Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan
Vol 4, No 1 (2019): Januari - Juni 2019

FORECASTING SAHAM SYARIAH DENGAN MENGGUNAKAN LSTM

AHMAD FAUZI (Universitas Islam Negeri Imam Bonjol Padang)



Article Info

Publish Date
03 Jun 2019

Abstract

Islamic stocks as one of the many stocks listed on the JCI are a barometer of the Islamic market in Indonesia. One approach in predicting stock prices is by using machine learning. The purpose of this study is to make a model that is used to predict JII shares using the LSTM approach. The data used amounted to 1402 records related to the Jakarta Islamic Index (JII) stock from March 4, 2014 - January 2, 2019. Model making uses 3 Epochs (1, 10 and 20). The results showed the best model was to use 20 Epochs. The increase in Epoch affects the value  of MSE and RMSE which are getting smaller. For Epoch 20, the values of MSE and RMSE are ~ 0.00019 and~0.014, respectively.

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Journal Info

Abbrev

almasraf

Publisher

Subject

Economics, Econometrics & Finance

Description

The journal is published twice a year in June and December. Contains scientific articles in the form of research, analysis study, theoretical study and review of studies in the field of banks and financial institutions. Publishing this journal aims to increase the quantity and quality to spread ...