Simulasi metode jaringan syaraf tiruan backpropagation dalam memprediksi harga saham

Alexander, Kevin (2021) Simulasi metode jaringan syaraf tiruan backpropagation dalam memprediksi harga saham. Bachelor thesis, Universitas Pelita Harapan.

[img] Text (Title)
Title.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (558kB)
[img]
Preview
Text (Abstract)
Abstract.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (364kB) | Preview
[img] Text (ToC)
ToC.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (90kB)
[img]
Preview
Text (Chapter 1)
Chapter 1.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (490kB) | Preview
[img] Text (Chapter 2)
Chapter 2.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (1MB)
[img] Text (Chapter 3)
Chapter 3.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (961kB)
[img] Text (Chapter 4)
Chapter 4.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (1MB)
[img] Text (Chapter 5)
Chapter 5.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (160kB)
[img]
Preview
Text (Bibliography)
Bibliography.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (367kB) | Preview
[img] Text (Appendices)
Appendices.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (6MB)

Abstract

Investasi saham merupakan hal yang tidak asing didengar maupun dilakukan. Dalam melakukan investasi tentunya yang diharapkan adalah keuntungan. Namun, untuk memprediksi harga saham tidaklah mudah, sehingga menimbulkan risiko yang tinggi bagi investor. Ada berbagai macam saham di dunia, seperti saham Facebook, Netflix, Spotify. Facebook Inc merupakan perusahaan yang bergerak di bidang jejaring sosial dan sekarang sudah mempunyai lebih dari tiga miliar pengguna, sedangkan Netflix Inc dan Spotify Technology S.A. merupakan perusahaan yang menyediakan layanan media streaming digital. Netflix Inc sekarang memiliki 207 juta pengguna dan Spotify Technology S.A. memiliki 356 juta pengguna. Ketiga saham tersebut merupakan saham yang cukup populer di Amerika Serikat. Simulasi ini bertujuan memprediksi pergerakan harga saham Facebook, Netflix, Spotify dengan teknik data mining menggunakan algoritma jaringan syaraf tiruan backpropagation. Backpropagation merupakan kependekan dari Backward Propagation yang artinya algoritma untuk pembelajaran jaringan saraf tiruan yang diawasi menggunakan penurunan gradien dan hasil dari penelitian ini berupa nilai Root Mean Squared Error (RMSE) yang dapat dijadikan acuan investor saat akan melakukan investasi. Dari hasil simulasi dengan menggunakan learning rate 0.01, momentum 0.9, error epsilon 1.04E-4, dan 463 data harga saham Facebook, Netflix, Spotify menghasilkan nilai 1.573 untuk saham Facebook, saham Netflix menunjukkan nilai 3.940, dan saham Spotify menunjukkan nilai 2.056./Stock investment is something that is familiar to hear or do. In investing, of course, what is expected is profit. However, predicting stock prices is not easy, so it poses a high risk for investors. There are various kinds of stocks in the world, such as Facebook stocks, Netflix, Spotify. Facebook Inc. is a social networking company and now has more than three billion users, while Netflix Inc and Spotify Technology S.A. is a company that provides digital streaming media services. Netflix Inc now has 207 million users and Spotify Technology S.A. has 356 million users. These three stocks are quite popular stocks in the United States. This simulation aims to predict the stock price movements of Facebook, Netflix, Spotify with data mining techniques using a backpropagation neural network algorithm. Backpropagation is an abbreviation of Backward Propagation which means an algorithm for learning artificial neural networks that is supervised using gradient descent and the results of this study are the Root Mean Squared Error (RMSE) value that can be used as a reference for investors when making investments. From the results of the simulation using a learning rate of 0.01, momentum 0.9, error epsilon 1.04E-4, and 463 stock price data for Facebook, Netflix, Spotify, the value is 1,573 for Facebook shares, Netflix shares show a value of 3,940, and Spotify shares show a value of 2,056.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Alexander, KevinNIM03081170034alexanderkevin008@gmail.com
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorJusin, JusinNIDN0119056901jusin@lecturer.uph.edu
Uncontrolled Keywords: prediksi ; saham ; simulasi ; jaringan syaraf tiruan ; backpropagation
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: University Subject > Current > Faculty/School - UPH Medan > School of Information Science and Technology > Information Systems
Current > Faculty/School - UPH Medan > School of Information Science and Technology > Information Systems
Depositing User: Users 14944 not found.
Date Deposited: 20 Aug 2021 12:15
Last Modified: 12 Jan 2022 08:54
URI: http://repository.uph.edu/id/eprint/41191

Actions (login required)

View Item View Item