JIKSI (Jurnal Ilmu Komputer dan Sistem Informasi)
Vol. 11 No. 1 (2023): JURNAL ILMU KOMPUTER DAN SISTEM INFORMASI

Rancangan Sistem Prediksi Harga Saham dengan Menggunakan Metode LSTM dan ARMA klasik

Caesar Calendo Sumarga (Unknown)
Dyah Erny Herwindiati (Unknown)
Janson Hendryli (Unknown)

Article Info

Publish Date
11 Jun 2023

Abstract

Stocks are one of the types of assets that are currently popular with the wider community, just like gold and all other types of assets, the value of stocks tends to move up and down over time, therefore stock investors invest in stocks to achieve the desired profit (capital gain), Due to the movement of stocks that go up and down over time, it is difficult for investors to determine when to buy or sell stocks, therefore this study was conducted to compare the multivariate Long-Short Term Memory (LSTM) method, and the classic ARMA, then see which is suitable in forecasting stock prices, the comparison is seen from the results of the error evaluation metrics of the two methods.

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Journal Info
JIKSI (Jurnal Ilmu Komputer dan Sistem Informasi)
Website

Abbrev

jiksi

Publisher

Universitas Tarumanagara

Subject

Computer Science & IT Mathematics Other

Description

Jurnal Ilmu Komputer dan Sistem Informasi (JIKSI) diterbitkan oleh Fakultas Teknologi Informasi Universitas Tarumanagara (FTI Untar) Jakarta sebagai media publikasi karya ilmiah mahasiswa program studi Teknik Informatika dan Sistem Informasi FTI Untar. Karya-karya ilmiah yang dihasilkan berupa hasil ...