Prediksi Saham Menggunakan Recurrent Neural Network (RNN-LSTM) dengan Optimasi Adaptive Moment Estimation
- Sio Jurnalis Pipin Universitas Mikroskil, Medan, Indonesia
-
Ronsen Purba
*
Universitas Mikroskil, Medan,
Indonesia
- Heru Kurniawan Universitas Mikroskil, Medan, Indonesia (*) Corresponding Author
Abstract
Predicting stock price movements is a complex challenge in the financial market due to unpredictable price fluctuations and high sensitivity levels. Noise in historical stock price data and temporal dependencies between previous and current prices make recognizing price movement patterns difficult. In a dynamic market environment, the model's ability to generate accurate predictions holds significant implications for more informed investment decision-making. The Recurrent Neural Network - Long Short-Term Memory (RNN-LSTM) model holds great potential for stock price prediction. It captures temporal dependencies, identifies non-linear relationships, and deciphers complex trends in stock price data. This study employs deep learning techniques with the RNN-LSTM model optimized using Adaptive Moment Estimation (Adam) to enhance stock price prediction accuracy by leveraging historical stock price data and technical factors. Data preprocessing, including handling missing values and data normalization, aids the model in navigating the dataset's intricacies. Test results utilizing the Mean Squared Error (MSE) metric reveal the model's ability to produce predictions that closely resemble actual stock prices, with a low loss value of 0109012. The model also exhibits good predictive accuracy, as evidenced by a favorable Mean Percentage Error (MPE) score of 1.74% between predicted and actual values. These findings hold valuable implications for assisting investors and financial practitioners in managing complexity and uncertainty within the stock market
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