Jurnal Informatika: Jurnal Pengembangan IT
Vol 9, No 1 (2024)

Komparasi dan Implementasi Algoritma Regresi Machine Learning untuk Prediksi Indeks Harga Saham Gabungan

Dwi Eko Waluyo (Universitas Dian Nuswantoro)
Hayu Wikan Kinasih (Universitas Dian Nuswantoro)
Cinantya Paramita (Universitas Dian Nuswantoro)
Dewi Pergiwati (Universitas Dian Nuswantoro)
Rajendra Nohan (Universitas Dian Nuswantoro)
Fauzi Adi Rafrastara (Universitas Dian Nuswantoro)



Article Info

Publish Date
16 Feb 2024

Abstract

Indeks Harga Saham Gabungan (IHSG) or Indonesia Composite Index (ICI) is part of the macro indicators of a country that describes the economic condition of a country. ICI is an interesting study to research since its existence will be able to show market sentiment regarding an event that occurred in a country. This research tries to predict the ICI in the future based on historical data. The dataset used in this research is publicly available in Yahoo Finance. The experiment is conducted by implementing some regression machine learning algorithms, such as Decision Tree, Random Forest, k-Nearest Neighbor (kNN), and Linear Regression. As a result, Decision Tree has the lowest MSE value compared to other methods: 1268.242. In this research, a website-based application prototype was also developed that can be used to view IHSG graphs and make future predictions, using the 4 (four) tested algorithms.

Copyrights © 2024






Journal Info

Abbrev

informatika

Publisher

Subject

Computer Science & IT

Description

The scope encompasses the Informatics Engineering, Computer Engineering and information Systems., but not limited to, the following scope: 1. Information Systems Information management e-Government E-business and e-Commerce Spatial Information Systems Geographical Information Systems IT Governance ...