina Salsabila Ashri; Syaharuddin Syaharuddin; Baiq Lukita Rauhul Mardatillah
Indonesian Journal of Engineering (IJE) Vol 2 No 2 (2022): Edisi Maret
Publisher : Fakultas Teknik Universitas Nahdlatul Ulama NTB

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Abstract

Abstrak: Prediksi harga saham atau stock price prediction adalah harga yang telah ditetapkan kepada suatu perusahaan bagi pihak lain yang ingin memiliki hak kepemilikan saham. Nilai harga saham selalu berubah-ubah setiap waktu. Oleh sebab itu, tujuan dari penelitian meta-analisis ini adalah menganalisis kembali penelitian-penelitian yang berkaitan dengan prediksi harga saham. Data yang dikumpulkan dari database pengindeks sebanyak 36 data. Hasil analisis data menunjukkan bahwa tingkat akurasi menggunakan metode linier regression, ARIMA dan Neural Network berturut-turut sebesar 1.29%, 1.51% dan 1.23%. Abstract: Stock price prediction or stock price prediction is the price that has been set to a company for other parties who want to have share ownership rights. The value of the stock price is constantly changing all the time. Therefore, the purpose of this meta-analysis research is to reanalyze research related to stock price predictions. Data collected from the indexing database as much as 36 data. The results of the data analysis showed that the accuracy rate using linear regression, ARIMA and Neural Network methods was 1.29%, 1.51% and 1.23% respectively.