FORECASTING SAHAM SYARIAH DENGAN MENGGUNAKAN LSTM

A. Fauzi
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引用次数: 4

Abstract

Islamic stocks as one of the many stocks listed on the JCI are a barometer of the Islamic market in Indonesia. One approach in predicting stock prices is by using machine learning. The purpose of this study is to make a model that is used to predict JII shares using the LSTM approach. The data used amounted to 1402 records related to the Jakarta Islamic Index (JII) stock from March 4, 2014 - January 2, 2019. Model making uses 3 Epochs (1, 10 and 20). The results showed the best model was to use 20 Epochs. The increase in Epoch affects the value of MSE and RMSE which are getting smaller. For Epoch 20, the values of MSE and RMSE are ~ 0.00019 and ~ 0.014, respectively.
伊斯兰股票作为JCI上市的众多股票之一,是印尼伊斯兰市场的晴雨表。预测股票价格的一种方法是使用机器学习。本研究的目的是利用LSTM方法建立一个用于预测JII份额的模型。使用的数据总计为2014年3月4日至2019年1月2日期间与雅加达伊斯兰指数(JII)股票相关的1402条记录。模型制作使用3个epoch(1,10,20)。结果表明,最佳模型为20个epoch。Epoch的增加对MSE和RMSE的影响越来越小。对于Epoch 20, MSE和RMSE分别为~ 0.00019和~ 0.014。
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