ConMathA
Vol. 1 No. 2 (2019)

Hybrid Artificial Neural Network with Extreme Learning Machine Method and Cuckoo Search Algorithm to Predict Stock Prices

Piping Prabawati (Universitas Airlangga)
Auli Damayanti (Universitas Airlangga)
Herry Suprajitno (Universitas Airlangga)



Article Info

Publish Date
15 Jan 2020

Abstract

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.

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Journal Info

Abbrev

CONMATHA

Publisher

Subject

Mathematics

Description

Contemporary Mathematics and Applications welcome research articles in the area of mathematical analysis, algebra, optimization, mathematical modeling and its applications include but are not limited to the following topics: general mathematics, mathematical physics, numerical analysis, ...