Ranawidjaja, Ryuki (2025) Prediksi harga saham menggunakan moving average crossover dengan model lstm dan hybrid lstm = Stock price prediction using moving average crossover with lstm and hybrid lstm. Bachelor thesis, Universitas Pelita Harapan.
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Abstract
Fluktuasi harga saham menjadi tantangan bagi investor dalam investasi saham. Tujuan dari penelitian ini adalah untuk menganalisis dampak dari LSTM dengan 2 fitur input dan kombinasi LSTM dengan model CNN, ANN, dan RNN yang disertai dengan fitur keputusan jual, beli, atau tahan berdasarkan metode moving average crossover terhadap akurasi prediksi harga saham. Dilakukan hyperparameter tuning untuk mendapatkan model yang optimal untuk data harga indeks saham dari tiap negara. Penelitian ini menunjukkan bahwa model gabungan LSTM dengan CNN, ANN, atau RNN menghasilkan hasil prediksi yang lebih akurat dibandingkan dengan hasil prediksi dengan LSTM. Hal ini menunjukkan bahwa model gabungan LSTM dengan CNN, ANN, atau RNN yang disertai dengan keputusan jual atau beli memiliki potensi dalam meningkatkan akurasi
prediksi harga indeks saham kedepannya yang dapat membantu dalam pengambilan keputusan investasi. LSTM-CNN menjadi model yang dominan untuk kedua kelompok negara advanced economies dan emerging and developing economies yang unggul di sebanyak 10 negara dari 20 negara, 4 dari advanced economies dengan persentase perbaikan dari LSTM yang terbaik sebesar 76% dan 6 dari emerging and developing economies dengan persentase perbaikan dari LSTM yang terbaik sebesar 88%.
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Stock fluctuation pose a challenge for investors in stock investments. The aim of
this research is to analyze the impact of LSTM with 2 input features and the combination of LSTM with CNN, ANN, and RNN models with buy, sell, or hold decisions based on the moving average crossover method, on stock price
prediction accuracy. Hyperparameter tuning was conducted to obtain optimal models for stock index data for each country. The findings of this study indicate that the combined models of LSTM with CNN, ANN, or RNN produced more accurate prediction results compared to LSTM alone. This suggests that the integrated models of LSTM with CNN, ANN, or RNN, with sell or buy decisions, hold potential for improving the accuracy of future stock index price predictions, thereby aiding investment decision making. LSTM-CNN is the dominant model for both advanced economies and emerging and developing economies group, which perform the best in 10 countries, 4 from advanced economies with the best LSTM improvement percentage of 76% and 5 from emerging and developing economies with the best LSTM improvement percentage of 88%.
Item Type: | Thesis (Bachelor) |
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Creators: | Creators NIM Email ORCID Ranawidjaja, Ryuki NIM01112210032 ryuki.ranawidjaja@gmail.com UNSPECIFIED |
Contributors: | Contribution Contributors NIDN/NIDK Email Thesis advisor Margaretha, Helena NIDN0312057504 helena.margaretha@uph.edu Thesis advisor Cahyadi, Lina NIDN0328077701 lina.cahyadi@uph.edu |
Uncontrolled Keywords: | lstm ; hybrid lstm ; hyperparameter tuning ; moving average crossover, prediksi saham. |
Subjects: | Q Science > QA Mathematics |
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics Current > Faculty/School - UPH Karawaci > Faculty of Science and Technology > Mathematics |
Depositing User: | RYUKI RANAWIDJAJA |
Date Deposited: | 31 Jul 2025 08:42 |
Last Modified: | 31 Jul 2025 08:42 |
URI: | http://repository.uph.edu/id/eprint/70190 |